Estimation of the optimal design of a nonlinear parametric regression problem via Monte Carlo experiments
AbstractA Monte Carlo method for estimation of the optimal design of a nonlinear parametric regression problem is presented. The basic idea is to use Monte Carlo to produce values of the error of a parametric regression estimate for randomly chosen designs and randomly chosen parameters; then, using this data, nonparametric regression is used to estimate the design for which the maximal expected error with respect to all possible parameter values is minimal. A theoretical result concerning the consistency of the optimal design estimate is presented, and the method is used to find an optimal design for an experimental fatigue test.
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Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 59 (2013)
Issue (Month): C ()
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Web page: http://www.elsevier.com/locate/csda
Optimal design; Monte Carlo; Nonparametric regression; Consistency;
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