Miscellanea. On sequential designs in nonlinear problems
研究了序贯非线性设计中参数估计量的一致性，利用后验方差递归，在温和条件下证明了随机回归模型中贝叶斯估计量的强一致性，并讨论了四个非线性序贯设计实例。
In this paper we study the consistency of parameter estimators in sequential nonlinear design. Our main tool is a recursion which holds for the sequence of posterior variances. Under mild conditions, we establish the strong consistency of Bayes estimators in stochastic regression models which cover a broad range of nonlinear problems. Four examples from nonlinear sequential design are discussed.