Dual optimal design and the Christoffel-Darboux polynomial
Résumé
The purpose of this short note is to show that the Christoffel-Darboux polynomial, useful in approximation theory and data science, arises naturally when deriving the dual to the problem of semi-algebraic D-optimal experimental design in statistics. It uses only elementary notions of convex analysis.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...