Efficient computational algorithm for optimal allocation in regression models

• Autores: Wei Gao, Ping Shing Chan, Hon Keung Tony Ng, Xiaolei Lu
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 261, Nº 1, 2014, págs. 118-126
• Idioma: inglés
• DOI: 10.1016/j.cam.2013.10.040
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• Resumen

  • In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for D-optimality has been discussed in the literature. Here, we provide an alternate proof of the monotonic convergence for D-criterion with a simple computational algorithm and furthermore show it converges to the D-optimality. We also discuss an algorithm as well as a conjecture of the monotonic convergence for A-criterion.

    Monte Carlo simulations are used to demonstrate the reliability, efficiency and usefulness of the proposed algorithms.