×

Universal optimality of digital nets and lattice designs. (English) Zbl 1178.62080

Summary: This article considers universal optimality of digital nets and lattice designs in a regression model. Based on the equivalence theorem for matrix means and majorization theory, necessary and sufficient conditions for lattice designs being \(\varphi _{p }\)- and universally optimal in trigonometric function and Chebyshev polynomial regression models are obtained. It is shown that digital nets are universally optimal for both complete and incomplete Walsh function regression models under some specified conditions, and are also universally optimal for complete Haar wavelet regression models but may not for incomplete Haar wavelet regression models.

MSC:

62K05 Optimal statistical designs
62K15 Factorial statistical designs
62G08 Nonparametric regression and quantile regression
62K10 Statistical block designs
Full Text: DOI

References:

[1] Pukelsheim F. Optimal Design of Experiments. New York: Wiley, 1993 · Zbl 0834.62068
[2] Bate R A, Buck R J, Riccomagno E, et al. Experimental design and observation for large systems. J Roy Statist Soc Ser B, 58: 77–94 (1996) · Zbl 0850.62627
[3] Kiefer J, Wolfowitz J. Optimum designs in regression problems. Ann Math Statist, 30: 271–294 (1959) · Zbl 0090.11404 · doi:10.1214/aoms/1177706252
[4] Riccomagno E, Schwabe R, Wynn H P. Lattice-based D-optimum design for Fourier regression. Ann Statist, 25: 2313–2327 (1997) · Zbl 0895.62081 · doi:10.1214/aos/1030741074
[5] Arnold B C. Majorization and the Lorenz Order: A Brief Introduction. Berlin: Springer-Verlag, 1987 · Zbl 0649.62041
[6] Marshall A W, Olkin I. Inequalities: Theory of Majorization and Its Applications. New York: Academic Press, 1979 · Zbl 0437.26007
[7] Bondar J V. Universal optimality of experimental designs: definitions and a criterion. Canad J Statist, 11: 325–331 (1983) · Zbl 0539.62087 · doi:10.2307/3314890
[8] Mason J C, Handscomb D C. Chebyshev Polynomials. Florida: Chapman & Hall/CRC, 2003
[9] Kiefer J, Studden W J. Optimal designs for large degree polynomial regression. Ann Statist, 4: 1113–1123 (1976) · Zbl 0357.62051 · doi:10.1214/aos/1176343646
[10] Lim Y B, Studden W J. Efficient D s-optimal designs for multivariate polynomial regression on the q-cube. Ann Statist, 16: 1225–1240 (1988) · Zbl 0664.62075 · doi:10.1214/aos/1176350957
[11] Niederreiter H. Random Number Generation and Quasi-Monte Carlo Methods. CBMS-NSF Regional Conference Series in Applied Mathematics. Philadelphia: SIAM, 1992 · Zbl 0761.65002
[12] Hickernell F J, Dick J. An algorithm-driven approach to error analysis for multidimensional integration. Int J Numer Anal Model, 5: 167–189 (2008) · Zbl 1131.41316
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.