바로가기메뉴

본문 바로가기 주메뉴 바로가기

logo

  • P-ISSN1226-0657
  • E-ISSN2287-6081
  • KCI

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics / Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics, (P)1226-0657; (E)2287-6081
1995, v.2 no.2, pp.133-140
Oh, Im-Geol

Abstract

The D-optimal design criterion for precise parameter estimation in nonlinear regression analysis is called the determinant criterion because the determinant of a matrix is to be maximized. In this thesis, we derive the gradient and the Hessian of the determinant criterion, and apply a QR decomposition for their efficient computations. We also propose an approximate form of the Hessian matrix which can be calculated from the first derivative of a model function with respect to the design variables. These equations can be used in a Gauss-Newton type iteration procedure.

keywords

Journal of the Korean Society of Mathematical Education Series B: The Pure and Applied Mathematics