### Radoslav Harman (Department of Applied Mathematics and Statistics, Comenius University, Bratislava)

#### Algorithms for constructing optimal approximate designs of experiments

*Wednesday 16 November 2011 at 15.30, JCMB 6206*

##### Abstract

An optimal design of experiment is a rule of selecting the measurements which
provide the maximum possible amount of information about the unknown parameters
of the underlying statistical model. From the mathematical point of view, the
construction of an optimal "approximate" design is a special problem of convex
optimization on the unit n-simplex, a relaxation of the problem of constructing
an optimal "exact" experimental design. In the talk we will describe two
classic algorithms for constructing optimal approximate designs: Fedorov-Wynn
steepest descent algorithm and Titterington-Torsney multiplicative algorithm.
We also give examples of design problems that can be efficiently solved using
the methods of mathematical programming, ranging from linear programming to
semidefinite programming.

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