🌙

克里金模型的G最优网格设计

G‐optimal grid designs for kriging models

Scandinavian Journal of Statistics · 2023
被引 1
ABS 3

中文导读

研究了二维输入下克里金模型的G最优设计,发现均匀网格是前瞻性最优设计,并开发了确定性算法来构建回顾性最优设计,通过水质监测实验验证了方法。

Abstract

Abstract This work is focused on finding G‐optimal designs theoretically for kriging models with two‐dimensional inputs and separable exponential covariance structures. For design comparison, the notion of evenness of two‐dimensional grid designs is developed. The mathematical relationship between the design and the supremum of the mean squared prediction error (SMSPE) function is studied and then optimal designs are explored for both prospective and retrospective design scenarios. In the case of prospective designs, the new design is developed before the experiment is conducted and the regularly spaced grid is shown to be the G‐optimal design. Retrospective designs are constructed by adding or deleting points from an already existing design. Deterministic algorithms are developed to find the best possible retrospective designs (which minimizes the SMSPE). It is found that a more evenly spread design under the G‐optimality criterion leads to the best possible retrospective design. For all the cases of finding the optimal prospective designs and the best possible retrospective designs, both frequentist and Bayesian frameworks have been considered. The proposed methodology for finding retrospective designs is illustrated with a spatiotemporal river water quality monitoring experiment.

实验设计克里金模型空间统计优化算法