arXiv · 2009.03546
Dual optimal design and the Christoffel-Darboux polynomial
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.
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Yohann de Castro, Fabrice Gamboa, Didier Henrion, Jean Lasserre. 2020-12-08. Dual optimal design and the Christoffel-Darboux polynomial. https://arxiv.org/abs/2009.03546
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