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arXiv · 0905.2646

Monotonic convergence of a general algorithm for computing optimal designs

Yaming Yu
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Abstract

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. 2010-10-05. Monotonic convergence of a general algorithm for computing optimal designs. https://doi.org/10.1214/09-aos761

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