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i-optimal designs #337
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Hi @dlinzner-bcs @KaiExner, |
Dear @Osburg , the I criterion can be calculated as tr( (Y'Y %*% inv(X'X/nX)) /nY) where X is the model matrix and Y is a space over which I is averaged. nX, nY are the number of rows in X and Y. This approached is used by the optFedrov algorithm in the AlgDesign package in R. optFederov uses Y as a candidate set for an exchange algorithm. In the simple case it is a rectangular grid, if constraints exist, the list is simply checked against the constraints. |
@KaiExner thanks for the explanation, this was helpful! |
@KaiExner I think this nice sampler by @Osburg is what you want: https://github.com/experimental-design/bofire/blob/main/bofire/strategies/universal_constraint.py it is to my understanding producing space-filling points within the (constrained) domain. |
Thanks @dlinzner-bcs - its on my list :) |
We have a use-case for i-optimal designs. A colleague (Kai Exner) is currently implementing it.
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