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.
Publié le : 2010-06-15
Classification:
A-optimality,
auxiliary variables,
c-optimality,
D-optimality,
experimental design,
generalized linear models,
multiplicative algorithm,
62K05
@article{1269452648,
author = {Yu, Yaming},
title = {Monotonic convergence of a general algorithm for computing optimal designs},
journal = {Ann. Statist.},
volume = {38},
number = {1},
year = {2010},
pages = { 1593-1606},
language = {en},
url = {http://dml.mathdoc.fr/item/1269452648}
}
Yu, Yaming. Monotonic convergence of a general algorithm for computing optimal designs. Ann. Statist., Tome 38 (2010) no. 1, pp. 1593-1606. http://gdmltest.u-ga.fr/item/1269452648/