On a Multiplicative Algorithm for Computing Bayesian D-optimal Designs
Computation
2010-05-14 v1 Methodology
Abstract
We use the minorization-maximization principle (Lange, Hunter and Yang 2000) to establish the monotonicity of a multiplicative algorithm for computing Bayesian D-optimal designs. This proves a conjecture of Dette, Pepelyshev and Zhigljavsky (2008).
Cite
@article{arxiv.1005.2355,
title = {On a Multiplicative Algorithm for Computing Bayesian D-optimal Designs},
author = {Yaming Yu},
journal= {arXiv preprint arXiv:1005.2355},
year = {2010}
}