The article considers an adaptive sequential nonparametric estimation of a multivariate regression with assigned mean integrated squared error (MISE) and minimax stopping time when the estimator matches performance oracle knowing all nuisance parameters functions. It is known that problem has no solution if belongs to Sobolev class differentiable What underlying smoother, say, analytic? shown i...

Selecting input variables or design points for statistical models has been of great interest in adaptive and active learning. Motivated by two scientific examples, this paper presents a strategy selecting the regression model when underlying function is discontinuous. The first example we undertook was purpose accelerating imaging speed high resolution material imaging; second use sequential ma...

I propose a new estimation method for …nite sequential games that is e¢ cient, computationally attractive, and applicable to a fairly general class of …nite sequential games that is beyond the scope of existing studies. The major challenge is computation of high-dimensional truncated integration whose domain is complicated by strategic interaction. This complication resolves when unobserved o¤-...