K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets

TL;DR

This paper explores K-optimal sampling designs for Ornstein-Uhlenbeck processes and sheets, demonstrating their advantages over classical D-optimal designs, especially for large parameter values, through theoretical analysis and simulations.

Contribution

It introduces and analyzes K-optimal designs for Ornstein-Uhlenbeck processes and sheets, highlighting their benefits over traditional D-optimal designs.

Findings

K-optimal designs outperform D-optimal designs for large parameters

Simulation results confirm the superiority of K-optimal designs

Differences between designs are significant in practical applications

Abstract

Continuous random processes and fields are regularly applied to model temporal or spatial phenomena in many different fields of science, and model fitting is usually done with the help of data obtained by observing the given process at various time points or spatial locations. In these practical applications sampling designs which are optimal in some sense are of great importance. We investigate the properties of the recently introduced K-optimal design for temporal and spatial linear regression models driven by Ornstein-Uhlenbeck processes and sheets, respectively, and highlight the differences compared with the classical D-optimal sampling. A simulation study displays the superiority of the K-optimal design for large parameter values of the driving random process.