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Minimax optimal designs via particle swarm optimization methods
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Minimax optimal designs via particle swarm optimization methods

Ray-Bing Chen, Shin-Perng Chang, Weichung Wang, Heng-Chih TungWeng Kee Wong
Statistics and Computing, 卷.25(5), 頁碼.975-988
09/2015

摘要

Continuous optimal design Equivalence theorem Fisher information matrix Regression model Standardized maximin optimality criterion Theoretical Computer Science Statistics and Probability Statistics Probability and Uncertainty Computational Theory and Mathematics
Particle swarm optimization (PSO) techniques are widely used in applied fields to solve challenging optimization problems but they do not seem to have made an impact in mainstream statistical applications hitherto. PSO methods are popular because they are easy to implement and use, and seem increasingly capable of solving complicated problems without requiring any assumption on the objective function to be optimized. We modify PSO techniques to find minimax optimal designs, which have been notoriously challenging to find to date even for linear models, and show that the PSO methods can readily generate a variety of minimax optimal designs in a novel and interesting way, including adapting the algorithm to generate standardized maximin optimal designs.

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