Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets
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Publication:2344875
Abstract: Measurement on sets with a specific geometric shape can be of interest for many important applications (e.g. measurement along the isotherms in structural engineering). In the present paper the properties of optimal designs for estimating the parameters of shifted Ornstein-Uhlenbeck sheets, that is Gaussian two-variable random fields with exponential correlation structures, are investigated when the processes are observed on monotonic sets. Substantial differences are demonstrated between the cases when one is interested only in trend parameters and when the whole parameter set is of interest. The theoretical results are illustrated by computer experiments and simulated examples from the field of structure engineering. From the design point of view the most interesting finding of the paper is the loss of efficiency of the regular grid design compared to the optimal monotonic design.
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Cited in
(8)- D-optimal designs for complex Ornstein-Uhlenbeck processes
- Exact Bayesian designs for count time series
- Optimal designs for some bivariate cokriging models
- K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets
- Optimal design for parameter estimation of the Ornstein-Uhlenbeck process
- On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets
- Fredholm integral relation between compound estimation and prediction (FIRCEP)
- G-optimal grid designs for kriging models
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