Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4638997 | Journal of Computational and Applied Mathematics | 2014 | 9 Pages |
Abstract
In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for D-optimality has been discussed in the literature. Here, we provide an alternate proof of the monotonic convergence for D-criterion with a simple computational algorithm and furthermore show it converges to the D-optimality. We also discuss an algorithm as well as a conjecture of the monotonic convergence for A-criterion. Monte Carlo simulations are used to demonstrate the reliability, efficiency and usefulness of the proposed algorithms.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wei Gao, Ping Shing Chan, Hon Keung Tony Ng, Xiaolei Lu,