Strict monotonicity and convergence rate of Titterington’s algorithm for computing D-optimal designs
Copyright policy )Strict monotonicity and convergence rate of Titterington’s algorithm for computing D-optimal designs
We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for computing D-optimal designs. Strict monotonicity is established for a variant considered by Titterington (1978). A formula for the rate of convergence is also derived. This is used to explain why modifications considered by Titterington (1978) and Dette et al. (2008) usually converge faster.
- University of California, Irvine United States
Optimal statistical designs, D-optimality, Methodology (stat.ME), FOS: Computer and information sciences, experimental design, multiplicative algorithm, Statistics - Computation, Statistics - Methodology, Computation (stat.CO)
Optimal statistical designs, D-optimality, Methodology (stat.ME), FOS: Computer and information sciences, experimental design, multiplicative algorithm, Statistics - Computation, Statistics - Methodology, Computation (stat.CO)
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