On the Discrimination Criteria for Screening of Rival Models ——A Discussion with the Authors of "A Sequential Procedure for Optimal Discrimination among Rival Rate Models for the Reaction of Synthesis of Ammonia on 'A' Catalysts
METHODS:146cases of chronic hepatitis B with hepatic fibrosis were administered by i.v. drop daily for4weeks with compound glycyrrhizin injection40ml～100ml,into which5%glucose injection(250ml)was added,then a sequential therapy was adopted in which all the patients were treated with50mg oral compound glycyrrhizin tablets3times per day for3months.
Sequential quadratic programming methods for optimal control problems with state constraints
These methods are sequential quadratic programming methods.
The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadratic programming methods.
On approximation of optimal stopping of bayesian sequential test for a normal mean
In this paper, we present a simple and direct approach in which supermartinagles are used to approximate the optimal stopping sets associated with the Bayesian sequential test for normal population means.
Sequential estimation of the parameters of diffusion processes
For the parameter λ of a diffusion processξ(t), satisfying the stochastic differential equation dξ(t)=λf (t,ξ)dt+dw(l), we propose an effective sequential estimation plan with an unbiased and normally distributed estimate.
Due to the computational burden, however, the sequential estimation is more often employed.
Remarks on sequential estimation of a linear function of two means: The normal case
Sequential estimation of the difference between the means of two normal populations
A sequential refinement method is designed by combining the local approximation of the reachability set and reduction.
Consideration is given to a structural change in the diagram of a hydraulic circuit by way of a sequential exclusion of branches (edges) of the graph, which does not lead to its decomposition.
A sequential procedure of imbalance instant detection, where a decision of change existence is made at a given instant of time after the accumulation of given distinctions between possible process models, is suggested.
A sequential procedure minimizing the Bayes risk which is maximal in the family of the a priori parameter distributions was proposed.
Periodic solutions of this equation were sought by the methods of asymptotic expansions in the amplitude or by Fourier series expansions [1-7], which assumes a sequential accounting of the nonlinearity as a small perturbation.