Compartir
Título
An equivalence theorem for design optimality with respect to a multi-objective criterion.
Autor(es)
Palabras clave
Equivalence theorem
Maxi-min optimal designs
Standardized criteria
Fecha de publicación
2023
Editor
Springer Link
Citación
Tommasi, C., Rodríguez-Díaz, J.M. & López-Fidalgo, J.F. An equivalence theorem for design optimality with respect to a multi-objective criterion. Stat Papers 64, 1041–1056 (2023). https://doi.org/10.1007/s00362-023-01431-2
Serie / N.º
Statistical Papers;
Resumen
[EN]Maxi-min efficiency criteria are a kind of multi-objective criteria, since they enable
us to take into consideration several tasks expressed by different component-wise
criteria. However, they are difficult tomanage because of their lack of differentiability.
As a consequence, maxi-min efficiency designs are frequently built through heuristic
and ad hoc algorithms, without the possibility of checking for their optimality. The
main contribution of this study is to prove that the maxi-min efficiency optimality
is equivalent to a Bayesian criterion, which is differentiable. In addition, we provide
an analytic method to find the prior probability associated with a maxi-min efficient
design, making feasible the application of the equivalence theorem. Two illustrative
examples show how the proposed theory works.
URI
ISSN
0932-5026
DOI
https://doi.org/10.1007/s00362-023-01431-2
Collections
- DOE. Artículos [2]