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Bridge Designs for Modeling Systems with Small Error Variance

Date: 
Tuesday 6th September 2011 - 16:00 to 16:30
Venue: 
INI Seminar Room 1
Session Title: 
Algorithms for Constructing Experimental Designs
Session Chair: 
S. Reese
Abstract: 
A necessary characteristic of designs for deterministic computer simulations is that they avoid replication. This characteristic is also necessary for one-dimensional projections of the design, since it may turn out that only one of the design factors has any non-negligible effect on the response. Latin Hypercube designs have uniform one-dimensional projections are not efficient for fitting low order polynomials when there is a small error variance. D-optimal designs are very efficient for polynomial fitting but have substantial replication in projections. We propose a new class of designs that bridge the gap between Latin Hypercube designs and D-optimal designs. These designs guarantee a minimum distance between points in any one-dimensional projection. Subject to this constraint they are D-optimal for any pre-specified model.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons