Statistical algorithms for optimal experimental design with correlated observations.

摘要

This research is in three parts with different although related objectives. The first part developed an efficient, modified simulated annealing algorithm to solve the D-optimal (determinant maximization) design problem for 2-way polynomial regression with correlated observations. Much of the previous work in D-optimal design for regression models with correlated errors focused on polynomial models with a single predictor variable, in large part because of the intractability of an analytic solution. In this research, we present an improved simulated annealing algorithm, providing practical approaches to specifications of the annealing cooling parameters, thresholds and search neighborhoods for the perturbation scheme, which finds approximate D-optimal designs for 2-way polynomial regression for a variety of specific correlation structures with a given correlation coefficient. Results in each correlated-errors case are compared with the best design selected from the class of designs that are known to be D-optimal in the uncorrelated case: annealing results had generally higher D-efficiency than the best comparison design, especially when the correlation parameter was well away from 0.;The second research objective, using Balanced Incomplete Block Designs (BIBDs), wasto construct weakly universal optimal block designs for the nearest neighbor correlation structure and multiple block sizes, for the hub correlation structure with any block size, and for circulant correlation with odd block size. We also constructed approximately weakly universal optimal block designs for the block-structured correlation.;Lastly, we developed an improved Particle Swarm Optimization(PSO) algorithm with time varying parameters, and solved D-optimal design for linear regression with it. Then based on that improved algorithm, we combined the non-linear regression problem and decision making, and developed a nested PSO algorithm that finds (nearly) optimal experimental designs with each of the pessimistic criterion, index of optimism criterion, and regret criterion for the Michaelis-Menten model and logistic regression model.