Bayesian D-Optimal Design of Experiments with Quantitative and Qualitative Responses

Lulu Kang, Xinwei Deng, R. Jin
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引用次数: 1

Abstract

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are unsuitable here because they often focus on one type of response. In this paper, we develop a Bayesian D-optimal design method for experiments with one continuous and one binary response. Both noninformative and conjugate informative prior distributions on the unknown parameters are considered. The proposed design criterion has meaningful interpretations regarding the D-optimality for the models for both types of responses. An efficient point-exchange search algorithm is developed to construct the local D-optimal designs for given parameter values. Global D-optimal designs are obtained by accumulating the frequencies of the design points in local D-optimal designs, where the parameters are sampled from the prior distributions. The performances of the proposed methods are evaluated through two examples.
定量和定性反应实验的贝叶斯d -最优设计
具有定量和定性响应的系统在许多应用中都广泛遇到。在对这类系统进行实验研究时,需要设计实验方法。经典的实验设计方法在这里并不适用,因为它们通常只关注一种类型的反应。本文提出了一种具有一个连续响应和一个二元响应的实验贝叶斯d -最优设计方法。考虑了未知参数上的非信息先验分布和共轭信息先验分布。所提出的设计准则对于两种响应类型的模型的d -最优性有意义的解释。提出了一种有效的点交换搜索算法来构造给定参数值的局部d -最优设计。全局d -最优设计通过累积局部d -最优设计中设计点的频率得到,其中参数从先验分布中采样。通过两个算例对所提方法的性能进行了评价。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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