Two classes of multiplicative algorithms for constructing optimizing distributions

DOI10.1016/j.csda.2006.05.014zbMath1157.62330MaRDI QIDQ1010510

J. Martínez

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.05.014

zbMATH Keywords

optimality conditions; optimal designs; multiplicative algorithms; optimal distributions on spaces; vertex directional derivatives

Mathematics Subject Classification ID

62E99: Statistical distribution theory

Related Items

Efficient computational algorithm for optimal allocation in regression models, Multiplicative methods for computing \(D\)-optimal stratified designs of experiments, Barycentric algorithm for computing D-optimal size- and cost-constrained designs of experiments, Multiplicative algorithms for computing optimum designs, Monotonic convergence of a general algorithm for computing optimal designs, Adaptive grid semidefinite programming for finding optimal designs, Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs

Uses Software

• MODA

Cites Work

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• The Sequential Generation of $D$-Optimum Experimental Designs