Eigenvalue bounds for statistical design problems
Conference
·
OSTI ID:36204
We present exact algorithms for finding optimal statistical designs using bounds based on spectral information. Specifically, we give algorithms for (1) choosing a set of design points, from some candidate set, so as to minimize the generalized variance of the parameter estimates with respect to a linear model, and (2) choosing a feasible design so as to maximize the entropy (information) for correlated Gaussian random variables. In mathematical programming terms, both problems are combinatorial optimization problems with nonlinear objective functions related to matrix determinants.
- OSTI ID:
- 36204
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0527
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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