Monotonic convergence of a general algorithm for computing optimal designs

By Yaming Yu. 2009

132 citations recorded by the source corpus.

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.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0b1b04db1cd01e4a48bec73dc964cf581abf186b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Stefanie Biedermann
2. Prabhu Babu
3. P. Stoica
4. Min Yang
5. Jian Li
6. Elina Tang

In Statistics and Probability

1. Stefanie Biedermann
2. Prabhu Babu
3. P. Stoica
4. Min Yang
5. Jian Li
6. Elina Tang

Citations in the corpus

• SPICE: A Sparse Covariance-Based Estimation Method for Array Processing (2011, background): “That this is indeed the case follows from the gen eral analysis in [10] where it was proved that, under weak conditions (essentially requiring that pk > 0 and that the matrixR(i) stays positive definite as the iteration proceeds), the limit points of the SPICE iterative process are global so luti ns”
• On Optimal Designs for Nonlinear Models: A General and Efficient Algorithm (2013, methodology): “Yu (2010) found D-optimal designs for θ (table 1 of Yu 2010).”