Hey Martin,
Yes! I think you’ve understood my problem exactly. I think that should work, but I do have a question about this pattern. For large values of m, have you run into any issues from accumulating the variance from \delta_1, \delta_2, \ldots, \delta_m? I ask because I don’t necessarily want \text{var}(\beta_m) < \text{var}(\beta_{m+1}).
Keith