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

Yaming Yu

Computational Statistics & Data Analysis, 2010, vol. 54, issue 6, 1419-1425

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.

Keywords: D-optimality; Experimental; design; Multiplicative; algorithm (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:54:y:2010:i:6:p:1419-1425

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