1,104 research outputs found

    Saturated locally optimal designs under differentiable optimality criteria

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    We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 40 (2012) 1665-1681] and Dette and Schorning [Ann. Statist. 41 (2013) 1260-1267] gave complete class results for optimal designs under such models. Based on their results, saturated optimal designs exist; however, how to find such designs has not been addressed. We develop tools to find saturated optimal designs, and also prove their uniqueness under mild conditions.Comment: Published in at http://dx.doi.org/10.1214/14-AOS1263 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Numerical investigation of fluid-structure interaction near the sea-bed

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    Ph.DDOCTOR OF PHILOSOPH

    A model-based reinforcement learning framework for optimal liquidation of foreign currencies

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