optimal-design-sum-of-squares

Computing approximate optimal designs for multivariate polynomial regressions

This project is maintained by ydecastro

Optimal Designs for Multivariate Polynomial Regression

This repository contains an illsutration of the numerical experiments performed in the paper entitled “Approximate Optimal Designs for Multivariate Polynomial Regression” by Yohann De Castro, Fabrice Gamboa, Roxana Hess, Didier Henrion and Jean-Bernard Lasserre. Published at

De Castro, Y., Gamboa, F., Henrion, D., & Lasserre, J. B. (2018). Approximate Optimal Designs for Multivariate Polynomial Regression. Annals of Statistics.

Download file on the ArXiv (arXiv:1706.04059)