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JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 2018 Volume 21, Number 2, Pages 46–55 (Mi sjim998)

This article is cited in 1 paper

Construction of $D$-optimal experimental designs for nonparametric regression models

V. I. Denisov, V. S. Timofeev, P. A. Kamenev

Novosibirsk State Technical University, 20 K. Marks av., 630073 Novosibirsk

Abstract: 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.

Keywords: experimental design, $D$-optimal design, nonparametric regression, Fisher information matrix, kernel smoothing.

UDC: 519.242.5

Received: 04.07.2017

DOI: 10.17377/sibjim.2018.21.204


 English version:
Journal of Applied and Industrial Mathematics, 2018, 12:2, 234–242

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