Geometric approaches to design of experiment |
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| Authors: | D.M. Titterington |
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| Affiliation: | Department of Statistics , The University , Glasgow , Scotland |
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| Abstract: | Lagrangian duality theory is used to relate problems of D-optimal design of experiments to covering problems involving ellipsoids and ellipsoidal cylinders. The possibility of generalisation of the results to other optimality criteria is discussed. The covering ellipsoids find application in some robust estimation activities and there are links with the operational research problems of optimal location of facilities. The possibility of exact computation of the covering ellipsoids is investigated. |
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| Keywords: | Optimal design D-optimality Lagrangian duality covering problems ellipsoids cylinders trimming robust estimation optimal location of facilities |
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