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Optimal design generation: an approach based on discovery probability

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  • Roberto Fontana

Abstract

Efficient algorithms for searching for optimal saturated designs for sampling experiments are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a global optimal design. Indeed, they start from an initial random design and find a local optimal design. If the initial design is changed the optimum found will, in general, be different. A natural question arises. Should we stop at the design found or should we run the algorithm again in search of a better design? This paper uses very recent methods and software for discovery probability to support the decision to continue or stop the sampling. A software tool written in SAS has been developed. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Roberto Fontana, 2015. "Optimal design generation: an approach based on discovery probability," Computational Statistics, Springer, vol. 30(4), pages 1231-1244, December.
    • Handle: RePEc:spr:compst:v:30:y:2015:i:4:p:1231-1244
    DOI: 10.1007/s00180-015-0562-1
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    References listed on IDEAS

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    1. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "A New Estimator of the Discovery Probability," Biometrics, The International Biometric Society, vol. 68(4), pages 1188-1196, December.
    2. P. Angelopoulos & H. Evangelaras & C. Koukouvinos & E. Lappas, 2007. "An effective step-down algorithm for the construction and the identification of nonisomorphic orthogonal arrays," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 66(2), pages 139-149, September.
    3. Stefano Favaro & Antonio Lijoi & Igor Prünster, 2012. "A new estimator of the discovery probability," DEM Working Papers Series 007, University of Pavia, Department of Economics and Management.
    4. Mauro Gasparini, 2012. "Mixtures and limits of symmetric random integer partitions," METRON, Springer;Sapienza Università di Roma, vol. 70(2), pages 207-217, August.
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