Monotonic convergence of a general algorithm for computing optimal designs
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Publication:973880
DOI10.1214/09-AOS761zbMATH Open1189.62125arXiv0905.2646MaRDI QIDQ973880FDOQ973880
Authors: Yaming Yu 
Publication date: 26 May 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Monotonic convergence is established for a general class of multiplicative algorithms introduced by Silvey, Titterington and Torsney [Comm. Statist. Theory Methods 14 (1978) 1379--1389] for computing optimal designs. A conjecture of Titterington [Appl. Stat. 27 (1978) 227--234] is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.
Full work available at URL: https://arxiv.org/abs/0905.2646
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experimental designD-optimalitygeneralized linear modelsA-optimalityauxiliary variablesmultiplicative algorithmc-optimality
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Cited In (43)
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