Proportional Volume Sampling and Approximation Algorithms for A-Optimal Design
نویسندگان
چکیده
We study optimal design problems in which the goal is to choose a set of linear measurements obtain most accurate estimate an unknown vector. [Formula: see text]-optimal variant where objective minimize average variance error maximum likelihood vector being measured. introduce proportional volume sampling algorithm nearly bounds asymptotic regime when number text] made significantly larger than dimension and first approximation algorithms whose factor does not degrade with possible small. The also gives guarantees for other objectives such as text]-optimality generalized ratio objective, matching or improving previously best-known results. further show that similar ours cannot be obtained NP-hard approximate within fixed constant text].
منابع مشابه
Proportional 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: 2022
ISSN: ['0364-765X', '1526-5471']
DOI: https://doi.org/10.1287/moor.2021.1129