Monotonic convergence of a general algorithm for computing optimal designs
Computation
2010-10-06 v4 Statistics Theory
Methodology
Statistics Theory
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.
Cite
@article{arxiv.0905.2646,
title = {Monotonic convergence of a general algorithm for computing optimal designs},
author = {Yaming Yu},
journal= {arXiv preprint arXiv:0905.2646},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOS761 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)