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Experimental design for Partially Observed Markov Decision Processes
Experimental design Partially Observed Markov Decision Processes
2012/11/22
This paper deals with the question of how to most effectively conduct experiments in Partially Observed Markov Decision Processes so as to provide data that is most informative about a parameter of in...
Adaptive confidence bands in the nonparametric fixed design regression model
Adaptive confidence bands nonparametric fixed design regression model
2012/9/19
In this note, we consider the problem of existence of adaptive confidence bands in the fixed design regression model, adapting ideas in Hoffmann and Nickl [10] to the present case. In the course of th...
The algebraic method provides useful techniques to identify models in designs and to understand aliasing of polynomial models. The present note surveys the topic of Gr¨obner bases in experimental desi...
Wavelet block thresholding for samples with random design: A minimax approach under the Lp risk
Regression with random design wavelets block thresholding
2009/9/18
We consider the regression model with (known) random design. We investigate the minimax performances of an adaptive wavelet block thresholding estimator under the Lp risk with p >2 over Besov balls. W...