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研究生: 張明中
Chang, Ming Chung
論文名稱: 高斯隨機域模型下的效應混淆
Effect Aliasing in Gaussian Random Field Models
指導教授: 鄭少為
Cheng, Shao Wei
口試委員: 曾勝滄
洪志真
廖振鐸
陳瑞彬
蔡碧紋
潘建興
林共進
學位類別: 博士
Doctor
系所名稱: 理學院 - 統計學研究所
Institute of Statistics
論文出版年: 2015
畢業學年度: 103
語文別: 英文
論文頁數: 88
中文關鍵詞: 部分因子設計貝氏設計電腦實驗克利金模型
外文關鍵詞: Fractional factorials, Bayesian design, computer experiments, kriging
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  • 部分因子實驗在科學界與業界的研發常被使用,而使用部分因子設計必然會使得因子效應之間產生混淆。在文獻上,效應混淆的議題在貝氏設計與電腦實驗中常使用的高斯隨機域模型下並未受到探討。此論文提出一高斯隨機域的線性結構,並在此結構下,分別對質性因子與量性因子探討高斯隨機域模型中效應混淆的議題。我們建立了高斯隨機域中效應的概念,並提出一衡量效應混淆嚴重程度的指標。此指標除了可呈現效應混淆的資訊外,亦涵蓋了模型複雜度的概念。我們也探討了效應混淆對模型一些統計性質上的影響,像是參數估計、效應的貝氏後驗共變異數矩陣以及預測變異數。


    Effect aliasing is an inevitable consequence of using fractional factorial designs. For Gaussian random field models, advocated in some Bayesian design and computer experiment literature, the impact of effect aliasing has not received adequate attention. In this dissertation,
    we establish a kind of linear model structure to define effects for a Gaussian random field, and study effect aliasing in Gaussian random field models under fractional factorial designs with qualitative and with quantitative factors individually. An aliasing severity index is proposed to assess the severity level of aliasing, for which the notion of priority order and model complexity is established. Some impacts of aliasing on parameter estimation, posterior variances of effects under a Bayesian framework, and prediction variance are addressed as well.

    1 Introduction 1 2 Effect aliasing for qualitative factors 5 2.1 Introduction 5 2.2 Hidden random effects 9 2.3 Priority of hidden random effects 14 2.4 Aliasing pattern under regular fractional factorial designs 16 2.5 Aliasing severity index 18 2.5.1 Two-level designs 26 2.6 Some statistical consequence of aliasing 30 2.7 Proofs 36 3 Effect aliasing for quantitative factors 48 3.1 Introduction 48 3.2 Effects for quantitative factors 50 3.2.1 Karhunen-Lo`eve expansion 50 3.2.2 Hidden orthogonal polynomial effect 52 3.3 Properties of hidden orthogonal polynomial effects 55 3.3.1 Hermite polynomial 56 3.3.2 Legendre polynomial 62 3.4 Model complexity 63 3.5 Aliasing severity index 72 3.5.1 A Bayesian justification 74 3.6 Proofs 77 4 Summary 81

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