English, Article, Journal or magazine article edition: T-optimality: a stopping rule for a first order algorithm Jesus LOPEZ FIDALGO; Chiara TOMMASI; Paula Camelia TRANDAFIR

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Bookmark: http://trove.nla.gov.au/version/58907
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • T-optimality: a stopping rule for a first order algorithm
Author
  • Jesus LOPEZ FIDALGO
  • Chiara TOMMASI
  • Paula Camelia TRANDAFIR
Physical Description
  • preprint
Notes
  • In the optimal design theory, the T-optimality criterion is useful for the discrimination between two competitive models. This criterion has an interesting statistical interpretation as the power of a test for the fit of a second model when the first one is true. Usually there is not a closed form for the T-optimum design and it must be computed through an iterative procedure. In this short note a stopping rule for a first order algorithm is provided. The proposed stopping rule has the interesting feature that the algorithm will always stop at a design which reaches a minimum fixed efficiency. In other words, the algorithm stops when it reaches a design efficiency (with respect to the unknown T-optimum design) as good as wanted.
  • optimal design, discrimination models
  • RePEc:mil:wpdepa:2004-30
Language
  • English
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