Multiplicative algorithms for computing optimum designs |
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| Authors: | B. Torsney,R. Martí n-Martí n, |
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| Affiliation: | aDepartment of Statistics, University of Glasgow, Glasgow G12 8QW, UK;bSchool of Computer Science, Department of Mathematics, The Institute of Applied Mathematics in Science and Engineering, University of Castilla-La Mancha, Paseo de la Universidad, 4 13071 Ciudad Real, Spain |
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| Abstract: | We study a new approach to determine optimal designs, exact or approximate, both for the uncorrelated case and when the responses may be correlated. A simple version of this method is based on transforming design points on a finite interval to proportions of the interval. Methods for determining optimal design weights can therefore be used to determine optimal values of these proportions. We explore the potential of this method in a range of examples encompassing linear and non-linear models, some assuming a correlation structure and some with more than one design variable. |
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| Keywords: | Exact design Approximate design Multiplicative algorithm Covariance function |
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