An algorithm for the computation of optimum designs under a given covariance structure (Q1966363): Difference between revisions
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Revision as of 05:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | An algorithm for the computation of optimum designs under a given covariance structure |
scientific article |
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An algorithm for the computation of optimum designs under a given covariance structure (English)
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1 March 2000
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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.
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regression experiments
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correlated observations
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iterative algorithm
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extended information matrices
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