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The equivalence of constrained and weighted designs in multiple objective design problems

Publication ,  Journal Article
Clyde, M; Chaloner, K
Published in: Journal of the American Statistical Association
September 1, 1996

Several competing objectives may be relevant in the design of an experiment. The competing objectives may not be easy to characterize in a single optimality criterion. One approach to these design problems has been to weight each criterion and find the design that optimizes the weighted average of the criteria. An alternative approach has been to optimize one criterion subject to constraints on the other criteria. An equivalence theorem is presented for the Bayesian constrained design problem. Equivalence theorems are essential in verifying optimality of proposed designs, especially when (as in most nonlinear design problems) numerical optimization is required. This theorem is used to show that the results of Cook and Wong on the equivalence of the weighted and constrained problems apply much more generally. The results are applied to Bayesian nonlinear design problems with several objectives. © 1996 American Statistical Association.

Duke Scholars

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

September 1, 1996

Volume

91

Issue

435

Start / End Page

1236 / 1244

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics
 

Citation

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ICMJE
MLA
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Clyde, M., & Chaloner, K. (1996). The equivalence of constrained and weighted designs in multiple objective design problems. Journal of the American Statistical Association, 91(435), 1236–1244. https://doi.org/10.1080/01621459.1996.10476993
Clyde, M., and K. Chaloner. “The equivalence of constrained and weighted designs in multiple objective design problems.” Journal of the American Statistical Association 91, no. 435 (September 1, 1996): 1236–44. https://doi.org/10.1080/01621459.1996.10476993.
Clyde M, Chaloner K. The equivalence of constrained and weighted designs in multiple objective design problems. Journal of the American Statistical Association. 1996 Sep 1;91(435):1236–44.
Clyde, M., and K. Chaloner. “The equivalence of constrained and weighted designs in multiple objective design problems.” Journal of the American Statistical Association, vol. 91, no. 435, Sept. 1996, pp. 1236–44. Scopus, doi:10.1080/01621459.1996.10476993.
Clyde M, Chaloner K. The equivalence of constrained and weighted designs in multiple objective design problems. Journal of the American Statistical Association. 1996 Sep 1;91(435):1236–1244.

Published In

Journal of the American Statistical Association

DOI

EISSN

1537-274X

ISSN

0162-1459

Publication Date

September 1, 1996

Volume

91

Issue

435

Start / End Page

1236 / 1244

Related Subject Headings

  • Statistics & Probability
  • 4905 Statistics
  • 3802 Econometrics
  • 1603 Demography
  • 1403 Econometrics
  • 0104 Statistics