Lecture: Optimal Design of Experiments


Sommersemester 2014

LV-Nr.: 19086 (VL)

Dr. Guillaume Sagnol (www)

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Optimal design of experiments is a domain at the interface between mathematical optimization and statistics. It studies how to optimally select experiments, when the goal is to obtain the most accurate estimation of some unkwnown parameter.

The field of optimal experimental designs is interdisciplinary in nature, and involes a unique mixture of linear algebra, geometry, mathematical programming, statistics, and graph theory.

In this course, we will review classical results from the litterature on optimal experimental designs, with an important focus on the underlying geometry of the problem. Covered topics will include

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No prerequisite is needed. The necessary background in statistics will be reviewed within the lecture.

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The material for this course is mailny based on the following references: As well as on the following research articles (preprints are available on the Internet):

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  Room Tel Email
Dr. Guillaume Sagnol (www) ZIB R3003 84185-222 sagnolzib.de

Last update: July 16, 2014