Dual optimal design and the Christoffel-Darboux polynomial

09/08/2020
by   Yohann De Castro, et al.
0

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.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset