Arbeitspapier
Improving updating rules in multiplicativealgorithms for computing D-optimal designs
In this paper we discuss a class of multiplicative algorithms for computing D-optimal designs for regression models on a finite design space. We prove amonotonicity result for a sequence of determinants obtained by the iterations,and as a consequence the procedure yields a sequence of designs converging to the D-optimal design. The class of algorithms is indexed by a real parameter and contains two algorithms considered by Titterington (1976, 1978) as specialcases. We provide numerical results demonstrating the efficiency of the proposed methods and discuss several extensions to other optimality criteria.
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 2007,28
- Subject
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D-optimal design
finite design space
multiplicative algorithm
minimal covering ellipsoid
Regression
Heuristisches Verfahren
Robustes Verfahren
Theorie
- Event
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Geistige Schöpfung
- (who)
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Dette, Holger
Pepelyshev, Andrey
Zhigljavsky, Anatoly
- Event
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Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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2007
- Handle
- Last update
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10.03.2025, 11:44 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Dette, Holger
- Pepelyshev, Andrey
- Zhigljavsky, Anatoly
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2007
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