The Annals of Statistics

Some Algorithmic Aspects of the Theory of Optimal Designs

Chien-Fu Wu

Full-text: Open access

Abstract

The approximate optimal design problem is treated as a constrained convex programming problem. A general class of optimal design algorithms is proposed from this point of view. Asymptotic convergence to optimal designs is also proved. Related problems like the implementability problem for the infinite support case and the general step-length algorithms are discussed.

Article information

Source
Ann. Statist., Volume 6, Number 6 (1978), 1286-1301.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176344374

Digital Object Identifier
doi:10.1214/aos/1176344374

Mathematical Reviews number (MathSciNet)
MR523763

Zentralblatt MATH identifier
0392.62058

JSTOR
links.jstor.org

Subjects
Primary: 62K05: Optimal designs
Secondary: 90C50

Keywords
General equivalence theorem optimal design algorithms nonlinear programming general step-length algorithms

Citation

Wu, Chien-Fu. Some Algorithmic Aspects of the Theory of Optimal Designs. Ann. Statist. 6 (1978), no. 6, 1286--1301. doi:10.1214/aos/1176344374. https://projecteuclid.org/euclid.aos/1176344374


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