Optimal Design of Experiments

Apr 2014

This course was organized in the Summer Term 2014 at FU Berlin. Its goal is to give an overview of the field of optimal experimental design, from an optimizer’s perspective.

Handout:

Chapter 1: Intro & Overview (slides)
Chapter 2: Semidefinite Positive Matrices
Chapter 3: The Gauss-Markov Theorem
Chapter 4: The Linear Model
Chapter 5: c-optimality and the Elfving Theorem
Chapter 6: Information Criteria
Chapter 7: The Equivalence Theorem
Chapter 8: Introduction to Semidefinite Programming
Chapter 9: The SDP approach to compute optimal designs
Chapter 10: Block designs
Chapter 11: Graph Theory for Block Designs
Chapter 12: Optimal Block Designs
Chapter 13: Standard Algorithms to compute optimal designs

Optimal Design of Experiments

Guillaume Sagnol

Senior Optimization Consultant