Articles liés à Optimal Design of Experiments

Optimal Design of Experiments - Couverture rigide

Pukelsheim, F.

 
9780471619710: Optimal Design of Experiments

Synopsis

This volume provides a complete treatment of the optimality theory of experimental designs in linear models, covering a large range of design problems that originate in statistics. The author discusses the formulation of the design problem and applies results to real situations.

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Présentation de l'éditeur

Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem is solved generally for a wide class of optimality criteria such as D-, A-, or E-optimality. The book then offers a complementary approach that calls for the study of the symmetry properties of the design problem, exploiting such notions as matrix majorization and the Kiefer matrix ordering. The results are illustrated with optimal designs for polynomial fit models, Bayes designs, balanced incomplete block designs, exchangeable designs on the cube, rotatable designs on the sphere, and many other examples.

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