An algorithm for the computation of optimum designs under a given covariance structure (Q1966363): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:37, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for the computation of optimum designs under a given covariance structure |
scientific article |
Statements
An algorithm for the computation of optimum designs under a given covariance structure (English)
0 references
1 March 2000
0 references
The authors present a first order iterative design optimization algorithm based on the notion of extended information matrices which is applicable when the observations are correlated, with a given covariance structure, and there are restrictions on the number of observations. To avoid nonoptimal solutions a certain heuristic is introduced; its usefulness is demonstrated by some typical examples from the literature.
0 references
regression experiments
0 references
correlated observations
0 references
iterative algorithm
0 references
extended information matrices
0 references
