A0590
Title: A convex approach to optimum design of experiments with correlated observations
Authors: Andrej Pazman - Comenius University Bratislava (Slovakia)
Markus Hainy - Johannes Kepler University (Austria)
Werner Mueller - Johannes Kepler University Linz (Austria) [presenting]
Abstract: The optimal design of experiments for correlated processes is an increasingly relevant and active research topic. Present methods have restricted possibilities to judge their quality. To fill this gap, the virtual noise approach is complemented with a convex formulation leading to an equivalence theorem comparable to the uncorrelated case and to an algorithm giving an upper performance bound against which alternative design methods can be judged. Moreover, a method for generating exact designs follows naturally. Estimation problems are exclusively considered on a finite design space with a fixed number of elements. A comparison of some classical examples from the literature as well as a real application is provided.
