Optimal design of experiments via linear programming

DOI10.1007/s00362-016-0782-7zbMath1351.62145arXiv1504.06226OpenAlexW2592704366MaRDI QIDQ2374424

Katarína Burclová, Andrej Pázman

Publication date: 15 December 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.06226

zbMATH Keywords

relaxation methodregression modelsoptimality criteriaconcave maximizationcriterion-robust design

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Optimal statistical designs (62K05)

Related Items (4)

An algorithm based on semidefinite programming for finding minimax optimal designs ⋮ A new monotonic algorithm for the \(E\)-optimal experiment design problem ⋮ Construction of constrained experimental designs on finite spaces for a modified \(\mathrm{E}_k\)-optimality criterion ⋮ A convex approach to optimum design of experiments with correlated observations

Uses Software

• PLCP
• SQPlab

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimum design accounting for the global nonlinear behavior of the model
• Optimal weights for experimental designs on linearly independent support points
• Minimal efficiency of designs under the class of orthogonally invariant information criteria
• Computing \(c\)-optimal experimental designs using the simplex method of linear programming
• Further characterizations of design optimality and admissibility for partial parameter estimation in linear regression
• Admissible experimental designs in multiple polynomial regression
• General equivalence theory for optimum designs (approximate theory)
• Introductory lectures on convex optimization. A basic course.
• Computing maximin efficient experimental designs using the methods of semidefinite programming
• Design of experiments in nonlinear models. Asymptotic normality, optimality criteria and small-sample properties
• Criterion-Robust Experimental Designs for the Quadratic Regression on a Square and a Cube
• Optimum Designs in Regression Problems
• The Cutting-Plane Method for Solving Convex Programs
• Necessary conditions for min-max problems and algorithms by a relaxation procedure
• Optimal design: Variation in structure and performance under change of criterion
• Equivalence Theorems and Cutting Plane Algorithms for a Class of Experimental Design Problems
• Optimum Experimental Designs for Properties of a Compartmental Model
• Numerical optimization. Theoretical and practical aspects. Transl. from the French

This page was built for publication: Optimal design of experiments via linear programming