Statistics and Data Science Seminar
Dr. Stefanie Biedermann
University of Southampton, UK
The optimal weights exchange algorithm – A fast and flexible method to derive optimal designs
Abstract: Finding optimal designs for nonlinear models is challenging in general. Although some recent results allow us to focus on a simple subclass of designs for most problems, deriving a specific optimal design still mainly depends on numerical approaches. There is need for a general and efficient algorithm which is more broadly applicable than the current state of the art methods. We present a new algorithm which can be used to find optimal designs with respect to a broad class of optimality criteria, when the model parameters or functions thereof are of interest, and for both locally optimal and multi-stage design strategies. We prove convergence to the optimal design, and show in various examples that the new algorithm outperforms the current state of the art algorithms.
Wednesday September 18, 2013 at 4:00 PM in SEO 636