Second Order Efficiency in the Sequential Design of Experiments
Second Order Efficiency in the Sequential Design of Experiments
复制标题
实验序贯设计中的二阶效率
DOI：
--
复制
发表时间：
1984
期刊：
影响因子：
--
通讯作者：
R. Keener
中科院分区：
文献类型：
--
作者：
R. Keener
在实验的顺序设计中，实验者按顺序进行实验，以对自然的真实状态作出最终的推断。本文考虑了该问题的贝叶斯公式。假设参数空间是有限的，并且有有限数量的可重复实验。给出了采样代价趋近于零时二阶有效的充分条件。给出了一个相关的马尔可夫控制问题的渐近分析。
In the sequential design of experiments an experimenter performs experiments sequentially to make an eventual inference about the true state of nature. A Bayesian formulation of this problem is considered. The parameter space is assumed finite and there are a finite number of repeatable experiments. Sufficient conditions are given for a procedure to be second order efficient as the sampling costs approach zero. The asymptotic analysis of a related Markov control problem is also presented.