Research Interests

Algorithms for computing optimal and efficient designs

• H. Dette, A. Pepelyshev, A. Zhigljavsky (2008)
  Improving updating rules in multiplicative algorithms for computing D-optimal designs. Com. Stat. and Data Analysis. 53, 312-320.link
  Abstract
  A class of multiplicative algorithms for computing D-optimal designs for regression models on a finite design space is discussed and a monotonicity result for a sequence of determinants obtained by the iterations is proved. As a consequence the convergence of the sequence of designs to the D-optimal design is established. The class of algorithms is indexed by a real parameter and contains two algorithms considered previously as special cases. Numerical results are provided to demonstrate the efficiency of the proposed methods. Finally, several extensions to other optimality criteria are discussed.
• A. Pepelyshev (2009)
  Improvement of random LHD for high dimensions. Proceedings of the 6th St. Petersburg Workshop on Simulation, 1091-1096.link
  Abstract
  Designs of experiments for multivariate case are reviewed. Fast algorithm of construction of good Latin hypercube designs is developed.