Monotonic convergence of a general algorithm for computing optimal designs

Yaming Yu

111 citations0/0 files storedThe Annals of Statistics

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Optimal Experimental Design Methods Statistical Methods in Clinical Trials Advanced Statistical Methods and Models

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.

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1972Theory of optimal experiments 1972Theory of Optimal Experiments.1995Bayesian Experimental Design: A Review 1993Optimal design of experiments 1974General Equivalence Theory for Optimum Designs (Approximate Theory)1953Locally Optimal Designs for Estimating Parameters 1989Optimal Bayesian design applied to logistic regression experiments 1986Foundations of Optimum Experimental Design

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