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Classics in Applied Mathematics: Series Number 50

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Classics in Applied Mathematics: Series Number 50


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Classics in Applied Mathematics: Series Number 50 by Friedrich Pukelsheim
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Optimal Design of Experiments offers a rare blend of linear algebra, convex analysis, and statistics. The optimal design for statistical experiments is first formulated as a concave matrix optimization problem. Using tools from convex analysis, the problem is solved generally for a wide class of optimality criteria such as D-, A-, or E-optimality. The book then offers a complementary approach that calls for the study of the symmetry properties of the design problem, exploiting such notions as matrix majorization and the Kiefer matrix ordering. The results are illustrated with optimal designs for polynomial fit models, Bayes designs, balanced incomplete block designs, exchangeable designs on the cube, rotatable designs on the sphere, and many other examples.

Author Biography

Friedrich Pukelsheim is Chair for Stochastics and Its Applications at the Institute for Mathematics, University of Augsburg, Germany. He i member of the Institute of Mathematical Statistics, the International Statistical Institute, and Deutsche Mathematiker-Vereinigung
Release date NZ
April 1st, 2006
Country of Publication
United States
Society for Industrial & Applied Mathematics,U.S.
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