Robust T-optimal discriminating designs

DOI10.1214/13-AOS1117zbMATH Open1277.62188arXiv1309.4652MaRDI QIDQ385757FDOQ385757

Authors: Holger Dette, Viatcheslav B. Melas, Piter Shpilev 

Publication date: 11 December 2013

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

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1309.4652

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zbMATH Keywords

Chebyshev polynomialsoptimal designsmodel discriminationlinear optimality criteriarobust designs

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Robust parameter designs (62K25)

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Cited In (12)

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