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Motivated by a Bayesian framework, we propose a new minimum aberration-type criterion for designing experiments with two- and four-level factors. The Bayesian approach helps in overcoming the ad hoc nature of effect ordering in the existing minimum aberration-type criteria. The approach is also...
Persistent link: https://www.econbiz.de/10005559452
We propose an approach to constructing a new type of design, a sliced space-filling design, intended for computer experiments with qualitative and quantitative factors. The approach starts with constructing a Latin hypercube design based on a special orthogonal array for the quantitative factors...
Persistent link: https://www.econbiz.de/10008469334
The Robbins--Monro procedure does not perform well in the estimation of extreme quantiles, because the procedure is implemented using asymptotic results, which are not suitable for binary data. Here we propose a modification of the Robbins--Monro procedure and derive the optimal procedure for...
Persistent link: https://www.econbiz.de/10005447050