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Near G-optimal Tchakaloff designs
Computational Statistics ( IF 1.0 ) Pub Date : 2019-10-25 , DOI: 10.1007/s00180-019-00933-8
Len Bos , Federico Piazzon , Marco Vianello

We show that the notion of polynomial mesh (norming set), used to provide discretizations of a compact set nearly optimal for certain approximation theoretic purposes, can also be used to obtain finitely supported near G-optimal designs for polynomial regression. We approximate such designs by a standard multiplicative algorithm, followed by measure concentration via Caratheodory-Tchakaloff compression.

中文翻译:

近G最优Tchakaloff设计

我们表明,多项式网格(范数集)的概念用于提供对于某些近似理论而言几乎最佳的紧集的离散化,也可以用于获得多项式回归的有限支持的近G最优设计。我们通过标准的乘法算法对此类设计进行近似,然后通过Caratheodory-Tchakaloff压缩来测量浓度。
更新日期:2019-10-25
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