Dual optimal design and the Christoffel-Darboux polynomial
Optimization and Control
2020-12-09 v2 Statistics Theory
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2009.03546,
title = {Dual optimal design and the Christoffel-Darboux polynomial},
author = {Yohann de Castro and Fabrice Gamboa and Didier Henrion and Jean Lasserre},
journal= {arXiv preprint arXiv:2009.03546},
year = {2020}
}