Optimal designs for statistical analysis with Zernike polynomials

The Zernike polynomials arise in several applications such as optical metrology or image analysis on a circular domain. In the present paper, we determine optimal designs for regression models which are represented by expansions in terms of Zernike polynomials. We consider two estimation methods for the coefficients in these models and determine the corresponding optimal designs. The first one is the classical least squares method and Φ _p -optimal designs in the sense of Kiefer [Kiefer, J., 1974, General equivalence theory for optimum designs (approximate theory). Annals of Statistics, 2 849–879.] are derived, which minimize an appropriate functional of the covariance matrix of the least squares estimator. It is demonstrated that optimal designs with respect to Kiefer's Φ _p -criteria (p>?∞) are essentially unique and concentrate observations on certain circles in the experimental domain. E-optimal designs have the same structure but it is shown in several examples that these optimal designs are not necessarily uniquely determined. The second method is based on the direct estimation of the Fourier coefficients in the expansion of the expected response in terms of Zernike polynomials and optimal designs minimizing the trace of the covariance matrix of the corresponding estimator are determined. The designs are also compared with the uniform designs on a grid, which is commonly used in this context.     

E-optimal designs for regression models with quantitative factors— a reasonable choice?

For regression models with quantitative factors it is illustrated that the E-optimal design can be extremely inefficient in the sense that it degenerates to a design which takes all observations at only one point. This phenomenon is caused by the different size of the elements in the covariance matrix of the least-squares estimator for the unknown parameters. For these reasons we propose to replace the E-criterion by a corresponding standardized version. The advantage of this approach is demonstrated for the polynomial regression on a nonnegative interval, where the classical and standardized E-optimal designs can be found explicitly. The described phenomena are not restricted to the E-criterion but appear for nearly all optimality criteria proposed in the literature. Therefore standardization is recommended for optimal experimental design in regression models with quantitative factors. The optimal designs with respect to the new standardized criteria satisfy a similar invariance property as the famous D-optimal designs, which allows an easy calculation of standardized optimal designs on many linearly transformed design spaces.     

Optimal design in average for inference in generalized linear models

This paper considers the problem of optimal design for inference in Generalized Linear Models, when prior information about the parameters is available. The general theory of optimum design usually requires knowledge of the parameter values. These are usually unknown and optimal design can, therefore, not be used in practice. However, one way to circumvent this problem is through so-called “optimal design in average”, or shortly, “ave optimal”. The ave optimal design is chosen to minimize the expected value of some criterion function over a prior distribution. We focus our interest on the aveD _A-optimality, including aveD- and avec-optimality and show the appropriate equivalence theorems for these optimality criterions, which give necessary conditions for an optimal design. Ave optimal designs are of interest when e.g. a factorial experiment with a binary or a Poisson response in to be conducted. The results are applied to factorial experiments, including a control group experiment and a 2×2 experiment.     

AN ALGORITHM FOR THE CONSTRUCTION OF OPTIMAL OR NEAR-OPTIMAL CHANGE-OVER DESIGNS

This paper presents an algorithm for the construction of optimal or near optimal change-over designs for arbitrary numbers of treatments, periods and units. Previous research on optimality has been either theoretical or has resulted in limited tabulations of small optimal designs. The algorithm consists of a number of steps:first find an optimal direct treatment effects design, ignoring residual effects, and then optimise this class of designs with respect to residual effects. Poor designs are avoided by judicious application of the (M, S)-optimality criterion, and modifications of it, to appropriate matrices. The performance of the algorithm is illustrated by examples.     

On constructing general minimum lower order confounding two-level block designs

In practice, to reduce systematic variation and increase precision of effect estimation, a practical design strategy is then to partition the experimental units into homogeneous groups, known as blocks. It is an important issue to study the optimal way on blocking the experimental units. Blocked general minimum lower order confounding (B¹-GMC) is a new criterion for selecting optimal block designs. The paper considers the construction of optimal two-level block designs with respect to the B¹-GMC criterion. By utilizing doubling theory and MaxC2 design, some optimal block designs with respect to the B¹-GMC criterion are obtained.     

