A Note on $E$-Optimal Designs for Weighted Polynomial Regression
نویسندگان
چکیده
منابع مشابه
A note on optimal designs in weighted polynomial regression for the classical efficiency functions
In this note we consider the D optimal design problem for the heteroscedastic polynomial regression model Karlin and Studden a found explicit solutions for three types of e ciency functions We introduce two new functions to model the heteroscedastic structure for which the D optimal designs can also be found explicitly The optimal designs have equal masses at the roots of generalized Bessel pol...
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In this paper D-optimal designs for the weighted polynomial regresŽ 2 . n sion model of degree p with efficiency function 1 x are presented. Interest in these designs stems from the fact that they are equivalent to locally D-optimal designs for inverse quadratic polynomial models. For the unrestricted design space and p n, the D-optimal designs put equal masses on p 1 points which coincide with...
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Locally weighted polynomial regression LWPR is a popular instance based al gorithm for learning continuous non linear mappings For more than two or three in puts and for more than a few thousand dat apoints the computational expense of pre dictions is daunting We discuss drawbacks with previous approaches to dealing with this problem and present a new algorithm based on a multiresolution search...
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In the common polynomial regression model of degree m we consider the problem of determining the D-and D 1-optimal designs subject to certain constraints for the D 1-eeciencies in the models of degree m ? j; m ? j + 1; : : : ; m + k (m > j 0; k 0 given). We present a complete solution of these problems, which on the one hand allow a fast computation of the constrained optimal designs and on the...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1993
ISSN: 0090-5364
DOI: 10.1214/aos/1176349150