Some new properties and computational tools for finding KL-optimum designs are provided in this paper. 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 suggestion for numerical computation purposes
Properties of the KL-optimality criterion [Text] / G. Aletti, C. May, C. Tommasi. - [s.l], 2014.
Properties of the KL-optimality criterion
G. Aletti;C. Tommasi
2014
Abstract
Some new properties and computational tools for finding KL-optimum designs are provided in this paper. 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 suggestion for numerical computation purposesPubblicazioni consigliate
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