Monotonic convergence of a general algorithm for computing optimal designs

Authors
Yu, Yaming
Citation
Yu, Yaming, Monotonic convergence of a general algorithm for computing optimal designs, Annals of statistics , 38(3), 2010, pp. 1593-1606
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
38
Issue
3
Year of publication
2010
Pages
1593 - 1606
Database
ACNP
SICI code
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.