1,720,994 research outputs found
Asymptotics in a generalized, randomly reinforced Polya urn model, with application to sequential response-adaptive designs
Ph.D. Thesis, Università degli Studi di Milano
La situazione degli immigrati in provincia di Novara nel 2006: uno sguardo d’insieme
Nota tecnica dell'Università del Piemonte Orientale – Dipartimento di Scienze Economiche e Metodi Quantitativi
Asymptotics in response-adaptive designs generated by a two-colors, randomly reinforced urn
Una sintesi della situazione degli immigrati in provincia di Novara alla fine del 2007
Nota tecnica del'Università del Piemonte Orientale – Dipartimento di Scienze Economiche e Metodi Quantitativi
Model selection and parameter estimation in non-linear nested models: a sequential generalized DKL-optimum design
A sequential generalized DKL-optimum design for model selection and parameter estimation in non-linear nested models
Asymptotic Test for Comparing Mean Responses to Treatment After Allocation With a RRU-Design
KL-optimum designs: theoretical properties and practical computation
In this paper some new properties and computational
tools for finding KL-optimum designs are provided.
KL-optimality is a general criterion useful to select
the best experimental conditions to discriminate between
statistical models. A KL-optimum design is obtained from
a minimax optimization problem, which is defined on a
infinite-dimensional space. In particular, continuity of the
KL-optimality criterion is proved under mild conditions; as
a consequence, the first-order algorithm converges to the set
of KL-optimum designs for a large class of models. It is also
shown that KL-optimum designs are invariant to any scaleposition
transformation. Some examples are given and discussed,
together with some practical implications for numerical
computation purposes.
Keywords Optimum design · KL-optimality · Discrimination
· Infinite-dimensional spaces · Continuity · Weak
convergence metric · Convexity · Invariance · Regular
designs · Generalized linear models
Mathematics Subject Classification 62K05 · 62-0
- …
