JSM 2005 - Toronto

Abstract #303326

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 219
Type: Topic Contributed
Date/Time: Tuesday, August 9, 2005 : 8:30 AM to 10:20 AM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #303326
Title: Efficient Control of Experiments: Models and Algorithms
Author(s): Anatoly Naumov*+
Companies: Novosibirsk State Technical University
Address: P Box 158, Novosibirsk 91, 630091, Russia
Keywords: Sequential experimenting ; Posterior information ; CI- approach ; Adaptive strategies of experimenting
Abstract:

In this paper, the results of researches of methods and algorithms of sequential control of experiments are given in view of the a posteriori information. The new correct settings of the tasks of construction of the effective strategies of experimenting are offered. In particular, the CI-approaches to effective control of experiments are formulated and researched in which the functional from magnitudes of confidence intervals of estimates of parameters and estimates of regression models is minimized. The approaches taking into account cost of experiments are considered. The algorithms of organization of computer experiments on the basis of a bootstrap method are considered. The outcomes of the comparative analysis of the new approaches of synthesis of the effective strategies and the classical approaches of construction of the optimal designs are given. The instability of classical algorithms of construction of the optimal designs is shown. The noninvariance of the classical optimal designs of experiments concerning conversions of the area of experimenting is investigated.


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Revised March 2005