Constrained $D$- and $D_1$-optimal designs for polynomial regression
نویسندگان
چکیده
منابع مشابه
Constrained D-and D 1 -optimal Designs for Polynomial Regression
In the common polynomial regression model of degree m we consider the problem of determining the D-and D 1-optimal designs subject to certain constraints for the D 1-eeciencies in the models of degree m ? j; m ? j + 1; : : : ; m + k (m > j 0; k 0 given). We present a complete solution of these problems, which on the one hand allow a fast computation of the constrained optimal designs and on the...
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Abstract: We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems to solve numerically the approximate optimal design problem. The geometry of the design is recovered via semidefinite programming duality theory. Th...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2000
ISSN: 0090-5364
DOI: 10.1214/aos/1015957477