Bayesian $D$-optimal designs for error-in-variables models
  Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian $D$-optimality for non-linear regression models with covariates subject to measurement errors. Both maximum likelihood and least squares estimation are studied and explicit characterisations of the Bayesian $D$-optimal saturated designs for the Michaelis-Menten, Emax and exponential regression models are provided. Several data examples are considered for the case of no preference for specific parameter values, where Bayesian $D$-optimal saturated designs are calculated using the uniform prior and compared to several other designs, including the corresponding locally $D$-optimal designs, which are often used in practice. 
Maria Konstantinou and Holger Dette
stat.ME math.ST stat.TH