MONOTONIC CONVERGENCE OF A GENERAL ALGORITHM FOR COMPUTING OPTIMAL DESIGNS

• 成果类型: Article
• 署名作者: Yu, Yaming
• 署名单位: University of California System; University of California Irvine
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/09-AOS761
• 发表日期: 2010
• 页码: 1593-1606
• 关键词: multiplicative algorithms; support-points; em algorithm

摘要

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] or 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.