Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
417173 | Computational Statistics & Data Analysis | 2008 | 9 Pages |
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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Holger Dette, Andrey Pepelyshev, Anatoly Zhigljavsky,