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Efficient computational algorithm for optimal allocation in regression models

Authors
Journal
Journal of Computational and Applied Mathematics
0377-0427
Publisher
Elsevier
Publication Date
Volume
261
Identifiers
DOI: 10.1016/j.cam.2013.10.040
Keywords
  • [Formula Omitted]-Optimality
  • Maximum Likelihood Estimators
  • Accelerated Life-Testing
  • Monte Carlo Method
Disciplines
  • Computer Science

Abstract

Abstract In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for D-optimality has been discussed in the literature. Here, we provide an alternate proof of the monotonic convergence for D-criterion with a simple computational algorithm and furthermore show it converges to the D-optimality. We also discuss an algorithm as well as a conjecture of the monotonic convergence for A-criterion. Monte Carlo simulations are used to demonstrate the reliability, efficiency and usefulness of the proposed algorithms.

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