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Director

Prof. Dr. Walter Krämer 

+49 231 755 - 3125

walterk@statistik.tu-dortmund.de

 

Executive office, management

Thorsten Ziebach

+49 231 755 - 3122

thorsten.ziebach@udo.edu

 

Project C2: Optimal Design of Experiments for Dynamic Processes

Project leaders

Holger Dette

Joachim Kunert

 

          

 

Abstract

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 dependencies). 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.