Construction of D-Optimal Experimental Designs for Nonparametric Regression Models
- Авторы: Denisov V.1, Timofeev V.1, Kamenev P.1
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Учреждения:
- Novosibirsk State Technical University
- Выпуск: Том 12, № 2 (2018)
- Страницы: 234-242
- Раздел: Article
- URL: https://journals.rcsi.science/1990-4789/article/view/213043
- DOI: https://doi.org/10.1134/S1990478918020047
- ID: 213043
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Аннотация
Under study is the problem of a D-optimal experimental design for the problem of nonparametric kernel smoothing. Modification is proposed for the process of calculating the Fisher information matrix. D-optimal designs are constructed for one and several target points for the problems of nonparametric kernel smoothing using a uniform kernel, the Gauss and Epanechnikov kernels. Comparison is performed between Fedorov’s algorithm and direct optimization methods (such as the Nelder–Mead method and the method of differential evolution). The features of the application of the optimality criterion for the experimental design of the problems with several target points were specified for the cases of various kernels and bandwidths.
Об авторах
V. Denisov
Novosibirsk State Technical University
Автор, ответственный за переписку.
Email: videnis@nstu.ru
Россия, pr. Karla Marksa 20, Novosibirsk, 630073
V. Timofeev
Novosibirsk State Technical University
Email: videnis@nstu.ru
Россия, pr. Karla Marksa 20, Novosibirsk, 630073
P. Kamenev
Novosibirsk State Technical University
Email: videnis@nstu.ru
Россия, pr. Karla Marksa 20, Novosibirsk, 630073