Efficient computational algorithms for approximate optimal designs

نویسندگان

چکیده

In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus the commonly used criteria, D- and A-optimal criteria. For D-optimality, provide an alternative proof monotonic convergence D-optimal criterion algorithm design. further show that proposed converges then proves continuous under certain conditions. A-optimality, conjecture monotonicity algorithm. Numerical comparisons suggest perform well they are comparable or superior some existing algorithms.

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ژورنال

عنوان ژورنال: Journal of Statistical Computation and Simulation

سال: 2021

ISSN: ['1026-7778', '1563-5163', '0094-9655']

DOI: https://doi.org/10.1080/00949655.2021.1974439