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On exact optimal sampling designs for processes with a product covariance structure

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If you have a question about this talk, please contact Mustapha Amrani .

Design and Analysis of Experiments

Assume a random process with a parametrized mean value and a Wiener covariance structure. For this model, we will exhibit three classes of mean value functions for which it is possible to find an explicit form of the exact optimal sampling design. We will also show that the optimum design problems with a product covariance structure can be transformed one into another. This gives us insight into relations of seemingly different optimal designs problems.

This talk is part of the Isaac Newton Institute Seminar Series series.

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