D-optimal and highly D-efficient designs with non-negatively correlated observations
Kybernetika, Tome 52 (2016) no. 4, pp. 575-588 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

In this paper we consider D-optimal and highly D-efficient chemical balance weighing designs. The errors are assumed to be equally non-negatively correlated and to have equal variances. Some necessary and sufficient conditions under which a design is D*-optimal design (regular D-optimal design) are proved. It is also shown that in many cases D*-optimal design does not exist. In many of those cases the designs constructed by Masaro and Wong (2008) and some new designs are shown to be highly D-efficient. Theoretical results are accompanied by numerical search, suggesting D-optimality of designs under consideration.
In this paper we consider D-optimal and highly D-efficient chemical balance weighing designs. The errors are assumed to be equally non-negatively correlated and to have equal variances. Some necessary and sufficient conditions under which a design is D*-optimal design (regular D-optimal design) are proved. It is also shown that in many cases D*-optimal design does not exist. In many of those cases the designs constructed by Masaro and Wong (2008) and some new designs are shown to be highly D-efficient. Theoretical results are accompanied by numerical search, suggesting D-optimality of designs under consideration.
DOI : 10.14736/kyb-2016-4-0575
Classification : 15A18, 62K05
Keywords: correlation; D-efficiency; D-optimal chemical balance weighing design; Hadamard matrix; simulated annealing algorithm; tabu search
@article{10_14736_kyb_2016_4_0575,
     author = {Katulska, Krystyna and Smaga, {\L}ukasz},
     title = {D-optimal and highly {D-efficient} designs with non-negatively correlated observations},
     journal = {Kybernetika},
     pages = {575--588},
     year = {2016},
     volume = {52},
     number = {4},
     doi = {10.14736/kyb-2016-4-0575},
     mrnumber = {3565770},
     zbl = {06644311},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-4-0575/}
}
TY  - JOUR
AU  - Katulska, Krystyna
AU  - Smaga, Łukasz
TI  - D-optimal and highly D-efficient designs with non-negatively correlated observations
JO  - Kybernetika
PY  - 2016
SP  - 575
EP  - 588
VL  - 52
IS  - 4
UR  - http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-4-0575/
DO  - 10.14736/kyb-2016-4-0575
LA  - en
ID  - 10_14736_kyb_2016_4_0575
ER  - 
%0 Journal Article
%A Katulska, Krystyna
%A Smaga, Łukasz
%T D-optimal and highly D-efficient designs with non-negatively correlated observations
%J Kybernetika
%D 2016
%P 575-588
%V 52
%N 4
%U http://geodesic.mathdoc.fr/articles/10.14736/kyb-2016-4-0575/
%R 10.14736/kyb-2016-4-0575
%G en
%F 10_14736_kyb_2016_4_0575
Katulska, Krystyna; Smaga, Łukasz. D-optimal and highly D-efficient designs with non-negatively correlated observations. Kybernetika, Tome 52 (2016) no. 4, pp. 575-588. doi: 10.14736/kyb-2016-4-0575

[1] Angelis, L., Bora-Senta, E., Moyssiadis, C.: Optimal exact experimental designs with correlated errors through a simulated annealing algorithm. Comput. Statist. Data Anal. 37 (2001), 275-296. | DOI | MR | Zbl

[2] Banerjee, K. S.: Weighing Designs for Chemistry, Medicine, Economics, Operations Research, Statistics. Marcel Dekker Inc., New York 1975. | MR | Zbl

[3] Bora-Senta, E., Moyssiadis, C.: An algorithm for finding exact D- and A-optimal designs with $n$ observations and $k$ two-level factors in the presence of autocorrelated errors. J. Combinat. Math. Combinat. Comput. 30 (1999), 149-170. | MR | Zbl

[4] Bulutoglu, D. A., Ryan, K. J.: D-optimal and near D-optimal $2^k$ fractional factorial designs of resolution $V$. J. Statist. Plann. Inference 139 (2009), 16-22. | DOI | MR | Zbl

[5] Ceranka, B., Graczyk, M.: Optimal chemical balance weighing designs for $v+1$ objects. Kybernetika 39 (2003), 333-340. | MR | Zbl

[6] Ceranka, B., Graczyk, M.: Robustness optimal spring balance weighing designs for estimation total weight. Kybernetika 47 (2011), 902-908. | MR | Zbl

[7] Ceranka, B., Graczyk, M., Katulska, K.: A-optimal chemical balance weighing design with nonhomogeneity of variances of errors. Statist. Probab. Lett. 76 (2006), 653-665. | DOI | MR | Zbl

[8] Ceranka, B., Graczyk, M., Katulska, K.: On certain A-optimal chemical balance weighing design. Comput. Statist. Data Analysis 51 (2007), 5821-5827. | DOI | MR

