کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148814 957852 2012 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A new characterization of Elfving's method for high dimensional computation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
A new characterization of Elfving's method for high dimensional computation
چکیده انگلیسی
We give a new characterization of Elfving's (1952) method for computing c-optimal designs in k dimensions which gives explicit formulae for the k unknown optimal weights and k unknown signs in Elfving's characterization. This eliminates the need to search over these parameters to compute c-optimal designs, and thus reduces the computational burden from solving a family of optimization problems to solving a single optimization problem for the optimal finite support set. We give two illustrative examples: a high dimensional polynomial regression model and a logistic regression model, the latter showing that the method can be used for locally optimal designs in nonlinear models as well.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 4, April 2012, Pages 863-871
نویسندگان
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