English
Related papers

Related papers: G-optimal grid designs for kriging models

200 papers

Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…

Statistics Theory · Mathematics 2021-01-01 Geovani Rizk , Igor Colin , Albert Thomas , Moez Draief

We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…

Statistics Theory · Mathematics 2009-08-14 Holger Dette , Stefanie Titoff

In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…

Methodology · Statistics 2015-08-25 Shuai Fu , Mathieu Couplet , Nicolas Bousquet

We consider optimal designs for the Kiefer cirteria, which include the E-criterion as a particular case, and the G-criterion in random coefficients regression (RCR) models. We obtain general the Kiefer criteria for approximate designs and…

Statistics Theory · Mathematics 2018-08-14 Maryna Prus

This paper is motivated by a computer experiment conducted for optimizing residual stresses in the machining of metals. Although kriging is widely used in the analysis of computer experiments, it cannot be easily applied to model the…

Methodology · Statistics 2012-11-08 Ying Hung , V. Roshan Joseph , Shreyes N. Melkote

In this paper, we further investigate the problem of selecting a set of design points for universal kriging, which is a widely used technique for spatial data analysis. Our goal is to select the design points in order to make simultaneous…

Methodology · Statistics 2024-01-18 Helmut Waldl , Werner G. Müller , Paula Camelia Trandafir

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and…

Methodology · Statistics 2008-09-30 H. Dette , C. Kiss

For estimation and predictions of random fields it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for…

Methodology · Statistics 2013-05-15 Werner G. Müller , Luc Pronzato , Joao Rendas , Helmut Waldl

In the common linear regression model the problem of determining optimal designs for least squares estimation is considered in the case where the observations are correlated. A necessary condition for the optimality of a given design is…

Statistics Theory · Mathematics 2013-03-13 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

We consider the problem of computing optimal experimental design on a finite design space with respect to a compound Bayes risk criterion, which includes the linear criterion for prediction in a random coefficient regression model. We show…

Computation · Statistics 2017-09-08 Radoslav Harman , Maryna Prus

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai

In multi-response regression models, the error covariance matrix is never known in practice. Thus, there is a need for optimal designs which are robust against possible misspecification of the error covariance matrix. In this paper, we…

Methodology · Statistics 2019-10-03 Lucy L. Gao , Julie Zhou

This paper considers the problem of constructing optimal discriminating experimental designs for competing regression models on the basis of the T-optimality criterion introduced by Atkinson and Fedorov [Biometrika 62 (1975) 57-70].…

Statistics Theory · Mathematics 2014-01-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

We investigate two new strategies for the numerical solution of optimal stopping problems within the Regression Monte Carlo (RMC) framework of Longstaff and Schwartz. First, we propose the use of stochastic kriging (Gaussian process)…

Computational Finance · Quantitative Finance 2016-10-27 Michael Ludkovski

Exploding predictive AI has enabled fast yet effective evaluation and decision-making in modern chip physical design flows. State-of-the-art frameworks typically include the objective of minimizing the mean square error (MSE) between the…

Machine Learning · Computer Science 2024-02-12 Haoyu Yang , Anthony Agnesina , Haoxing Ren

We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance,…

Methodology · Statistics 2019-10-08 Pengqi Liu , Lucy Gao , Julie Zhou

We consider the optimal design problem for a comparison of two regression curves, which is used to establish the similarity between the dose response relationships of two groups. An optimal pair of designs minimizes the width of the…

Methodology · Statistics 2014-11-19 Holger Dette , Kirsten Schorning

This article focuses on the estimation and design aspects of a bivariate collocated cokriging experiment. For a large class of covariance matrices, a linear dependency criterion is identified, which allows the best linear unbiased estimator…

Methodology · Statistics 2022-03-15 Subhadra Dasgupta , Siuli Mukhopadhyay , Jonathan Keith

To avoid multicollinearity in regression analysis, Ye and Zhou(2013) proposed $K-$optimality criterion. By far the most popular models for modeling the response of a mixture experiment are the Scheff\'{e} models. However, there have been no…

Statistics Theory · Mathematics 2022-10-17 Hao-sheng Jiang , Jia-li Chen , Chong-qi Zhang
‹ Prev 1 2 3 10 Next ›