Asymptotically Optimal Bayes Sequential Design of Experiments for Estimation
Yohai, Victor J.
Ann. Statist., Tome 1 (1973) no. 2, p. 822-837 / Harvested from Project Euclid
The purpose of this paper is to find asymptotically optimal Bayes sequential procedures for estimating a function $g(\theta_1, \theta_2,\cdots, \theta_k)$ when there are $k$ experiments $E_1, E_2,\cdots, E_k$ and the performance of the experiment $E_i$ conducts to the observation of a random variable whose distribution depends on the vector parameter $\theta_i$. The term asymptotical refers here to the cost of experimentation tending to zero. The methods used are a generalization of those introduced by Bickel and Yahav.
Publié le : 1973-09-14
Classification:  62,  45,  Sequential design,  asymptotical optimality,  Bayesian estimation
@article{1176342504,
     author = {Yohai, Victor J.},
     title = {Asymptotically Optimal Bayes Sequential Design of Experiments for Estimation},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 822-837},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342504}
}
Yohai, Victor J. Asymptotically Optimal Bayes Sequential Design of Experiments for Estimation. Ann. Statist., Tome 1 (1973) no. 2, pp.  822-837. http://gdmltest.u-ga.fr/item/1176342504/