Jie Yang of UIC : Analytic Solutions for D-optimal Designs under Generalized Linear Models

Posted by Jing Wang , part of the MATH Club.

At

Oct. 21, 0226, noon

In

SEO 1227

Abstract

In order to find D-optimal designs in statistics, we often need to maximize a homogeneous polynomial as a function of proportions. We introduce two analytic approaches to solve D-optimal approximate designs under generalized linear models. The first approach provides analytic D-optimal allocations for generalized linear models with two factors. The second approach leads to explicit solutions for a class of generalized linear models with more than two factors. There are many other similar optimization problems of homogenous polynomials that are open and have potential applications in statistics.