Adaptive sequential design for regression on multi-resolution bases |
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Authors: | Serge?Cohen Sébastien?Déjean Email author" target="_blank">Sébastien?GadatEmail author |
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Institution: | 1.Institut de Mathématiques de Toulouse,Université Paul Sabatier,Toulouse Cedex 9,France |
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Abstract: | This work investigates the problem of construction of designs for estimation and discrimination between competing linear models.
In our framework, the unknown signal is observed with the addition of a noise and only a few evaluations of the noisy signal
are available. The model selection is performed in a multi-resolution setting. In this setting, the locations of discrete
sequential D and A designs are precisely constraint in a small number of explicit points. Hence, an efficient stochastic algorithm can be constructed
that alternately improves the design and the model. Several numerical experiments illustrate the efficiency of our method
for regression. One can also use this algorithm as a preliminary step to build response surfaces for sensitivity analysis. |
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