A Randomized Exchange Algorithm for Computing Optimal Approximate Designs of Experiments

DOI10.1080/01621459.2018.1546588zbMath1437.62299arXiv1801.05661OpenAlexW2963264568WikidataQ128743893 ScholiaQ128743893MaRDI QIDQ3304857

Peter Richtárik, Lenka Filová, Radoslav Harman

Publication date: 3 August 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.05661

zbMATH Keywords

convex optimization\(D\)-optimality\(A\)-optimalityminimum-volume enclosing ellipsoid\(I\)-optimalityoptimal approximate designs of experiments

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05) Optimal statistical designs (62K05) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Related Items (9)

Minimax Efficient Random Experimental Design Strategies With Application to Model-Robust Design for Prediction ⋮ The mixture design threshold accepting algorithm for generating \(D\)-optimal designs of the mixture models ⋮ Computing minimum-volume enclosing ellipsoids for large datasets ⋮ An unexpected connection between Bayes \(A\)-optimal designs and the group Lasso ⋮ Construction of constrained experimental designs on finite spaces for a modified \(\mathrm{E}_k\)-optimality criterion ⋮ Efficient computational algorithms for approximate optimal designs ⋮ A branch-and-bound algorithm for the exact optimal experimental design problem ⋮ Optimal design of multifactor experiments via grid exploration ⋮ Circuits for robust designs

Uses Software

• R

Cites Work

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