Project Details
Optimal Design of experiments for dynamic processes (C02)
Subject Area
Mathematics
Term
from 2009 to 2021
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 68236791
The project proposes optimal designs for experiments in the context of dynamic models. It extends conventional theory for regression models with correlated observations to more general error processes, non-linear models and multivariate settings (time-space depend¬encies). Major topics are optimal design for the minimization of the mean square error, for model selection and for inverse problems. Another goal is the optimization of the design under model uncertainty, i.e. the construction of efficient designs for model selection, which require less a priori knowledge about the covariance structure and the specification of parameter values.
DFG Programme
Collaborative Research Centres
Applicant Institution
Technische Universität Dortmund
Project Heads
Professor Dr. Holger Dette; Professor Dr. Joachim Kunert; Professor Dr. Claus Weihs, until 6/2017