Removing non-optimal support points in D-optimum design algorithms

We show that points can be removed from the design space during the search for a D-optimum design, using a simple inequality satisfied by support points of a D-optimum design measure. This inequality does not seem to have been noticed before but may be used for accelerating algorithms for D-optimum design, or for the determination of minimum covering ellipsoids, as used, e.g., in ellipsoidal trimming.

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Year of publication:	2003
Authors:	Pronzato, Luc
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 3, p. 223-228
Publisher:	Elsevier
Keywords:	D-optimum design Design algorithm Support point

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138381