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arXiv · 1411.7601

Saturated locally optimal designs under differentiable optimality criteria

Linwei Hu·Min Yang·John Stufken
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Abstract

We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 40 (2012) 1665-1681] and Dette and Schorning [Ann. Statist. 41 (2013) 1260-1267] gave complete class results for optimal designs under such models. Based on their results, saturated optimal designs exist; however, how to find such designs has not been addressed. We develop tools to find saturated optimal designs, and also prove their uniqueness under mild conditions.

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Linwei Hu, Min Yang, John Stufken. 2014-11-27. Saturated locally optimal designs under differentiable optimality criteria. https://doi.org/10.1214/14-aos1263

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