Monotonic convergence of a general algorithm for computing optimal designs
نویسنده
چکیده
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.
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تاریخ انتشار 2009