Monotonic convergence of a general algorithm for computing optimal designs

Preprint

18 May 2009

preprint
Published by arXiv in arXiv

Abstract

Monotonic convergence is established for a general class of multiplicative algorithms introduced by Silvey et al. (1978) for computing optimal designs. A conjecture of Titterington (1978) is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.

Keywords

MONOTONIC CONVERGENCE
GENERAL ALGORITHM
DESIGNS MONOTONIC
COMPUTING OPTIMAL
OPTIMAL DESIGNS
GENERAL CLASS
ALGORITHMS

All Related Versions

Version 1, 2009-05-18, ArXiv
Version 2, 2009-05-19, ArXiv
Version 3, 2010-01-15, ArXiv
Version 4, 2010-10-05, ArXiv
Published version: The Annals of Statistics, 38 (3).

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