Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs

Details Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs

2010-01-21

arxiv.org/abs/1001.3859v1

Computational Statistics and Data Analysis 54 (2010) 1419--1425.

Statistics

Methodology

Scientific paper

10.1016/j.csda.2010.01.026

We study a class of multiplicative algorithms introduced by Silvey et al. (1978) for computing D-optimal designs. Strict monotonicity is established for a variant considered by Titterington (1978). A formula for the rate of convergence is also derived. This is used to explain why modifications considered by Titterington (1978) and Dette et al. (2008) usually converge faster.

Affiliated with

Also associated with

No associations

Rating

Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Strict Monotonicity and Convergence Rate of Titterington's Algorithm for Computing D-optimal Designs will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-249575