Bayesian design for minimizing prediction uncertainty in bivariate spatial responses with applications to air quality monitoring.

Model-based geostatistical design involves the selection of locations to collect data to minimize an expected loss function over a set of all possible locations. The loss function is specified to reflect the aim of data collection, which, for geostatistical studies, could be to minimize the prediction uncertainty at unobserved locations. In this paper, we propose a new approach to design such studies via a loss function derived through considering the entropy about the model predictions and the parameters of the model. The approach includes a multivariate extension to generalized linear spatial models, and thus can be used to design experiments with more than one response. Unfortunately, evaluating our proposed loss function is computationally expensive so we provide an approximation such that our approach can be adopted to design realistically sized geostatistical studies. This is demonstrated through a simulated study and through designing an air quality monitoring program in Queensland, Australia. The results show that our designs remain highly efficient in achieving each experimental objective individually, providing an ideal compromise between the two objectives. Accordingly, we advocate that our approach could be adopted more generally in model-based geostatistical design.

Discrimination between Gaussian process models: active learning and static constructions.

The paper covers the design and analysis of experiments to discriminate between two Gaussian process models with different covariance kernels, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered. First, we study sequential constructions, where successive design (observation) points are selected, either as additional points to an existing design or from the beginning of observation. The selection relies on the maximisation of the difference between the symmetric Kullback Leibler divergences for the two models, which depends on the observations, or on the mean squared error of both models, which does not. Then, we consider static criteria, such as the familiar log-likelihood ratios and the Fréchet distance between the covariance functions of the two models. Other distance-based criteria, simpler to compute than previous ones, are also introduced, for which, considering the framework of approximate design, a necessary condition for the optimality of a design measure is provided. The paper includes a study of the mathematical links between different criteria and numerical illustrations are provided.

A design criterion for symmetric model discrimination based on flexible nominal sets.

Experimental design applications for discriminating between models have been hampered by the assumption to know beforehand which model is the true one, which is counter to the very aim of the experiment. Previous approaches to alleviate this requirement were either symmetrizations of asymmetric techniques, or Bayesian, minimax, and sequential approaches. Here we present a genuinely symmetric criterion based on a linearized distance between mean-value surfaces and the newly introduced tool of flexible nominal sets. We demonstrate the computational efficiency of the approach using the proposed criterion and provide a Monte-Carlo evaluation of its discrimination performance on the basis of the likelihood ratio. An application for a pair of competing models in enzyme kinetics is given.

[Formula: see text]-optimality in copula models.

Optimum experimental design theory has recently been extended for parameter estimation in copula models. The use of these models allows one to gain in flexibility by considering the model parameter set split into marginal and dependence parameters. However, this separation also leads to the natural issue of estimating only a subset of all model parameters. In this work, we treat this problem with the application of the [Formula: see text]-optimality to copula models. First, we provide an extension of the corresponding equivalence theory. Then, we analyze a wide range of flexible copula models to highlight the usefulness of [Formula: see text]-optimality in many possible scenarios. Finally, we discuss how the usage of the introduced design criterion also relates to the more general issue of copula selection and optimal design for model discrimination.

Impact of the Error Structure on the Design and Analysis of Enzyme Kinetic Models.

The statistical analysis of enzyme kinetic reactions usually involves models of the response functions which are well defined on the basis of Michaelis-Menten type equations. The error structure, however, is often without good reason assumed as additive Gaussian noise. This simple assumption may lead to undesired properties of the analysis, particularly when simulations are involved and consequently negative simulated reaction rates may occur. In this study, we investigate the effect of assuming multiplicative log normal errors instead. While there is typically little impact on the estimates, the experimental designs and their efficiencies are decisively affected, particularly when it comes to model discrimination problems.

Likelihood-free simulation-based optimal design with an application to spatial extremes.

In this paper we employ a novel method to find the optimal design for problems where the likelihood is not available analytically, but simulation from the likelihood is feasible. To approximate the expected utility we make use of approximate Bayesian computation methods. We detail the approach for a model on spatial extremes, where the goal is to find the optimal design for efficiently estimating the parameters determining the dependence structure. The method is applied to determine the optimal design of weather stations for modeling maximum annual summer temperatures.

Efficient prediction designs for random fields.

For estimation and predictions of random fields, it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for empirical kriging (EK) are then often non-space-filling and very costly to determine. In this paper, we investigate the possibility of using a compound criterion inspired by an equivalence theorem type relation to build designs quasi-optimal for the EK variance when space-filling designs become unsuitable. Two algorithms are proposed, one relying on stochastic optimization to explicitly identify the Pareto front, whereas the second uses the surrogate criteria as local heuristic to choose the points at which the (costly) true EK variance is effectively computed. We illustrate the performance of the algorithms presented on both a simple simulated example and a real oceanographic dataset. © 2014 The Authors. Applied Stochastic Models in Business and Industry published by John Wiley & Sons, Ltd.