Sequential Minimax Search for a Maximum

@inproceedings{Kiefer2010SequentialMS,
  title={Sequential Minimax Search for a Maximum},
  author={Johannes Kiefer},
  year={2010}
}
The problem formulated below was motivated by that of determining an interval containing the point at which a unimodal function on the unit interval possesses a maximum, without postulating regularity conditions involving continuity, derivatives, etc. Our solution is to give, for every e > 0 and every specified number N of values of the argument at which the function may be observed, a procedure which is €-minimax (see (1) below) among the class of all sequential nonrandomized procedures which… CONTINUE READING
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Stochastic estimation of the maximum of a regression function

  • J. Kiefer, J. Wolfowitz
  • Ann. Math. Statist, vol
  • 1952

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