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On Minimally-supported D-optimal Designs for Polynomial Regression with Log-concave Weight Function
Authors:Fu-Chuen Chang  Hung-Ming Lin
Affiliation:(1) Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung, 804, Taiwan, ROC
Abstract: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. For example, $$(1-x)^{alpha+1}(1+x)^{beta+1}(-1le xle 1,alphage -1,betage -1),x^{alpha+1}exp(-x) (xge 0,alphage -1)$$ and exp(−x 2) in Theorem 2.3.2 of Fedorov (Theory of optimal experiments, 1972) are all 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 constructed efficiently by cyclic exchange algorithm.
Keywords:Approximate D-optimal design  Cyclic exchange algorithm  Gershgorin Circle Theorem  Log-concave  Minimally-supported design  Weighted polynomial regression
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