Evaluation of Combinatorial Optimisation Algorithms for c-Optimal Experimental Designs with Correlated Observations
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Publication:73947
DOI10.48550/ARXIV.2207.09183zbMATH Open1517.62048arXiv2207.09183MaRDI QIDQ73947FDOQ73947
Authors: Samuel I Watson, Yi Pan, Samuel I. Watson, Yi Pan 
Publication date: 19 July 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: We show how combinatorial optimisation algorithms can be applied to the problem of identifying c-optimal experimental designs when there may be correlation between and within experimental units and evaluate the performance of relevant algorithms. We assume the data generating process is a generalised linear mixed model and show that the c-optimal design criterion is a monotone supermodular function amenable to a set of simple minimisation algorithms. We evaluate the performance of three relevant algorithms: the local search, the greedy search, and the reverse greedy search. We show that the local and reverse greedy searches provide comparable performance with the worst design outputs having variance greater than the best design, across a range of covariance structures. We show that these algorithms perform as well or better than multiplicative methods that generate weights to place on experimental units. We extend these algorithms to identifying moole-robust c-optimal designs.
Full work available at URL: https://arxiv.org/abs/2207.09183
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