Evaluation of combinatorial optimisation algorithms for c-optimal experimental designs with correlated observations

Samuel I. Watson*, Yi Pan

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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Abstract

We show how combinatorial optimisation algorithms can be applied to the problem of identifying c-optimal experimental designs when there may be correlation between and within experimental units and evaluate the performance of relevant algorithms. We assume the data generating process is a generalised linear mixed model and show that the c-optimal design criterion is a monotone supermodular function amenable to a set of simple minimisation algorithms. We evaluate the performance of three relevant algorithms: the local search, the greedy search, and the reverse greedy search. We show that the local and reverse greedy searches provide comparable performance with the worst design outputs having variance
Original languageEnglish
Article number112
Number of pages15
JournalStatistics and Computing
Volume33
Issue number5
Early online date29 Jul 2023
DOIs
Publication statusPublished - Oct 2023

Keywords

  • Experimental design
  • Optimisation
  • Optimal design
  • GLMM
  • Algorithms

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