Efficient computational algorithm for optimal continuous experimental designs

DOI10.1016/J.CAM.2018.09.046MaRDI QIDQ1713154zbMATH OpenOpenAlexWikidataFDO

Authors Jiangtao Duan, Wei Gao, Hon Keung Tony Ng

Publication date 24 January 2019

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1804.02655

zbMATH Keywords

\(A\)-optimal\(D\)-optimalcontinuous experimental designregression model

Mathematics Subject Classification ID

Optimal statistical designs (62K05)

Abstract: A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are provided. We further show that the proposed algorithm converges to the $D$-optimal design. We also provide an algorithm for the $A$-optimality and conjecture that the algorithm convergence monotonically on continuous design spaces. Different numerical examples are used to demonstrated the usefulness and performance of the proposed algorithms.

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Cites work

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Cited in

(13)

• Computing optimal experimental designs with respect to a compound Bayes risk criterion
• Multi-stage differential evolution algorithm for constrained D-optimal design
• A new monotonic algorithm for the \(E\)-optimal experiment design problem
• Efficient computational algorithms for approximate optimal designs
• Efficient computational algorithm for optimal allocation in regression models
• Algorithmic construction of optimal designs on compact sets for concave and differentiable criteria
• On computationally tractable selection of experiments in measurement-constrained regression models
• Combined algorithm to compute D-optimal designs
• scientific article; zbMATH DE number 1419976 (Why is no real title available?)
• scientific article; zbMATH DE number 5274768 (Why is no real title available?)
• A first-order algorithm for the A-optimal experimental design problem: a mathematical programming approach
• Differential evolution variants for searching D- and A-optimal designs for nonlinear models in the bioscience
• An algorithm for computing generalized D -optimal allocation with cost consideration in regression models

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