T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method
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Publication:2329795
DOI10.1007/S11222-018-9834-2zbMATH Open1430.62176arXiv1807.08213OpenAlexW2894520747MaRDI QIDQ2329795FDOQ2329795
Authors: Yuguang Yue, Lieven Vandenberghe, Weng Kee Wong 
Publication date: 18 October 2019
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets. Our proposed optimality criterion is formulated as a convex optimization problem with a moment cone constraint. When the regression models have one factor, an exact semidefinite representation of the moment cone constraint can be applied to obtain an equivalent semidefinite program. When there are two or more factors in the models, we apply a moment relaxation technique and approximate the moment cone constraint by a hierarchy of semidefinite-representable outer approximations. When the relaxation hierarchy converges, an optimal discrimination design can be recovered from the optimal moment matrix, and its optimality is confirmed by an equivalence theorem. The methodology is illustrated with several examples.
Full work available at URL: https://arxiv.org/abs/1807.08213
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General nonlinear regression (62J02) Optimal statistical designs (62K05) Semidefinite programming (90C22)
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