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

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.
Year of publication:
2010
Authors: Yu, Yaming
Published in:
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 54.2010, 6, p. 1419-1425
Publisher: Elsevier
Subject: D-optimality Experimental design Multiplicative algorithm
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10008550858
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