Open Access
June 2010 Monotonic convergence of a general algorithm for computing optimal designs
Yaming Yu
Ann. Statist. 38(3): 1593-1606 (June 2010). DOI: 10.1214/09-AOS761


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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Yaming Yu. "Monotonic convergence of a general algorithm for computing optimal designs." Ann. Statist. 38 (3) 1593 - 1606, June 2010.


Published: June 2010
First available in Project Euclid: 24 March 2010

zbMATH: 1189.62125
MathSciNet: MR2662353
Digital Object Identifier: 10.1214/09-AOS761

Primary: 62K05

Keywords: A-optimality , auxiliary variables , c-optimality , D-optimality , Experimental design , generalized linear models , multiplicative algorithm

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.38 • No. 3 • June 2010
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