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On exact optimal sampling designs for processes with a product covariance structure

Date: 
Tuesday 19th July 2011 - 15:30 to 16:15
Venue: 
INI Seminar Room 1
Abstract: 
Assume a random process with a parametrized mean value and a Wiener covariance structure. For this model, we will exhibit three classes of mean value functions for which it is possible to find an explicit form of the exact optimal sampling design. We will also show that the optimum design problems with a product covariance structure can be transformed one into another. This gives us insight into relations of seemingly different optimal designs problems.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons