2020/09/08 by de Castro, Yohann, Gamboa, Fabrice, Henrion, Didier +1
#FOS: Mathematics #Optimization and Control (math.OC) #Statistics Theory (math.ST)
paper · doi:10.48550/arxiv.2009.03546
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.