Locally optimal designs for binary dose‐response models

In this article, we consider the problem of seeking locally optimal designs for nonlinear dose‐response models with binary outcomes. Applying the theory of Tchebycheff Systems and other algebraic tools, we show that the locally D‐, A‐, and c‐optimal designs for three binary dose‐response models are minimally supported in finite, closed design intervals. The methods to obtain such designs are presented along with examples. The efficiencies of these designs are also discussed. The Canadian Journal of Statistics 46: 336–354; 2018 © 2018 Statistical Society of Canada     

Optimal blocked main effects plans

In this paper, we consider the construction of optimal blocked main effects designs where m two-level factors are to be studied in N runs which are partitioned into b blocks of equal size. For N ≡ 2±od4 sufficient conditions are derived for a design to be Φ _f optimal among all designs having main effects occurring equally often at their high and low levels within blocks and then this result is extended to the class of all designs for the case when the block size is two. Methods of constructing designs satisfying the sufficient conditions derived are also given.     

A-optimal design measures for one-way layouts with additive regression

For linear models with one discrete factor and additive general regression term the problem of characterizing A-optimal design measures for inference on (i) treatment effects, (ii) the regression parameters and (iii) all parameters will be considered. In any of these problems product designs can be found which are optimal among all designs, and equal weigth 1/J may be given to each of the J levels of the discrete factor. For problem (i) and (ii) the allocation of the continuous factors for the regression term should follow a suitable optimal design for the corresponding pure regression model, whereas for problem (iii) this would not give an A-optimal product design. For this problem an equivalence theorem for A-optimal product designs will be given. An example will illustrate these results. Finally, by analyzing a model with two discrete factors it will be shown that for enlarged models the best product designs may not be A-optimal.     

Rational Regression Models with Continuous Chebyshev Design

In rational regression models, the G-optimal designs are very difficult to derive in general. Even when an G-optimal design can be found, it has, from the point of view of modern nonparametric regression, certain drawbacks because the optimal design crucially depends on the model. Hence, it can be used only when the model is given in advance. This leads to the problem of finding designs which would be nearly optimal for a broad class of rational regression models. In this article, we will show that the so-called continuous Chebyshev Design is a practical solution to this problem.     

A Lower Bound for the Wrap-around L2-discrepancy on Combined Designs of Mixed Two- and Three-level Factorials

The objective of this article is to study the issue of employing the uniformity criterion measured by wrap-around L₂-discrepancy to assess the optimal foldover plans. For mixed two- and three-level fractional factorials as the original designs, general foldover plan and combined design under a foldover plan are defined, and the equivalence between any foldover plan and its complementary foldover plan is investigated. A lower bound of wrap-around L₂-discrepancy of combined designs under a general foldover plan is obtained, which can be used as a benchmark for searching optimal foldover plans. Moreover, it also provides a theoretical justification for optimal foldover plans in terms of uniformity criterion.     

Binary designs are not always the best

We give an example of a nonbinary block design which is better than any binary design with respect to the E-optimality criterion. This shows that the class of binary designs is not essentially complete, at least with respect to E-optimality.     

CVX‐based algorithms for constructing various optimal regression designs

CVX‐based numerical algorithms are widely and freely available for solving convex optimization problems but their applications to solve optimal design problems are limited. Using the CVX programs in MATLAB, we demonstrate their utility and flexibility over traditional algorithms in statistics for finding different types of optimal approximate designs under a convex criterion for nonlinear models. They are generally fast and easy to implement for any model and any convex optimality criterion. We derive theoretical properties of the algorithms and use them to generate new A‐, c‐, D‐ and E‐optimal designs for various nonlinear models, including multi‐stage and multi‐objective optimal designs. We report properties of the optimal designs and provide sample CVX program codes for some of our examples that users can amend to find tailored optimal designs for their problems. The Canadian Journal of Statistics 47: 374–391; 2019 © 2019 Statistical Society of Canada     

A method for constructing supersaturated designs and its Es2 optimality

A lower bound for the Es² value of an arbitrary supersaturated design is derived. A general method for constructing supersaturated designs is proposed and shown to produce designs with n runs and m = k(n — 1) factors that achieve the lower bound for Es² and are thus optimal with respect to the Es² criterion. Within the class of designs given by the construction method, further discrimination can be made by minimizing the pairwise correlations and using the generalized D and A criteria proposed by Wu (1993). Efficient designs of 12, 16, 20 and 24 runs are constructed by following this approach.     

