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Title: A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix-logarithmic covariance model

Abstract

In the literature, analysis of multiple responses from experiments with replicates has modeled the covariance matrix directly as linear models of the transformed variances and correlations, i.e., covariance modeling. This article considers models based on the matrix- logarithm of the covariance matrix. This so-called log-covariance modeling is illustrated with data from actual experiments and compared with the traditional covariance modeling.

Authors:
ORCiD logo [1];  [1];  [2]
  1. Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
  2. Soochow Univ., Suzhou (China)
Publication Date:
Research Org.:
Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
Sponsoring Org.:
USDOE National Nuclear Security Administration (NNSA)
OSTI Identifier:
1558204
Report Number(s):
LA-UR-18-27818
Journal ID: ISSN 0748-8017
Grant/Contract Number:  
89233218CNA000001
Resource Type:
Accepted Manuscript
Journal Name:
Quality and Reliability Engineering International
Additional Journal Information:
Journal Volume: 35; Journal Issue: 7; Journal ID: ISSN 0748-8017
Publisher:
Wiley
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING

Citation Formats

Hamada, Michael S., Jaramillo, Brandon M., and Chiao, Chih‐Hua. A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix-logarithmic covariance model. United States: N. p., 2019. Web. https://doi.org/10.1002/qre.2540.
Hamada, Michael S., Jaramillo, Brandon M., & Chiao, Chih‐Hua. A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix-logarithmic covariance model. United States. https://doi.org/10.1002/qre.2540
Hamada, Michael S., Jaramillo, Brandon M., and Chiao, Chih‐Hua. Tue . "A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix-logarithmic covariance model". United States. https://doi.org/10.1002/qre.2540. https://www.osti.gov/servlets/purl/1558204.
@article{osti_1558204,
title = {A note on the Bayesian analysis of experiments with correlated multiple responses using a matrix-logarithmic covariance model},
author = {Hamada, Michael S. and Jaramillo, Brandon M. and Chiao, Chih‐Hua},
abstractNote = {In the literature, analysis of multiple responses from experiments with replicates has modeled the covariance matrix directly as linear models of the transformed variances and correlations, i.e., covariance modeling. This article considers models based on the matrix- logarithm of the covariance matrix. This so-called log-covariance modeling is illustrated with data from actual experiments and compared with the traditional covariance modeling.},
doi = {10.1002/qre.2540},
journal = {Quality and Reliability Engineering International},
number = 7,
volume = 35,
place = {United States},
year = {2019},
month = {7}
}

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Works referenced in this record:

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