• Title/Summary/Keyword: D-Optimality

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Characteristics of Iλ-optimality Criterion compared to the D- and Heteroscedastic G-optimality with respect to Simple Linear and Quadratic Regression (단순선형회귀와 이차형식회귀모형을 중심으로 D-와 이분산 G-최적에 비교한 Iλ-최적실험기준의 특성연구)

  • Kim, Yeong-Il
    • Journal of Korean Society for Quality Management
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    • v.21 no.2
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    • pp.140-155
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    • 1993
  • The characteristics of $I_{\lambda}$-optimality, one of the linear criteria suggested by Fedorov (1972) are investigated with respect to the D-and heteroscedastic G-optimality in case of non-constant variance function. Though having limited results obtained from simple models, we may conclude that $I_{\lambda}$-optimality is sometimes preferred to the heteroscedastic G-optimality suggested newly bv Wong and Cook (1992) in the sense that the experimenter's belief in weighting function exists in $I_{\lambda}$-optimality criterion, not to mention its computational simplicity.

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Study on the Optimality of 2-level Resolution V Minimal Fractional Factorial Designs (2-수준계 Resolution V 최소 부분실험법의 최적성에 관한 연구)

  • Kim Sang Ik
    • Journal of Korean Society for Quality Management
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    • v.32 no.3
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    • pp.234-243
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    • 2004
  • In this paper, we study the optimality of 2-level resolution V minimal fractional factorial designs which can be constructed by using a partially balanced array. Moreover the relative efficiencies of such designs are compared in the sense of three optimality criteria such as determinant(D)-optimality, trace(A)-optimality, and eigenvalue(E) -optimality criterion.

$I{\lambda}$-최적실험계획의 특성에 대한 추가적인 연구

  • 김영일
    • Communications for Statistical Applications and Methods
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    • v.2 no.1
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    • pp.55-63
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    • 1995
  • The characteristics of $I{\lambda}$-optimality are investigated with repsect to other experimental design's criteria, D-and G-optimality. The comparisons are based on D- and G-, and $I{\lambda}$-efficiencies using the Beta(p, q) distribution as a weighting function for $I{\lambda}$-optimality. Results indicate that serious consideration should be given to the $I{\lambda}$-optimality criterion especially when the error variance function is not homogeneous.

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Augmented D-Optimal Design for Effective Response Surface Modeling and Optimization

  • Kim, Min-Soo;Hong, Kyung-Jin;Park, Dong-Hoon
    • Journal of Mechanical Science and Technology
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    • v.16 no.2
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    • pp.203-210
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    • 2002
  • For effective response surface modeling during sequential approximate optimization (SAO), the normalized and the augmented D-optimality criteria are presented. The normalized D-optimality criterion uses the normalized Fisher information matrix by its diagonal terms in order to obtain a balance among the linear-order and higher-order terms. Then, it is augmented to directly include other experimental designs or the pre-sampled designs. This augmentation enables the trust region managed sequential approximate optimization to directly use the pre-sampled designs in the overlapped trust regions in constructing the new response surface models. In order to show the effectiveness of the normalized and the augmented D-optimality criteria, following two comparisons are performed. First, the information surface of the normalized D-optimal design is compared with those of the original D-optimal design. Second, a trust-region managed sequential approximate optimizer having three D-optimal designs is developed and three design problems are solved. These comparisons show that the normalized D-optimal design gives more rotatable designs than the original D-optimal design, and the augmented D-optimal design can reduce the number of analyses by 30% - 40% than the original D-optimal design.

Design of Step-Stress Accelerated Degradation Test based on the Wiener Process and D-Optimality Condition (Wiener Process 및 D-Optimality 조건 하에서 계단형 가속열화시험 설계)

  • Kim, Heongil;Park, Jaehun;Sung, Si-Il
    • Journal of Applied Reliability
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    • v.17 no.2
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    • pp.129-135
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    • 2017
  • Purpose: This article provides step-stress accelerated degradation test (ADT) plans based on the Wiener process. Method: Step-stress levels and the stress change times are determined based on the D-optimality criteria to develop test plans. Further, a simple grid search method is provided for obtaining the optimal test plan. Results: Based on the solution procedure, ADT plans which include the stress levels and change times are developed for conducting the reliability test. Conclusion: Optimal step-stress ADT plans are provided for the case where the number of measurements is small.

