Efficient Computational Algorithm for Optimal Continuous Experimental Designs
Computation
2018-04-10 v1
Abstract
A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for -optimal criterion on continuous design spaces are provided. We further show that the proposed algorithm converges to the -optimal design. We also provide an algorithm for the -optimality and conjecture that the algorithm convergence monotonically on continuous design spaces. Different numerical examples are used to demonstrated the usefulness and performance of the proposed algorithms.
Cite
@article{arxiv.1804.02655,
title = {Efficient Computational Algorithm for Optimal Continuous Experimental Designs},
author = {Jiangtao Duan and Wei Gao and Hon Keung Tony Ng},
journal= {arXiv preprint arXiv:1804.02655},
year = {2018}
}