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Screening procedure for supersaturated designs using a Bayesian variable selection method
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Screening procedure for supersaturated designs using a Bayesian variable selection method

Ray-Bing Chen, Jian-Zhong WengChi-Hsiang Chu
Quality and Reliability Engineering International, 卷.29(1), 頁碼.89-101
02/2013

摘要

componentwise Gibbs sampler cross-validation Markov chain Monte Carlo median probability criterion Safety Risk Reliability and Quality Management Science and Operations Research
A supersaturated design is a design where all effects cannot be estimated simultaneously due to an insufficient run size. An important goal in analyzing such designs is to screen active effects based on the factor sparsity assumption. In this work, a screening procedure is proposed using an efficient Bayesian variable selection approach. A modified cross-validation method is employed for parameter tuning to improve the selection results. Simulations and several real examples are used to demonstrate the performance of this screening procedure. In the real examples, our procedure identifies models similar to those of previous analysis methods. The simulation results indicate that our new procedure outperforms the other analysis methods in terms of the high true identified rate and the efficient estimation of the model size. Copyright © 2012 John Wiley & Sons, Ltd.

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