ENBIS-16 in Sheffield

11 – 15 September 2016; Sheffield Abstract submission: 20 March – 4 July 2016

Strategies for Sequential Experimental Design

12 September 2016, 14:00 – 14:30


Submitted by
Rachel Silvestrini
Rachel Silvestrini (Rochester Institute of Technology)
Sequential experimental design is the process in which trials or runs are added to a pre-existing set of experiments. There are many considerations regarding the nature of sequential experimentation such as how many runs should be added at a time and when should the experiment be deemed complete? In this presentation, two optimal experimental approaches are discussed; power optimal and D-optimal. Power optimal experiments are those in which the statistical power of a parameter in a linear model is maximized for the next set of experiments chosen. D-optimal experiments are those in which the variance of parameter estimates in a linear model is minimized. Military test and evaluation applications are used as the basis for examples and application of the sequential methods discussed.
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