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Compound optimal design criteria for nonlinear models
J M McGree1, J A Eccleston, S B Duffull
1School of Physical Science, University of Queensland, St Lucia Brisbane, Australia. j.mcgree@uq.edu.au
Abstract:
Three approaches for combining parameter estimation with opposing design criteria are proposed for nonlinear models. The first method discussed is the technique found in the literature and as such is the reference method for this paper. The compound crtierion is formed by maximizing a weighted product of efficiencies. The second criterion involves maximizing an opposing criterion while minimizing a defined loss function. The third method simultaneously maximizes both efficiencies with respect to parameter estimation and an opposing criterion with a multiple objective simulated annealing algorithm. The examples presented are based on a PK-model and a generalized linear model found in the literature.
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