Journal
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
Volume 49, Issue 2, Pages 438-470Publisher
WILEY
DOI: 10.1002/cjs.11571
Keywords
Fast convergence; multiplicative algorithm; prediction-oriented; sequential algorithm
Categories
Funding
- National Science Foundation
- College of Science and Health Faculty Summer Research Grant Program, DePaul University
Ask authors/readers for more resources
Generalized linear models (GLMs) are widely used in statistical analysis, and studying optimal designs for improving prediction accuracy is crucial. This work proposes Elastic I-optimality as a prediction-oriented design criterion for GLMs, develops an efficient algorithm, and conducts numerical examples to evaluate feasibility and computational efficiency.
The generalized linear models (GLMs) are widely used in statistical analysis and the related design issues are undoubtedly challenging. The state-of-the-art works mostly apply to design criteria on the estimates of regression coefficients. The prediction accuracy is usually critical in modern decision-making and artificial intelligence applications. It is of importance to study optimal designs from the prediction aspects for GLMs. In this work, we consider Elastic I-optimality as a prediction-oriented design criterion for GLMs, and develop an efficient algorithm for such EI-optimal designs. By investigating theoretical properties for the optimal weights of any set of design points and extending the general equivalence theorem to the EI-optimality for GLMs, the proposed efficient algorithm adequately combines the Fedorov-Wynn algorithm and the multiplicative algorithm. It achieves great computational efficiency with guaranteed convergence. Numerical examples are conducted to evaluate the feasibility and computational efficiency of the proposed algorithm.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available