Parameter neutral optimum design for non-linear models

被引：9

作者：

Firth, D ^{[1
]}

Hinde, JP ^{[1
]}

机构：

[1] UNIV EXETER,EXETER EX4 4QJ,DEVON,ENGLAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL | 1997年 / 59卷 / 04期

关键词：

Bayesian design; D-optimality; equivalence theorem; G-optimality; invariance; Jeffreys prior; logistic regression; non-linear model;

D O I：

10.1111/1467-9868.00097

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Some Bayesian approaches to D-optimum design of experiments are considered from the viewpoint of invariance under reparameterization of the underlying statistical model. An invariant criterion is proposed which does not require the detailed specification of a prior, and which is shown to be equivalent to G-optimality under a Jeffreys prior. The methods are applied and discussed in the contexts of exponential decay and quantal response models.

引用

页码：799 / 811

页数：13

共 50 条

[1] MODEL SELECTION AND PARAMETER ESTIMATION IN NON-LINEAR NESTED MODELS: A SEQUENTIAL GENERALIZED DKL-OPTIMUM DESIGN
May, Caterina
Tommasi, Chiara
[J]. STATISTICA SINICA, 2014, 24 (01) : 63 - 82
[2] On Parameter Identifiability in Non-Linear Biophysical Models
Hines, Keegan
Middendorf, Thomas
Aldrich, Richard
[J]. BIOPHYSICAL JOURNAL, 2013, 104 (02) : 405A - 405A
[3] On Bayesian D-optimum design criteria and the equivalence theorem in non-linear models
Firth, D
Hinde, JP
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1997, 59 (04): : 793 - 797
[4] Non-linear and linear models in design of retaining walls
Grammatikopoulou, Angeliki
St John, Hugh D.
Potts, David M.
[J]. PROCEEDINGS OF THE INSTITUTION OF CIVIL ENGINEERS-GEOTECHNICAL ENGINEERING, 2008, 161 (06) : 311 - 323
[5] Non-linear and linear models in design of retaining walls
Fullalove, S. K.
[J]. PROCEEDINGS OF THE INSTITUTION OF CIVIL ENGINEERS-ENGINEERING AND COMPUTATIONAL MECHANICS, 2009, 162 (01) : 46 - 47
[6] An Adaptive Sequential Design for Model Discrimination and Parameter Estimation in Non-Linear Nested Models
Tommasi, C.
May, C.
[J]. NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, 2010, 1281 : 1917 - +
[7] On non-linear sensitivity of marine biological models to parameter variations
Chu, Peter C.
Ivanou, Leonid M.
Maryolina, Tetyana M.
[J]. ECOLOGICAL MODELLING, 2007, 206 (3-4) : 369 - 382
[8] PARAMETER-IDENTIFICATION IN NON-LINEAR MODELS OF SOCIOECONOMIC SYSTEMS
SHARP, JA
STEWART, CJ
[J]. IEEE TRANSACTIONS ON SYSTEMS MAN AND CYBERNETICS, 1980, 10 (10): : 652 - 655
[9] Inversion of non-linear stochastic models for the purpose of parameter estimation
Markusson, O
Hjalmarsson, H
[J]. INTERNATIONAL JOURNAL OF CONTROL, 2001, 74 (18) : 1783 - 1795
[10] Experimental designs for precise parameter estimation for non-linear models
Xiao, Z
Vien, A
[J]. MINERALS ENGINEERING, 2004, 17 (03) : 431 - 436

← 1 2 3 4 5 →