A semi-infinite programming based algorithm for finding minimax optimal designs for nonlinear models

Minimax optimal experimental designs are notoriously difficult to study largely because the optimality criterion is not differentiable and there is no effective algorithm for generating them. We apply semi-infinite programming (SIP) to solve minimax design problems for nonlinear models in a systemat...

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Vydáno v:	Statistics and computing Ročník 24; číslo 6; s. 1063 - 1080
Hlavní autoři:	Duarte, Belmiro P. M., Wong, Weng Kee
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Boston Springer US 01.11.2014
Témata:	Artificial Intelligence Mathematics and Statistics Probability and Statistics in Computer Science Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Fisher Information Matrix General equivalence theorem Power logistic model Semi-infinite programming Minmax problem Continuous design
ISSN:	0960-3174, 1573-1375
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