English

Optimal Designs for Regression on Lie Groups

Statistics Theory 2024-10-02 v1 Statistics Theory

Abstract

We consider a linear regression model with complex-valued response and predictors from a compact and connected Lie group. The regression model is formulated in terms of eigenfunctions of the Laplace-Beltrami operator on the Lie group. We show that the normalized Haar measure is an approximate optimal design with respect to all Kiefer's Φp\Phi_p-criteria. Inspired by the concept of tt-designs in the field of algebraic combinatorics, we then consider so-called λ\lambda-designs in order to construct exact Φp\Phi_p-optimal designs for fixed sample sizes in the considered regression problem. In particular, we explicitly construct Φp\Phi_p-optimal designs for regression models with predictors in the Lie groups SU(2)\mathrm{SU}(2) and SO(3)\mathrm{SO}(3), the groups of 2×22\times 2 unitary matrices and 3×33\times 3 orthogonal matrices with determinant equal to 11, respectively. We also discuss the advantages of the derived theoretical results in a concrete biological application.

Keywords

Cite

@article{arxiv.2410.00429,
  title  = {Optimal Designs for Regression on Lie Groups},
  author = {Somnath Chakraborty and Holger Dette and Martin Kroll},
  journal= {arXiv preprint arXiv:2410.00429},
  year   = {2024}
}
R2 v1 2026-06-28T19:03:25.768Z