The Annals of Statistics

Monotonic convergence of a general algorithm for computing optimal designs

Yaming Yu

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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.

Article information

Ann. Statist., Volume 38, Number 3 (2010), 1593-1606.

First available in Project Euclid: 24 March 2010

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Primary: 62K05: Optimal designs

A-optimality auxiliary variables c-optimality D-optimality experimental design generalized linear models multiplicative algorithm


Yu, Yaming. Monotonic convergence of a general algorithm for computing optimal designs. Ann. Statist. 38 (2010), no. 3, 1593--1606. doi:10.1214/09-AOS761.

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