KL-optimum designs: theoretical properties and practical computation

Giacomo Aletti, Caterina May, Chiara Tommasi

Risultato della ricerca: Contributo su rivistaArticolo in rivistapeer review

Abstract

In this paper some new properties and computational tools for finding KL-optimum designs are provided. KL-optimality is a general criterion useful to select the best experimental conditions to discriminate between statistical models. A KL-optimum design is obtained from a minimax optimization problem, which is defined on a infinite-dimensional space. In particular, continuity of the KL-optimality criterion is proved under mild conditions; as a consequence, the first-order algorithm converges to the set of KL-optimum designs for a large class of models. It is also shown that KL-optimum designs are invariant to any scale-position transformation. Some examples are given and discussed, together with some practical implications for numerical computation purposes.

Lingua originaleInglese
pagine (da-a)107-117
Numero di pagine11
RivistaStatistics and Computing
Volume26
Numero di pubblicazione1-2
DOI
Stato di pubblicazionePubblicato - 1 gen 2016

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