Bayesian optimal designs for linear regression models

DOI10.1214/AOS/1176348392MaRDI QIDQ1184231zbMATH OpenOpenAlexFDO

Authors Sadi M. El-Krunz, William J. Studden

Publication date 28 June 1992

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176348392

zbMATH Keywords

\(c\)-optimalityBayesian version of Elfving's theoremoptimal one-point designs

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Review text

Given a linear regression model \(y=f'(x)\theta+\varepsilon\) and a suitable vector \(c\) (or, more general, a suitable matrix \(A\)), the design problem for estimating \(c'\theta\) (or \(A'\theta\)) is considered, leading to \(c\) (or \(\psi\))-optimality criterion. Furthermore, prior information on \(\theta\) is given, condensed in a mean value \(\mu\) and a precision matrix \(R\). Using geometrical arguments and duality theory, the authors prove a Bayesian version of Elfving's theorem for both criteria. Special attention, however, is given to \(c\)-optimality, especially to optimal one-point designs and to conditions, under which classical \(c\)-optimal designs are Bayesian \(c\)-optimal. Main references are: besides [\textit{G. Elfving}, Ann. Math. Stat. 23, 255--262 (1952; Zbl 0047.13403)], [\textit{J. Pilz}, Bayesian estimation and experimental design in linear regression models. Leipzig: Teubner (1983; Zbl 0533.62007)], and [\textit{K. Chaloner}, Ann. Stat. 12, 283--300 (1984; Zbl 0554.62063)].

Recommendations

• Optimal Bayesian experimental design for linear models
• Bayesian D-Optimal and Model Robust Designs in Linear Regression Models
• Bayes linear analysis for Bayesian optimal experimental design
• Maximin and Bayesian optimal designs for regression models
• scientific article; zbMATH DE number 3846636
• scientific article; zbMATH DE number 3958482
• Bayesian and maximin optimal designs for heteroscedastic regression models

Cited in

(16)

• A new interpretation of optimality for \(E\)-optimal designs in linear regression models
• A note on optimal Bayesian design for nonlinear problems
• Bayesian optimal designs for multi-factor nonlinear models
• scientific article; zbMATH DE number 3843014 (Why is no real title available?)
• scientific article; zbMATH DE number 3846636 (Why is no real title available?)
• scientific article; zbMATH DE number 3945144 (Why is no real title available?)
• An extension of bayesian measure of information to regression
• scientific article; zbMATH DE number 49699 (Why is no real title available?)
• scientific article; zbMATH DE number 524350 (Why is no real title available?)
• Kullback-leibler information approach to the optimum measurement point for bayesian estimation
• Optimal designs which are efficient for lack of fit tests
• Optimal designs for Gaussian process models via spectral decomposition
• Bayesian D-Optimal and Model Robust Designs in Linear Regression Models
• Bayesian and maximin optimal designs for heteroscedastic regression models
• A Review of Modern Computational Algorithms for Bayesian Optimal Design
• Optimal Bayesian experimental design for linear models

This page was built for publication: Bayesian optimal designs for linear regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1184231)