Asymptotic Bayes Criteria for Nonparametric Response Surface Design
Mitchell, Toby ; Sacks, Jerome ; Ylvisaker, Donald
Ann. Statist., Tome 22 (1994) no. 1, p. 634-651 / Harvested from Project Euclid
This paper deals with Bayesian design for response surface prediction when the prior may be finite or infinite dimensional, the design space arbitrary. In order that the resulting problems be manageable, we resort to asymptotic versions of D-, G- and A-optimality. Here the asymptotics stem from allowing the error variance to be large. The problems thus elicited have strong game-like characteristics. Examples of theoretical solutions are brought forward, especially when the priors are stationary processes on an interval, and we give numerical evidence that the asymptotics work well in the finite domain.
Publié le : 1994-06-14
Classification:  Bayesian design,  asymptotics,  D-, G- and A-optimality,  stationary processes,  62K05,  62J02
@article{1176325488,
     author = {Mitchell, Toby and Sacks, Jerome and Ylvisaker, Donald},
     title = {Asymptotic Bayes Criteria for Nonparametric Response Surface Design},
     journal = {Ann. Statist.},
     volume = {22},
     number = {1},
     year = {1994},
     pages = { 634-651},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176325488}
}
Mitchell, Toby; Sacks, Jerome; Ylvisaker, Donald. Asymptotic Bayes Criteria for Nonparametric Response Surface Design. Ann. Statist., Tome 22 (1994) no. 1, pp.  634-651. http://gdmltest.u-ga.fr/item/1176325488/