Optimal designs for the logit and probit models for binary data

We consider optimal designs for a class of symmetric models for binary data which includes the common probit and logit models. We show that for a large group of optimality criteria which includes the main ones in the literature (e.g. A-, D-, E-, F- and G-optimality) the optimal design for our class of models is a two-point design with support points symmetrically placed about the ED50 but with possibly unequal weighting. We demonstrate how one can further reduce the problem to a one-variable optimization by characterizing various of the common criteria. We also use the results to demonstrate major qualitative differences between the F - and c-optimal designs, two design criteria which have similar motivation.     

Slope-rotatable designs with equal maximum directional variance for second order response surface models

The concept of sloperotaiability with equal maximum directional vari ance for second order response surface models is introduced as a new design property. This requires that the maximum variance of the estimated slope over all possible directions be only a function of p, which is the distance from the design originif is shown that a rotatable design satisfies this property Also, minimization of tiie maximum variance of the estimated slope over all possible directions is proposed as a new design optirnality criterion, and op¬timal designs are called slope-directional minirnax designs. For the class of cquiradial designs, the slope-directional minirnax designs are compared with D— optimal designs.     

Resistant BTIB desings

Hedayat and John (1974) defined the concept of a resistant BIB design as one that remains variance-balanced upon loss of all the observations on a treatment. In this paper we consider the designs with supplemented balance (Pearce (1960)), or BTIB designs (Bechhofer and Tamhane (1981)). We investigate a subclass of these designs to determine which of these retain their ‘balance’ upon loss of all observations on a test treatment. We study the properties of such designs, give various methods of construction and examine their efficiencies with respect to the A-criterion.     

Optimal designs for non-competitive enzyme inhibition kinetic models

In this paper, we present a new method for determining optimal designs for enzyme inhibition kinetic models, which are used to model the influence of the concentration of a substrate and an inhibition on the velocity of a reaction. The approach uses a nonlinear transformation of the vector of predictors such that the model in the new coordinates is given by an incomplete response surface model. Although there exist no explicit solutions of the optimal design problem for incomplete response surface models so far, the corresponding design problem in the new coordinates is substantially more transparent, such that explicit or numerical solutions can be determined more easily. The designs for the original problem can finally be found by an inverse transformation of the optimal designs determined for the response surface model. We illustrate the method determining explicit solutions for the D-optimal design and for the optimal design problem for estimating the individual coefficients in a non-competitive enzyme inhibition kinetic model.     

Optimal designs for copula models

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula parameters can be enhanced by optimizing experimental conditions and how robust all the parameter estimates for the model are with respect to the type of copula employed. In this paper an equivalence theorem for (bivariate) copula models is provided that allows formulation of efficient design algorithms and quick checks of whether designs are optimal or at least efficient. Some examples illustrate that in practical situations considerable gains in design efficiency can be achieved. A natural comparison between different copula models with respect to design efficiency is provided as well.     

OPTIMAL DESIGNS FOR 2 k PAIRED COMPARISON EXPERIMENTS

In this paper we establish the form of the optimal paired comparison design when there are k attributes, each with two levels, for testing for main effects, for main effects and two factor interactions and for main effects and two and three factor interactions. In all cases we assume that all pairs with the same number of attributes different appear equally often. In this setting the D and A optimal designs for main effects are the foldover pairs and those for main effects and two factor interactions have pairs in which about half the attributes are different.     

Construction of Efficient Multi-Level k-Circulant Supersaturated Designs

This article proposes an algorithm to construct efficient balanced multi-level k-circulant supersaturated designs with m factors and n runs. The algorithm generates efficient balanced multi-level k-circulant supersaturated designs very fast. Using the proposed algorithm many balanced multi-level supersaturated designs are constructed and cataloged. A list of many optimal and near optimal, multi-level supersaturated designs is also provided for m ≤ 60 and number of levels (q) ≤10. The algorithm can be used to generate two-level k-circulant supersaturated designs also and some large optimal two-level supersaturated designs are presented. An upper bound to the number of factors in a balanced multi-level supersaturated design such that no two columns are fully aliased is also provided.