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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. 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.
    3. 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.
    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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