Monotonic convergence of a general algorithm for computing optimal designs
classification
📊 stat.CO
math.STstat.MEstat.TH
keywords
designsoptimalcomputingconvergencegeneralmonotonictitteringtonalgorithm
read the original abstract
Monotonic convergence is established for a general class of multiplicative algorithms introduced by Silvey, Titterington and Torsney [Comm. Statist. Theory Methods 14 (1978) 1379--1389] for computing optimal designs. A conjecture of Titterington [Appl. Stat. 27 (1978) 227--234] is confirmed as a consequence. Optimal designs for logistic regression are used as an illustration.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.