On a Multiplicative Algorithm for Computing Bayesian D-optimal Designs

Details On a Multiplicative Algorithm for Computing Bayesian D-optimal Designs On a Multiplicative Algorithm for Computing Bayesian D-optimal Designs

2010-05-13

arxiv.org/abs/1005.2355v1

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We use the minorization-maximization principle (Lange, Hunter and Yang 2000)
to establish the monotonicity of a multiplicative algorithm for computing
Bayesian D-optimal designs. This proves a conjecture of Dette, Pepelyshev and
Zhigljavsky (2008).

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