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The Strathprints institutional repository is a digital archive of University of Strathclyde research outputs.

Strathprints serves world leading Open Access research by the University of Strathclyde, including research by the Strathclyde Institute of Pharmacy and Biomedical Sciences (SIPBS), where research centres such as the Industrial Biotechnology Innovation Centre (IBioIC), the Cancer Research UK Formulation Unit, SeaBioTech and the Centre for Biophotonics are based.

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Investigating Bayesian robust experimental design with principles of global sensitivity analysis

He, Fei and Yue, Hong and Brown, Martin (2010) Investigating Bayesian robust experimental design with principles of global sensitivity analysis. In: 9th International Symposium on Dynamics and Control of Process Systems (DYCOPS 2010), 2010-07-05 - 2010-07-07.

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Abstract

The purpose of model-based experimental design is to maximise the information gathered for quantitative model identification. Instead of the commonly used optimal experimental design, robust experimental design aims to address parametric uncertainties in the design process. In this paper, the Bayesian robust experimental design is investigated, where both a Monte Carlo sampling strategy and local sensitivity evaluation at each sampling point are employed to achieve the robust solution. The link between global sensitivity analysis (GSA) and the Bayesian robust experimental design is established. It is revealed that a lattice sampling based GSA strategy, the Morris method, can be explicitly interpreted as the Bayesian A-optimal design for the uniform hypercube type uncertainties.