Related papers: Strict Monotonicity and Convergence Rate of Titter…
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…
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…
A fast new algorithm is proposed for numerical computation of (approximate) D-optimal designs. This "cocktail algorithm" extends the well-known vertex direction method (VDM; Fedorov 1972) and the multiplicative algorithm (Silvey,…
In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…
In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…
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 $D$-optimal criterion on continuous design spaces are…
We analyze the convergence rate of various momentum-based optimization algorithms from a dynamical systems point of view. Our analysis exploits fundamental topological properties, such as the continuous dependence of iterates on their…
This paper provides a new way of developing the splitting method which is used to solve the problem of finding the resolvent of the sum of maximal monotone operators in Hilbert spaces. By employing accelerated techniques developed by Davis…
The non-linear optimization method developed by Konnov and Krotov [Automation and Remote Control 60, 1427 (1999)] has been used previously to extend the capabilities of optimal control theory from the linear to the non-linear Schr\"odinger…
We provide an optimization-based argument for the monotonicity of the multiplicative algorithm (MA) for a class of optimal experimental design problems considered in Yu (2010). Our proof avoids introducing auxiliary variables (or problems)…
We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…
Computing the rate-distortion function for continuous sources is commonly regarded as a standard continuous optimization problem. When numerically addressing this problem, a typical approach involves discretizing the source space and…
Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming…
We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…
We propose and analyze the convergence of a novel stochastic algorithm for solving monotone inclusions that are the sum of a maximal monotone operator and a monotone, Lipschitzian operator. The propose algorithm requires only unbiased…
Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…
$D$-optimal designs originate in statistics literature as an approach for optimal experimental designs. In numerical analysis points and weights resulting from maximal determinants turned out to be useful for quadrature and interpolation.…
In 2004, J.C. Tong found bounds for the approximation quality of a regular continued fraction convergent of a rational number, expressed in bounds for both the previous and next approximation. We sharpen his results with a geometric method…
The theory of the tight span, a cell complex that can be associated to every metric $D$, offers a unifying view on existing approaches for analyzing distance data, in particular for decomposing a metric $D$ into a sum of simpler metrics as…
In this paper we investigate the convergence behavior of a primal-dual splitting method for solving monotone inclusions involving mixtures of composite, Lipschitzian and parallel sum type operators proposed by Combettes and Pesquet in [7].…