Name
Title | ||
|---|---|---|
Optimal design of large-scale screening experiments: a critical look at the coordinate-exchange algorithm |
Abstract | ||
|---|---|---|
We focus on the D-optimal design of screening experiments involving main-effects regression models, especially with large numbers of factors and observations. We propose a new selection strategy for the coordinate-exchange algorithm based on an orthogonality measure of the design. Computational experiments show that this strategy finds better designs within an execution time that is 30 % shorter than other strategies. We also provide strong evidence that the use of the prediction variance as a selection strategy does not provide any added value in comparison to simpler selection strategies. Additionally, we propose a new iterated local search algorithm for the construction of D-optimal experimental designs. This new algorithm outperforms the original coordinate-exchange algorithm. |
Year | DOI | Venue |
|---|---|---|
2016 | 10.1007/s11222-014-9467-z | Statistics and Computing |
Keywords | Field | DocType |
Optimal design of experiments,D-optimality criterion,Coordinate-exchange algorithm,Metaheuristic,Iterated local search | Mathematical optimization,Regression analysis,Algorithm,Orthogonality,Optimal design,Added value,Execution time,Mathematics,Iterated local search,Metaheuristic,Design of experiments | Journal |
Volume | Issue | ISSN |
26 | 1 | 0960-3174 |
Citations | PageRank | References |
4 | 0.46 | 4 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Daniel Palhazi Cuervo | 1 | 25 | 3.50 |
| P. Goos | 2 | 185 | 24.41 |
| Kenneth Sörensen | 3 | 175 | 19.42 |