Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs
Methodology
2010-02-26 v1 Computation
Abstract
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.
Cite
@article{arxiv.1001.3859,
title = {Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs},
author = {Yaming Yu},
journal= {arXiv preprint arXiv:1001.3859},
year = {2010}
}