3,187 research outputs found
Bayesian T-optimal discriminating designs
The problem of constructing Bayesian optimal discriminating designs for a
class of regression models with respect to the T-optimality criterion
introduced by Atkinson and Fedorov (1975a) is considered. It is demonstrated
that the discretization of the integral with respect to the prior distribution
leads to locally T-optimal discrimination designs can only deal with a few
comparisons, but the discretization of the Bayesian prior easily yields to
discrimination design problems for more than 100 competing models. A new
efficient method is developed to deal with problems of this type. It combines
some features of the classical exchange type algorithm with the gradient
methods. Convergence is proved and it is demonstrated that the new method can
find Bayesian optimal discriminating designs in situations where all currently
available procedures fail.Comment: 25 pages, 3 figure
Robust T-optimal discriminating designs
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]. T-optimal designs depend on unknown model parameters and it is
demonstrated that these designs are sensitive with respect to misspecification.
As a solution to this problem we propose a Bayesian and standardized maximin
approach to construct robust and efficient discriminating designs on the basis
of the T-optimality criterion. It is shown that the corresponding Bayesian and
standardized maximin optimality criteria are closely related to linear
optimality criteria. For the problem of discriminating between two polynomial
regression models which differ in the degree by two the robust T-optimal
discriminating designs can be found explicitly. The results are illustrated in
several examples.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1117 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
KL-optimum designs: theoretical properties and practical computation
In this paper some new properties and computational tools for finding
KL-optimum designs are provided. KL-optimality is a general criterion useful to
select the best experimental conditions to discriminate between statistical
models. A KL-optimum design is obtained from a minimax optimization problem,
which is defined on a infinite-dimensional space. In particular, continuity of
the KL-optimality criterion is proved under mild conditions; as a consequence,
the first-order algorithm converges to the set of KL-optimum designs for a
large class of models. It is also shown that KL-optimum designs are invariant
to any scale-position transformation. Some examples are given and discussed,
together with some practical implications for numerical computation purposes.Comment: The final publication is available at Springer via
http://dx.doi.org/10.1007/s11222-014-9515-
-optimal designs for discrimination between two polynomial models
This paper is devoted to the explicit construction of optimal designs for
discrimination between two polynomial regression models of degree and
. In a fundamental paper, Atkinson and Fedorov [Biometrika 62 (1975a)
57--70] proposed the -optimality criterion for this purpose. Recently,
Atkinson [MODA 9, Advances in Model-Oriented Design and Analysis (2010) 9--16]
determined -optimal designs for polynomials up to degree 6 numerically and
based on these results he conjectured that the support points of the optimal
design are cosines of the angles that divide half of the circle into equal
parts if the coefficient of in the polynomial of larger degree
vanishes. In the present paper we give a strong justification of the conjecture
and determine all -optimal designs explicitly for any degree
. In particular, we show that there exists a one-dimensional
class of -optimal designs. Moreover, we also present a generalization to the
case when the ratio between the coefficients of and is smaller
than a certain critical value. Because of the complexity of the optimization
problem, -optimal designs have only been determined numerically so far, and
this paper provides the first explicit solution of the -optimal design
problem since its introduction by Atkinson and Fedorov [Biometrika 62 (1975a)
57--70]. Finally, for the remaining cases (where the ratio of coefficients is
larger than the critical value), we propose a numerical procedure to calculate
the -optimal designs. The results are also illustrated in an example.Comment: Published in at http://dx.doi.org/10.1214/11-AOS956 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
-optimal discriminating designs for Fourier regression models
In this paper we consider the problem of constructing -optimal
discriminating designs for Fourier regression models. We provide explicit
solutions of the optimal design problem for discriminating between two Fourier
regression models, which differ by at most three trigonometric functions. In
general, the -optimal discriminating design depends in a complicated way on
the parameters of the larger model, and for special configurations of the
parameters -optimal discriminating designs can be found analytically.
Moreover, we also study this dependence in the remaining cases by calculating
the optimal designs numerically. In particular, it is demonstrated that -
and -optimal designs have rather low efficiencies with respect to the
-optimality criterion.Comment: Keywords and Phrases: T-optimal design; model discrimination; linear
optimality criteria; Chebyshev polynomial, trigonometric models AMS subject
classification: 62K0
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