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用于检测回归模型异方差的实验设计AI 解读

Abstract We consider the problem of designing experiments to detect the presence of a specified heteroscedastity in Gaussian regression models. We study the relationship of the Ds- and KL-criteria with the noncentrality parameter of the asymptotic chi-squared distribution of a likelihood-based test, for local alternatives. We found that, when the heteroscedastity depends on one parameter, the two criteria coincide asymptotically and that the D1-criterion is proportional to…

部分自变量不可控时的最优实验设计AI 解读

This article considers the problem of constructing optimal designs for regression models when the design space is a product space and some of the variables are not under the control of the practitioner. A variable that is not under control can have known values before the experiment is performed or else unknown values before the experiment is realized. The first case is briefly discussed in the literature. The aim of this work is to provide equivalence theorems for the…