KL-optimum designs: theoretical properties and practical computation
Abstract
In this paper some new properties and computational tools for finding KL-optimum designs are provided. KL-optimality is a general criterion useful to select the best experimental conditions to discriminate between statistical models. A KL-optimum design is obtained from a minimax optimization problem, which is defined on a infinite-dimensional space. In particular, continuity of the KL-optimality criterion is proved under mild conditions; as a consequence, the first-order algorithm converges to the set of KL-optimum designs for a large class of models. It is also shown that KL-optimum designs are invariant to any scale-position transformation. Some examples are given and discussed, together with some practical implications for numerical computation purposes.
Cite
@article{arxiv.1212.3556,
title = {KL-optimum designs: theoretical properties and practical computation},
author = {Giacomo Aletti and Caterina May and Chiara Tommasi},
journal= {arXiv preprint arXiv:1212.3556},
year = {2018}
}
Comments
The final publication is available at Springer via http://dx.doi.org/10.1007/s11222-014-9515-8