Statistics and Data Science Seminar
William Li
Shanghai Advanced Institute of Finance
A Class of New Particle Swarm Optimization Algorithms and Applications to Model Discriminating Designs
Abstract: Exchange-type of algorithms have been commonly used in design construction problems. In recent years, algorithms based on Particle Swarm Optimization (PSO) techniques have been proposed to construct optimal designs. PSO algorithms have been developed mostly for continuous-type of problems. In this talk we develop a general class of Particle Swarm Exchange algorithms, targeting discrete-type of design problems . We used the proposed algorithm to construct a class of optimal model-discriminating designs. It is shown that the algorithms work both efficiently and effectively. The algorithm compared favorably with the coordinate-exchange algorithm - one of the most commonly used algorithms. And we obtained model-discriminating designs that are comparable and sometime better than existing results.
Monday May 13, 2019 at 4:00 PM in 636 SEO