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Constructing and Assessing Exact G-Optimal Designs

Presented by: 
D Montgomery [Arizona State]
Date: 
Tuesday 30th August 2011 - 14:00 to 14:30
Venue: 
INI Seminar Room 1
Session Title: 
Advances in Industry and Technology
Session Chair: 
Jeff Wu
Abstract: 
Methods for constructing G-optimal designs are reviewed. A new and very efficient algorithm for generating near G-optimal designs is introduced, and employed to construct designs for second-order models over cuboidal regions. The algorithm involves the use of Brent’s minimization algorithm with coordinate exchange to create designs for 2 to 5 factors. Designs created using this new method either match or exceed the G-efficiency of previously reported designs. A new graphical tool, the variance ratio fraction of design space (VRFDS) plot, is used for comparison of the prediction variance for competing designs over a given region of interest. Using the VRFDS plot to compare G-optimal designs to I-optimal designs shows that the G-optimal designs have higher prediction variance over the vast majority of the design region. This suggests that, for many response surface studies, I-optimal designs may be superior to G-optimal designs.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons