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arXiv · 1301.0877

Efficient Computational Algorithm for Optimal Allocation in Regression Models

Wei Gao·Ping Shing Chan·Hon Keung Tony Ng·Xiaolei Lu
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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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BibTeXRIS

Wei Gao, Ping Shing Chan, Hon Keung Tony Ng, Xiaolei Lu. 2013-01-05. Efficient Computational Algorithm for Optimal Allocation in Regression Models. https://arxiv.org/abs/1301.0877

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