Andrey Pepelyshev

Bio: Andrey Pepelyshev is an academic researcher from Cardiff University. The author has contributed to research in topics: Optimal design & Regression analysis. The author has an hindex of 21, co-authored 102 publications receiving 1211 citations. Previous affiliations of Andrey Pepelyshev include University of Sheffield & RWTH Aachen University.

Optimal Designs for Dose-Finding Studies

Abstract: Understanding and properly characterizing the dose–response relationship is a fundamental step in the investigation of a new compound, be it a herbicide or fertilizer, a molecular entity, an environmental toxin, or an industrial chemical. In this article we investigate the problem of deriving efficient designs for the estimation of target doses in the context of clinical dose finding. We propose methods to determine the appropriate number and actual levels of the doses to be administered to patients, as well as their relative sample size allocations. More specifically, we derive local optimal designs that minimize the asymptotic variance of the minimum effective dose estimate under a particular dose–response model. We investigate the small-sample properties of these designs, together with their sensitivity to a misspecification of the true parameter values and of the underlying dose–response model, through simulation. Finally, we demonstrate that the designs derived for a fixed model are rather sensitive ...

Generalized Latin hypercube design for computer experiments

Abstract: Space filling designs, which satisfy a uniformity property, are widely used in computer experiments. In the present paper, the performance of nonuniform experimental designs, which locate more points in a neighborhood of the boundary of the design space, is investigated. These designs are obtained by a quantile transformation of the one-dimensional projections of commonly used space-filling designs. This transformation is motivated by logarithmic potential theory, which yields the arc-sine measure as an equilibrium distribution. The methodology is illustrated for maximin Latin hypercube designs by several examples. In particular, it is demonstrated that the new designs yield a smaller integrated mean squared error for prediction.

Optimal design for linear models with correlated observations

Abstract: In the common linear regression model the problem of determining optimal designs for least squares estimation is considered in the case where the observations are correlated. A necessary condition for the optimality of a given design is provided, which extends the classical equivalence theory for optimal designs in models with uncorrelated errors to the case of dependent data. If the regression functions are eigenfunctions of an integral operator defined by the covariance kernel, it is shown that the corresponding measure defines a universally optimal design. For several models universally optimal designs can be identified explicitly. In particular, it is proved that the uniform distribution is universally optimal for a class of trigonometric regression models with a broad class of covariance kernels and that the arcsine distribution is universally optimal for the polynomial regression model with correlation structure defined by the logarithmic potential. To the best knowledge of the authors these findings provide the first explicit results on optimal designs for regression models with correlated observations, which are not restricted to the location scale model.

Table Of Integrals Series And Products

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Convergence of probability measures

Abstract: The author's preface gives an outline: "This book is about weakconvergence methods in metric spaces, with applications sufficient to show their power and utility. The Introduction motivates the definitions and indicates how the theory will yield solutions to problems arising outside it. Chapter 1 sets out the basic general theorems, which are then specialized in Chapter 2 to the space C[0, l ] of continuous functions on the unit interval and in Chapter 3 to the space D [0, 1 ] of functions with discontinuities of the first kind. The results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables. " The book develops and expands on Donsker's 1951 and 1952 papers on the invariance principle and empirical distributions. The basic random variables remain real-valued although, of course, measures on C[0, l ] and D[0, l ] are vitally used. Within this framework, there are various possibilities for a different and apparently better treatment of the material. More of the general theory of weak convergence of probabilities on separable metric spaces would be useful. Metrizability of the convergence is not brought up until late in the Appendix. The close relation of the Prokhorov metric and a metric for convergence in probability is (hence) not mentioned (see V. Strassen, Ann. Math. Statist. 36 (1965), 423-439; the reviewer, ibid. 39 (1968), 1563-1572). This relation would illuminate and organize such results as Theorems 4.1, 4.2 and 4.4 which give isolated, ad hoc connections between weak convergence of measures and nearness in probability. In the middle of p. 16, it should be noted that C*(S) consists of signed measures which need only be finitely additive if 5 is not compact. On p. 239, where the author twice speaks of separable subsets having nonmeasurable cardinal, he means "discrete" rather than "separable." Theorem 1.4 is Ulam's theorem that a Borel probability on a complete separable metric space is tight. Theorem 1 of Appendix 3 weakens completeness to topological completeness. After mentioning that probabilities on the rationals are tight, the author says it is an