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Dual optimal design and the Christoffel–Darboux polynomial
Optimization Letters ( IF 1.6 ) Pub Date : 2021-01-01 , DOI: 10.1007/s11590-020-01680-2
Yohann De Castro , Fabrice Gamboa , Didier Henrion , Jean Bernard Lasserre

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. Geometric interpretations and algorithmic consequences are mentioned.



中文翻译:

对偶最佳设计和Christoffel–Darboux多项式

本简短笔记的目的是表明,当对数推导到统计中的半代数D最优实验设计问题的对偶时,可用于近似理论和数据科学的Christoffel–Darboux多项式自然而然地出现。它仅使用凸分析的基本概念。提到了几何解释和算法后果。

更新日期:2021-01-01
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