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Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs

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  • Yu, Yaming

Abstract

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.

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  • Yu, Yaming, 2010. "Strict monotonicity and convergence rate of Titterington's algorithm for computing D-optimal designs," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1419-1425, June.
    • Handle: RePEc:eee:csdana:v:54:y:2010:i:6:p:1419-1425
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    1. D. M. Titterington, 1978. "Estimation of Correlation Coefficients by Ellipsoidal Trimming," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(3), pages 227-234, November.
    2. Harman, Radoslav & Pronzato, Luc, 2007. "Improvements on removing nonoptimal support points in D-optimum design algorithms," Statistics & Probability Letters, Elsevier, vol. 77(1), pages 90-94, January.
    3. Torsney, B. & Mandal, S., 2006. "Two classes of multiplicative algorithms for constructing optimizing distributions," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1591-1601, December.
    4. Dette, Holger & Pepelyshev, Andrey & Zhigljavsky, Anatoly, 2008. "Improving updating rules in multiplicative algorithms for computing D-optimal designs," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 312-320, December.
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    Cited by:

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    2. Lucy L. Gao & Julie Zhou, 2017. "D-optimal designs based on the second-order least squares estimator," Statistical Papers, Springer, vol. 58(1), pages 77-94, March.
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    4. Duarte, Belmiro P.M. & Atkinson, Anthony C. & Granjo, Jose F.O & Oliveira, Nuno M.C, 2019. "Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming," LSE Research Online Documents on Economics 102500, London School of Economics and Political Science, LSE Library.
    5. Radoslav Harman & Eva Benková, 2017. "Barycentric algorithm for computing D-optimal size- and cost-constrained designs of experiments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 201-225, February.

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