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Yu, Yaming

Monotonic convergence of a general algorithm for computing optimal designs. (English) Zbl 1189.62125

Ann. Stat. 38, No. 3, 1593-1606 (2010).
Summary: Monotonic convergence is established for a general class of multiplicative algorithms introduced by S. D. Silvey, D.M. Titterington and B. Torsney [Commun. Stat., Theory Methods A7, 1379–1389 (1978; Zbl 0389.62061)] for computing optimal designs. A conjecture of D. M. Titterington [J. R. Stat. Soc., Ser. C 27, 227–234 (1978; Zbl 0436.62062)] is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.

Cited in 44 Documents

MSC:

62K05 Optimal statistical designs
65C60 Computational problems in statistics (MSC2010)

Keywords:

A-optimality; auxiliary variables; c-optimality; D-optimality; experimental design; generalized linear models; multiplicative algorithm

Citations:

Zbl 0389.62061; Zbl 0436.62062
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Full Text: DOI arXiv

References:

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