INFORMATION CONTAINED IN DESIGN POINTS OF EXPERIMENTS WITH CORRELATED OBSERVATIONS

被引：0

作者：

Pazman, Andrej ^{[1
]}

机构：

[1] Comenius Univ, Fac Math Phys & Informat, Bratislava 84248, Slovakia

来源：

KYBERNETIKA | 2010年 / 46卷 / 04期

关键词：

optimal sampling design; spatial statistics; random process; nonlinear regression; information matrix; PREDICTION; ERRORS;

D O I：

暂无

中图分类号：

TP3 [计算技术、计算机技术];

学科分类号：

0812 ;

摘要：

A random process (field) with given parametrized mean and covariance function is observed at a finite number of chosen design points. The information about its parameters is measured via the Fisher information matrix (for normally distributed observations) or using information functionals depending on that matrix. Conditions are stated, under which the contribution of one design point to this information is zero. Explicit expressions are obtained for the amount of information coming from a selected subset of a given design. Relations to some algorithms for optimum design of experiments in case of correlated observations are indicted.

引用

页码：771 / 783

页数：13

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