A Study on the Influence of a Missing Cell in a Class of Central Composite Designs

  • Park, Sung-Hyun;Noh, Hyun-Gon
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.133-152
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    • 1998
  • The central composite design is widely used in the response surface analysis, because it can fit the second order model with small experimental points. In practice, the experimental data are not always obtained on all the points. When there are missing observations, many problems due to the missing cells can occur. In this paper, the influence of a missing cell on the central composite design is discussed. First, the influences of a missing cell on the variances of estimated regression coefficents are compared as $\alpha$ varies. Second, how the average predition variance is affected by a missing sell is discussed. And the influence on rotatability is investigated. Third, the influence of a missing cell on optimality, especially on D-optimality and A-optimality, is examined.

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Optimality in Designs of Experiment

  • Choi Kuey-Chung
    • Proceedings of the Korean Reliability Society Conference
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    • 2005.06a
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    • pp.109-113
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    • 2005
  • Optimality for block designs have received much attention in the literature. Here we review these criteria and present results showing their A,D and E connection. Also we acquainted with the mathematical methods of designing optimal experiments. In this paper, we will to do work about optimality in experimental designs.

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The Maximin Robust Design for the Uncertainty of Parameters of Michaelis-Menten Model (Michaelis-Menten 모형의 모수의 불확실성에 대한 Maximin 타입의 강건 실험)

  • Kim, Youngil;Jang, Dae-Heung;Yi, Seongbaek
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1269-1278
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    • 2014
  • Despite the D-optimality criterion becomes very popular in designing an experiment for nonlinear models because of theoretical foundations it provides, it is very critical that the criterion depends on the unknown parameters of the nonlinear model. But some nonlinear models turned out to be partially nonlinear in sense that the optimal design depends on the subset of parameters only. It was a strong belief that the maximin approach to find a robust design to protect against the uncertainty of parameters is not guaranteed to be successful in nonlinear models. But the maximin approach could be a success for the partial nonlinear model, because often the optimal design depends on only one unknown value of parameter, easier to handle than the full parameters. We deal with maximin approach for Michaelis-Menten model with respect to D- and $D_s$-optimality.

Applications of Diverse Data Combinations in Subsurface Characterization using D-optimality Based Pilot Point Methods (DBM)

  • Jung, Yong;Mahinthakumar, G.
    • Journal of Soil and Groundwater Environment
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    • v.18 no.2
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    • pp.45-53
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    • 2013
  • Many cases of strategically designed groundwater remediation have lack of information of hydraulic conductivity or permeability, which can render remediation methods inefficient. Many studies have been carried out to minimize this shortcoming by determining detailed hydraulic information either through direct or indirect measurements. One popular method for hydraulic characterization is the pilot point method (PPM), where the hydraulic property is estimated at a small number of strategically selected points using secondary measurements such as hydraulic head or tracer concentration. This paper adopted a D-optimality based pilot point method (DBM) developed previously for hydraulic head measurements and extended it to include both hydraulic head and tracer measurements. Based on different combinations of trials, our analysis showed that DBM performs well when hydraulic head is used for pilot point selection and both hydraulic head and tracer measurements are used for determining the conductivity values.

Robust Designs of the Second Order Response Surface Model in a Mixture (2차 혼합물 반응표면 모형에서의 강건한 실험 설계)

  • Lim, Yong-Bin
    • The Korean Journal of Applied Statistics
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    • v.20 no.2
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    • pp.267-280
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    • 2007
  • Various single-valued design optimality criteria such as D-, G-, and V-optimality are used often in constructing optimal experimental designs for mixture experiments in a constrained region R where lower and upper bound constraints are imposed on the ingredients proportions. Even though they are optimal in the strict sense of particular optimality criterion used, it is known that their performance is unsatisfactory with respect to the prediction capability over a constrained region. (Vining et at., 1993; Khuri et at., 1999) We assume the quadratic polynomial model as the mixture response surface model and are interested in finding efficient designs in the constrained design space for a mixture. In this paper, we make an expanded list of candidate design points by adding interior points to the extreme vertices, edge midpoints, constrained face centroids and the overall centroid. Then, we want to propose a robust design with respect to D-optimality, G-optimality, V-optimality and distance-based U-optimality. Comparing scaled prediction variance quantile plots (SPVQP) of robust designs with that of recommended designs in Khuri et al. (1999) and Vining et al. (1993) in the well-known examples of a four-component fertilizer experiment as well as McLean and Anderson's Railroad Flare Experiment, robust designs turned out to be superior to those recommended designs.