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SUMMARY:Designs for dependent observations - Zhigljavsky\, A (Cardiff Univ
 ersity)
DTSTART:20150710T131500Z
DTEND:20150710T140000Z
UID:TALK60109@talks.cam.ac.uk
CONTACT:42080
DESCRIPTION:We consider the problem of optimal experimental design for the
  regression models on an interval\, where the observations are correlated 
 and the errors come from either Markov or conditionally Markov process.  W
 e study transformations of these regression models and corresponding desig
 ns. We show\, in particular\, that in many cases we can assume that the un
 derlying  model of errors is the Brownian motion.  \n\nThis is a joint wor
 k with H. Dette and A. Pepelyshev.\n
LOCATION:Seminar Room 1\, Newton Institute
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