Monotonic convergence of a general algorithm for computing optimal designs

Details Monotonic convergence of a general algorithm for computing optimal designs Monotonic convergence of a general algorithm for computing optimal designs

2009-05-18

arxiv.org/abs/0905.2646v4

Annals of Statistics 2010, Vol. 38, No. 3, 1593-1606

Statistics

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Published in at http://dx.doi.org/10.1214/09-AOS761 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/09-AOS761

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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