Abstract
Replication is a commonly recommended feature of experimental designs. However, its impact in model-robust design is relatively under-explored; indeed, replication is impossible within the current formulation of random translation designs, which were introduced recently for model-robust prediction. Here we extend the framework of random translation designs to allow replication, and quantify the resulting performance impact. The extension permits a simplification of our earlier heuristic for constructing random translation strategies from a traditional V-optimal design. Namely, in the previous formulation any replicates of the V-optimal design first had to be split up before a random translation can be applied to the design points. With the new framework we can instead preserve the replicates instead if we so wish. Surprisingly, we find that in low-dimensional problems it is often substantially more efficient to continue to split replicates, while in high-dimensional problems it can be substantially better to retain replicates.
| Original language | English |
|---|---|
| Article number | 110229 |
| Journal | Statistics & Probability Letters |
| Volume | 215 |
| Early online date | 3 Aug 2024 |
| DOIs | |
| Publication status | Published - 1 Dec 2024 |
Keywords
- Optimal design
- robustness
- minimax design