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An algebraic construction of minimally-supported D-optimal designs for weighted polynomial regressionJiang, Bo-jung 21 June 2004 (has links)
We propose an algebraic construction of $(d+1)$-point $D$-optimal
designs for $d$th degree polynomial regression with weight
function $omega(x)ge 0$ on the interval $[a,b]$. Suppose that
$omega'(x)/omega(x)$ is a rational function and the information
of whether the optimal support contains the boundary points $a$
and $b$ is available. Then the problem of constructing
$(d+1)$-point $D$-optimal designs can be transformed into a
differential equation problem leading us to a certain matrix
including a finite number of auxiliary unknown constants, which
can be solved from a system of polynomial equations in those
constants. Moreover, the $(d+1)$-point $D$-optimal interior
support points are the zeros of a certain polynomial which the
coefficients can be computed from a linear system. In most cases
the $(d+1)$-point $D$-optimal designs are also the approximate
$D$-optimal designs.
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On minimally-supported D-optimal designs for polynomial regression with log-concave weight functionLin, Hung-Ming 29 June 2005 (has links)
This paper studies minimally-supported D-optimal designs for polynomial regression model with logarithmically concave (log-concave) weight functions.
Many commonly used weight functions in the design literature are log-concave.
We show that the determinant of information matrix of minimally-supported design is a log-concave function of ordered support points and the D-optimal design is unique. Therefore, the numerically D-optimal designs can be determined e¡Óciently by standard constrained concave programming algorithms.
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D-optimal designs for weighted polynomial regression - a functional-algebraic approachChang, Sen-Fang 20 June 2004 (has links)
This paper is concerned with the problem of computing theapproximate D-optimal design for polynomial regression with weight function w(x)>0 on the design interval I=[m_0-a,m_0+a]. It is shown that if w'(x)/w(x) is a rational function on I and a is close to zero, then the problem of constructing D-optimal designs can be transformed into a differential equation problem leading us to a certain matrix including a finite number of auxiliary unknown constants, which can be approximated by a Taylor expansion. We provide a recursive algorithm to compute Taylor expansion of these constants. Moreover, the D-optimal
interior support points are the zeros of a polynomial which has coefficients that can be computed from a linear system.
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A-optimal designs for weighted polynomial regressionSu, Yang-Chan 05 July 2005 (has links)
This paper is concerned with the problem of constructing
A-optimal design for polynomial regression with analytic weight
function on the interval [m-a,m+a]. It is
shown that the structure of the optimal design depends on a and
weight function only, as a close to 0. Moreover, if the weight
function is an analytic function a, then a scaled version of
optimal support points and weights is analytic functions of a at
$a=0$. We make use of a Taylor expansion which coefficients can be
determined recursively, for calculating the A-optimal designs.
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Ds-optimal designs for weighted polynomial regressionMao, Chiang-Yuan 21 June 2007 (has links)
This paper is devoted to studying the problem of constructing Ds-optimal design for d-th degree polynomial regression with analytic weight function
on the interval [m-a,m+a],m,a in R. It is demonstrated that the structure of the optimal design depends on d, a and weight function only, as a close to 0. Moreover, the Taylor polynomials of the scaled versions of the optimal support points and weights can be computed via a recursive formula.
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A characterization of weight function for construction of minimally-supported D-optimal designs for polynomial regression via differential equationChang, Hsiu-ching 13 July 2006 (has links)
In this paper we investigate (d + 1)-point D-optimal designs for d-th degree polynomial
regression with weight function w(x) > 0 on the interval [a, b]. Suppose that w'(x)/w(x) is a rational function and the information of whether the optimal support
contains the boundary points a and b is available. Then the problem of constructing
(d + 1)-point D-optimal designs can be transformed into a differential equation
problem leading us to a certain matrix with k auxiliary unknown constants. We characterize the weight functions corresponding to the cases when k= 0 and k= 1.
Then, we can solve (d + 1)-point D-optimal designs directly from differential equation
(k = 0) or via eigenvalue problems (k = 1). The numerical results show us an interesting relationship between optimal designs and ordered eigenvalues.
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