Results 31 to 40 of about 107 (63)

Adaptive sequential design for regression on Schauder Basis [PDF]

open access: yes, 2008
We present a new sequential algorithm to build both optimal design and model selection in a multi-resolution family of functions. This algorithm relies on a localization property of discrete sequential D and A-optimal designs for Schauder Basis.
Cohen, Serge, Gadat, Sébastien
core   +1 more source

The Gaussian approximation for multi-color generalized Friedman's urn model

open access: yes, 2008
The Friedman's urn model is a popular urn model which is widely used in many disciplines. In particular, it is extensively used in treatment allocation schemes in clinical trials.
A. Ivanova   +27 more
core   +1 more source

Change Acceleration and Detection

open access: yes, 2020
A novel sequential change detection problem is proposed, in which the change should be not only detected but also accelerated. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected in real time. The
Fellouris, Georgios, Song, Yanglei
core  

Asymptotic properties of bandit processes with geometric responses [PDF]

open access: yes, 2002
Asymptotic properties of optimal strategies for two-armed bandit processes with geometrically distributed survival times are derived. These results provide asymptotic boundary conditions and further extend structure properties of optimal strategies for ...
Xikui Wang
core  

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