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Improving updating rules in multiplicative algorithms for computing D-optimal designs

Dette, Holger, Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich 2008. Improving updating rules in multiplicative algorithms for computing D-optimal designs. Computational Statistics & Data Analysis 53 (2) , pp. 312-320. 10.1016/j.csda.2008.10.002

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Abstract

A class of multiplicative algorithms for computing DD-optimal designs for regression models on a finite design space is discussed and a monotonicity result for a sequence of determinants obtained by the iterations is proved. As a consequence the convergence of the sequence of designs to the DD-optimal design is established. The class of algorithms is indexed by a real parameter and contains two algorithms considered previously as special cases. Numerical results are provided to demonstrate the efficiency of the proposed methods. Finally, several extensions to other optimality criteria are discussed.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Publisher: Elsevier
ISSN: 0167-9473
Last Modified: 04 Jun 2017 05:09
URI: http://orca-mwe.cf.ac.uk/id/eprint/49048

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