CMStatistics 2019: Start Registration
View Submission - CMStatistics
B1072
Title: On greedy heuristics for computing D-efficient saturated subsets Authors:  Radoslav Harman - Comenius University in Bratislava (Slovakia) [presenting]
Samuel Rosa - Comenius University in Bratislava (Slovakia)
Abstract: D-efficient saturated subsets are natural initial solutions of various algorithms applied in statistics and computational geometry. We propose two greedy heuristics for the construction of D-efficient saturated subsets: an improvement of a previous method in the context of D-optimal experimental designs, and a modification of another method for the initiation of the minimum-volume enclosing ellipsoid algorithms. We provide mathematical insights into the two methods, and compare them to the commonly used random and regularized heuristics. We also demonstrate the speed of the state-of-the-art algorithms for computing D-optimal approximate designs of experiments initiated by the proposed methods.