Approximate optimal designs for multivariate polynomial regression (Q1731748)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Approximate optimal designs for multivariate polynomial regression
scientific article

    Statements

    Approximate optimal designs for multivariate polynomial regression (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    14 March 2019
    0 references
    Starting point of this paper is a classical problem of optimal experimental design for polynomial regression models. The difficulties arise because multivariate polynomial regression is considered and, especially, because the proposed design space is a compact semialgebraic manifold defined by the nonnegativity of suitable polynomials. As in classical theory, the basic tool is an equivalence theorem. To solve the approximate optimal design problem in detail, the moment-sum-of-squares hierarchy of semidefinite programming is used. For some insight in the geometry of designs, duality theory and Christoffel polynomials are involved in the optimality conditions. The authors show further that approximate optimal designs can be computed numerically with their methods. So the paper is illustrated by some interesting more dimensional examples.
    0 references
    experimental design
    0 references
    semidefinite programming
    0 references
    Christoffel polynomial
    0 references
    linear model
    0 references
    equivalence theorem
    0 references
    multivariate polynomial regression
    0 references
    0 references
    0 references

    Identifiers