Mathematica Slovaca | |
Approximate D-optimal designs of experiments on the convex hull of a finite set of information matrices | |
Radoslav Harman1  Mária Trnovská1  | |
关键词: D-optimal design; multivariate regression; multiplicative algorithm; D-optimal augmentation of trials; | |
DOI : 10.2478/s12175-009-0157-9 | |
学科分类:数学(综合) | |
来源: Slovenska Akademia Vied * Matematicky Ustav / Slovak Academy of Sciences, Mathematical Institute | |
【 摘 要 】
In the paper we solve the problem of D â„‹-optimal design on a discrete experimental domain, which is formally equivalent to maximizing determinant on the convex hull of a finite set of positive semidefinite matrices. The problem of D â„‹-optimality covers many special design settings, e.g., the D-optimal experimental design for multivariate regression models. For D â„‹-optimal designs we prove several theorems generalizing known properties of standard D-optimality. Moreover, we show that D â„‹-optimal designs can be numerically computed using a multiplicative algorithm, for which we give a proof of convergence. We illustrate the results on the problem of D-optimal augmentation of independent regression trials for the quadratic model on a rectangular grid of points in the plane.
【 授权许可】
Unknown
【 预 览 】
Files | Size | Format | View |
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RO201912080690767ZK.pdf | 681KB | download |