Information contained in design points of experiments with correlated observations

Title:

Information contained in design points of experiments with correlated observations

Creator:

Pázman, Andrej

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:60d0f0fb-33a2-4883-8a90-c3044a9169a3
uuid:60d0f0fb-33a2-4883-8a90-c3044a9169a3

Subject:

optimal sampling design, spatial statistics, random process, nonlinear regression, and information matrix

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

A random process (field) with given parametrized mean and covariance function is observed at a finite number of chosen design points . The information about its parameters is measured via the Fisher information matrix (for normally distributed observations) or using information functionals depending on that matrix. Conditions are stated, under which the contribution of one design point to this information is zero. Explicit expressions are obtained for the amount of information coming from a selected subset of a given design. Relations to some algorithms for optimum design of experiments in case of correlated observations are indicated.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[771]-783

Source:

Kybernetika | 2010 Volume:46 | Number:4

Harvested from:

CDK

Metadata only:

false