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Construction of D-Optimal Experimental Designs for Nonparametric Regression Models

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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.

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Authors and Affiliations

  1. Novosibirsk State Technical University, pr. Karla Marksa 20, Novosibirsk, 630073, Russia

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

Authors
  1. V. I. Denisov
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  2. V. S. Timofeev
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  3. P. A. Kamenev
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Correspondence to V. I. Denisov.

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Original Russian Text © V.I. Denisov, V.S. Timofeev, P.A. Kamenev, 2018, published in Sibirskii Zhurnal Industrial’noi Matematiki, 2018, Vol. XXI, No. 2, pp. 46–55.

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Denisov, V.I., Timofeev, V.S. & Kamenev, P.A. Construction of D-Optimal Experimental Designs for Nonparametric Regression Models. J. Appl. Ind. Math. 12, 234–242 (2018). https://doi.org/10.1134/S1990478918020047

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  • DOI: https://doi.org/10.1134/S1990478918020047

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