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2010-05-13
On a Multiplicative Algorithm for Computing Bayesian D-optimal Designs
Yaming Yu
文献摘要
We use the minorization-maximization principle (Lange, Hunter and Yang 2000) to establish the monotonicity of a multiplicative algorithm for computing Bayesian D-optimal designs. This proves a conjecture of Dette, Pepelyshev and Zhigljavsky (2008).
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