A new characterization of Elfving's method for high dimensional computation

DOI10.1016/J.JSPI.2011.10.009MaRDI QIDQ665037zbMATH OpenOpenAlexFDO

Authors Jay Bartroff

Publication date 5 March 2012

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1110.6623

zbMATH Keywords

\(c\)-optimal designlogistic regressionpolynomial regression

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Optimal statistical designs (62K05)

Abstract: We give a new characterization of Elfving's (1952) method for computing c-optimal designs in k dimensions which gives explicit formulae for the k unknown optimal weights and k unknown signs in Elfving's characterization. This eliminates the need to search over these parameters to compute c-optimal designs, and thus reduces the computational burden from solving a family of optimization problems to solving a single optimization problem for the optimal finite support set. We give two illustrative examples: a high dimensional polynomial regression model and a logistic regression model, the latter showing that the method can be used for locally optimal designs in nonlinear models as well.

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Cited in

(4)

• Elfving's theorem revisited
• Two-stage adaptive optimal design with fixed first-stage sample size
• A semidefinite programming study of the Elfving theorem
• Elfving's method for \(m\)-dimensional models.

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