Open Access
July, 1980 Convergent Design Sequences, for Sufficiently Regular Optimality Criteria, II: Singular Case
Corwin L. Atwood
Ann. Statist. 8(4): 894-912 (July, 1980). DOI: 10.1214/aos/1176345082

Abstract

Let an optimality criterion $\Phi$ satisfy regularity conditions, including convexity and possession of two continuous derivatives at nonsingular $\mathbf{M}$. $\Phi\{\mathbf{M})$ may be minimized at a singular $\mathbf{M}$. A class of design sequences $\{\xi_n\}$ is shown to make $\Phi\lbrack \mathbf{M}(\xi_n) \rbrack$ converge monotonically to the minimum value. An equivalence theorem for $\Phi$-optimality follows. Techniques which are applicable include vertex direction, conjugate gradient projection, quadratic and "diagonalized quadratic" methods for changing the design weights, and gradient-based methods for making small changes in the support points. Methods are also considered which approximate $\Phi$ by a criterion which is infinite for singular $\mathbf{M}$. The results are applied to an example with $D_s$-optimality.

Citation

Download Citation

Corwin L. Atwood. "Convergent Design Sequences, for Sufficiently Regular Optimality Criteria, II: Singular Case." Ann. Statist. 8 (4) 894 - 912, July, 1980. https://doi.org/10.1214/aos/1176345082

Information

Published: July, 1980
First available in Project Euclid: 12 April 2007

zbMATH: 0446.62078
MathSciNet: MR572633
Digital Object Identifier: 10.1214/aos/1176345082

Subjects:
Primary: 62K05
Secondary: 65B99

Keywords: $\phi$-optimality , $D_s$-optimality , $L$-optimality , equivalence theorem for optimal designs , iterative design optimization , Singular optimal experimental designs

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • July, 1980
Back to Top