[9] Cheng, C. S.: Optimal biased weighing designs and two-level main-effect plans. J. Statist. Theory Practice 8 (2014), 83-99. | DOI | MR

[10] Domijan, K.: tabuSearch: R based tabu search algorithm. R package version 1.1. \url{ http://CRAN.R-project.org/package=tabuSearch} (2012)

[11] Ehlich, H.: Determinantenabschätzungen für binäre Matrizen. Math. Zeitschrift 83 (1964), 123-132. | DOI | MR | Zbl

[12] Ehlich, H.: Determinantenabschätzungen für binäre Matrizen mit $n\equiv 3 \mathrm{mod} 4$. Math. Zeitschrift 84 (1964), 438-447. | DOI | MR

[13] Galil, Z., Kiefer, J.: D-optimum weighing designs. Ann. Statist. 8 (1980), 1293-1306. | DOI | MR | Zbl

[14] Graczyk, M.: A-optimal biased spring balance weighing design. Kybernetika 47 (2011), 893-901. | MR | Zbl

[15] Graczyk, M.: Some applications of weighing designs. Biometr. Lett. 50 (2013), 15-26. | DOI

[16] Harman, R., Bachratá, A., Filová, L.: Construction of efficient experimental designs under multiple resource constraints. Appl. Stochast. Models in Business and Industry 32 (2015), 1, 3-17. | DOI | MR

[17] Jacroux, M., Wong, C.S., Masaro, J.C.: On the optimality of chemical balance weighing designs. J. Statist. Planning Inference 8 (1983), 231-240. | DOI | MR | Zbl

[18] Jenkins, G. M., Chanmugam, J.: The estimation of slope when the errors are autocorrelated. J. Royal Statist. Soc., Ser. B (Statistical Methodology) 24 (1962), 199-214. | MR | Zbl

[19] Jung, J. S., Yum, B. J.: Construction of exact D-optimal designs by tabu search. Comput. Statist. Data Analysis 21 (1996), 181-191. | DOI | MR | Zbl

[20] Katulska, K., Smaga, Ł.: D-optimal chemical balance weighing designs with $n\equiv 0 (\text{mod} 4)$ and $3$ objects. Comm. Statist. - Theory and Methods 41 (2012), 2445-2455. | DOI | MR | Zbl

[21] Katulska, K., Smaga, Ł.: D-optimal chemical balance weighing designs with autoregressive errors. Metrika 76 (2013), 393-407. | DOI | MR

[22] Katulska, K., Smaga, Ł.: A note on D-optimal chemical balance weighing designs and their applications. Colloquium Biometricum 43 (2013), 37-45.

[23] Katulska, K., Smaga, Ł.: On highly D-efficient designs with non-negatively correlated observations. REVSTAT - Statist. J. (accepted).

[24] Li, C. H., Yang, S. Y.: On a conjecture in D-optimal designs with $n\equiv 0 (\mathrm{mod} 4)$. Linear Algebra Appl. 400 (2005), 279-290. | DOI | MR

[25] Masaro, J., Wong, C. S.: D-optimal designs for correlated random vectors. J. Statist. Planning Inference 138 (2008), 4093-4106. | DOI | MR | Zbl

[26] Neubauer, M. G., Pace, R. G.: D-optimal $(0,1)$-weighing designs for eight objects. Linear Algebra Appl. 432 (2010), 2634-2657. | DOI | MR | Zbl

[27] Pukelsheim, F.: Optimal Design of Experiments. John Wiley and Sons Inc., New York 1993. | MR | Zbl

[28] Team, R Core: R: A language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria. URL http://www.R-project.org/ (2015).

[29] Smaga, Ł.: D-optimal Chemical Balance Weighing Designs with Various Forms of the Covariance Matrix of Random Errors. Ph.D. Thesis, Adam Mickiewicz University, 2013 (in polish).

[30] Smaga, Ł.: Necessary and sufficient conditions in the problem of D-optimal weighing designs with autocorrelated errors. Statist. Probab. Lett. 92 (2014), 12-16. | DOI | MR

[31] Smaga, Ł.: Uniquely E-optimal designs with $n\equiv 2 (\mathrm{mod} 4)$ correlated observations. Linear Algebra Appl. 473 (2015), 297-315. | DOI | MR

[32] Wojtas, M.: On Hadamard's inequality for the determinants of order non-divisible by $4$. Colloquium Mathematicum 12 (1964), 73-83. | DOI | MR | Zbl

[33] Yang, C. H.: On designs of maximal $(+1,-1)$-matrices of order $n\equiv 2 (\text{mod} 4)$. Math. Computat. 22 (1968), 174-180. | DOI | MR | Zbl

[34] Yeh, H. G., Huang, M. N. Lo: On exact D-optimal designs with $2$ two-level factors and $n$ autocorrelated observations. Metrika 61 (2005), 261-275. | DOI | MR | Zbl

Cité par Sources :