Construction of D-Optimal Experimental Designs for Nonparametric Regression Models

Construction of D-Optimal Experimental Designs for Nonparametric Regression Models Under study is the problem of a D-optimal experimental design for the problem of nonparametric kernel smoothing. Modification is proposed for the process of calculating the Fisher information matrix. D-optimal designs are constructed for one and several target points for the problems of nonparametric kernel smoothing using a uniform kernel, the Gauss and Epanechnikov kernels. Comparison is performed between Fedorov’s algorithm and direct optimization methods (such as the Nelder–Mead method and the method of differential evolution). The features of the application of the optimality criterion for the experimental design of the problems with several target points were specified for the cases of various kernels and bandwidths. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Applied and Industrial Mathematics Springer Journals

Construction of D-Optimal Experimental Designs for Nonparametric Regression Models

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Publisher
Springer Journals
Copyright
Copyright © 2018 by Pleiades Publishing, Ltd.
Subject
Mathematics; Mathematics, general
ISSN
1990-4789
eISSN
1990-4797
D.O.I.
10.1134/S1990478918020047
Publisher site
See Article on Publisher Site

Abstract

Under study is the problem of a D-optimal experimental design for the problem of nonparametric kernel smoothing. Modification is proposed for the process of calculating the Fisher information matrix. D-optimal designs are constructed for one and several target points for the problems of nonparametric kernel smoothing using a uniform kernel, the Gauss and Epanechnikov kernels. Comparison is performed between Fedorov’s algorithm and direct optimization methods (such as the Nelder–Mead method and the method of differential evolution). The features of the application of the optimality criterion for the experimental design of the problems with several target points were specified for the cases of various kernels and bandwidths.

Journal

Journal of Applied and Industrial MathematicsSpringer Journals

Published: May 29, 2018

References

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