Approximation Algorithms for D-optimal Design
نویسندگان
چکیده
منابع مشابه
Approximate Positive Correlated Distributions and Approximation Algorithms for D-optimal Design
Experimental design is a classical area in statistics [21] and has also found new applications in machine learning[2]. In the combinatorial experimental design problem, the aim is to estimate an unknown m-dimensional vector x from linear measurements where a Gaussian noise is introduced in eachmeasurement. The goal is to pick k out of the given n experiments so as to make the most accurate esti...
متن کاملProportional Volume Sampling and Approximation Algorithms for A-Optimal Design
We study the A-optimal design problem where we are given vectors v1, . . . , vn ∈ R, an integer k ≥ d, and the goal is to select a set S of k vectors that minimizes the trace of (∑ i∈S viv > i )−1 . Traditionally, the problem is an instance of optimal design of experiments in statistics (Pukelsheim (2006)) where each vector corresponds to a linear measurement of an unknown vector and the goal i...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2020
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2019.1041