Sequential online subsampling for thinning experimental designs

Author:

Pronzato Luc,Wang HaiYing

Funder

Agence Nationale de la Recherche

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference34 articles.

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3. Stochastic approximation with two time scales;Borkar;Systems Control Lett.,1997

4. A comparison of algorithms for constructing exact d-optimal designs;Cook;Technometrics,1980

5. Dalal, G., Szörényi, B., Thoppe, G., Mannor, S., 2018. Finite sample analysis of two-timescale stochastic approximation with applications to reinforcement learning. In: Proc. of Machine Learning Research, Vol. 75. pp. 1–35.

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