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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Optimal experimental designs for stochastic proces
ses whose covariance is a function of the mean - L
pez Fidalgo\, J (Universidad de Castilla-la Mancha
)
DTSTART;TZID=Europe/London:20110719T113000
DTEND;TZID=Europe/London:20110719T123000
UID:TALK32088AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/32088
DESCRIPTION:Recent literature emphasizes\, for the analysis of
compartmental models\, the need for models for st
ochastic processes whose covariance structure depe
nds on the mean. Covariance functions must be posi
tive definite and this fact is nontrivial and cons
titutes one of the challenges of the present work\
, for a stochastic process whose covariance is a f
unction of the mean. We show that there exists a c
lass of functions that\, composed with the mean of
the process\, preserve positive definiteness and
can be used for the purposes of the present talk.
We offer some examples for an easy construction of
such covariances and then study the problem of lo
cally D-optimal design through both simulation stu
dies as well as real data inherent to a radiation
retention model in the human body.\n
LOCATION:Seminar Room 1\, Newton Institute
CONTACT:Mustapha Amrani
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