Robust designs to model uncertainty with high estimation and prediction efficiency

TL;DR

This paper introduces the $P_\alpha$ and ${\tilde P_\alpha}$ criteria for selecting robust experimental designs with high estimation and prediction efficiency, addressing the gap in prediction-focused design selection under model uncertainty.

Contribution

The paper proposes the $P_\alpha$ and ${\tilde P_\alpha}$ criteria for robust design selection, linking alphabetic optimality and aberration-based criteria, and provides computationally efficient approximation methods.

Findings

${\tilde P_\alpha}$ approximates $P_\alpha$ well and reduces computation time.

The ${\tilde P_\alpha}$ criterion effectively balances estimation and prediction efficiency.

The connection between ${\tilde P_\alpha}$ and GMA criteria enhances understanding of design optimality.

Abstract

Alphabetic optimality criteria, such as the $D$, $A$, and $I$ criteria, require specifying a model to select optimal designs. They are not model free and the optimal designs selected by them are not robust to model uncertainty. Recently, many extensions of the $D$ and $A$ criteria have been proposed for selecting robust designs with high estimation efficiency. However, approaches for finding robust designs with high prediction efficiency are rarely studied in the literature. In this paper, we propose the $P_\alpha$ criterion and develop its approximation version for two-level designs, called the ${\tilde P_\alpha}$ criterion. They are useful for selecting robust designs with high estimation, high prediction, or balanced estimation and prediction efficiency for projective submodels. Computational studies show that the ${\tilde P}_\alpha$ criterion is a good approximation of the $P_\alpha$ criterion and can reduce great computation time when we search designs over a wide range of models. The connection between the ${\tilde P_\alpha}$ criterion and the generalized minimum aberration (GMA) criterion is studied. Result shows that ${\tilde P_\alpha}$ plays a great role to link the alphabetic optimality criteria and the aberration-based criteria.