Adaptive optimization and $D$-optimum experimental design
نویسندگان
چکیده
منابع مشابه
Adaptive Optimisation and D-optimum Experimental Design
We consider the situation where one has to maximise a function (; x) with respect to x 2 IR q , when is unknown and estimated by least squares through observations y k = f > (x k) + k , with k some random error. Classical applications are regulation and extremum control problems. The approach we adopt corresponds to maximizing the sum of the current estimated objective and a penalisation for po...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2000
ISSN: 0090-5364
DOI: 10.1214/aos/1015957479