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William D. Heavlin

Google Inc.



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586 – Recent Developments in Designs of Experiments and Responses Surface Models

Optimal Designs for Gamut Models

Sponsor: Section on Physical and Engineering Sciences
Keywords: gamuts, I-optimality, lowess, optimal design, varying-coefficient models

William D. Heavlin

Google Inc.

Experiments exploring directions of steepest ascent (DSAs) are isomorphic to one-factor-at-a-time (1AAT) experiments—they try runs along the DSA at varying distances, typically with intermediate factor levels (IFLs). A natural extension of the 1AAT DSA approach likewise encourages IFLs, incorporates the DSA, and includes also the factor x DSA interactions. When combined with locally weighted scatterplot smoothing (“lowess�), this defines a class of varying-coefficient models called gamut models. Our main optimal design criterion is average (“integrated�) mean square prediction error (I-optimality), which is relatively friendly to IFLs. We adapt this criterion to the lowess-based varying-coefficient gamut models and assess the resulting designs.

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