Adaptive design in regression and control
Author(s) -
Tze Leung Lai,
Herbert Robbins
Publication year - 1978
Publication title -
proceedings of the national academy of sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.011
H-Index - 771
eISSN - 1091-6490
pISSN - 0027-8424
DOI - 10.1073/pnas.75.2.586
Subject(s) - value (mathematics) , regression , nonlinear regression , statistics , mathematics , control (management) , order (exchange) , linear regression , regression analysis , combinatorics , computer science , artificial intelligence , economics , finance
When y = M(x) + epsilon, where M may be nonlinear, adaptive regression designs of the levels x(1), x(2),... at which y(1), y(2),... are observed lead to asymptotically efficient estimates of the value theta of x for which M(theta) is equal to any desired value y(*). More importantly, these designs also make the "cost" of the observations, defined at the nth stage to be Sigma(1) (n) (x(i) - theta)(2), to be of the order of log n instead of n, an obvious advantage in medical and other applications.
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