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Dual optimal design and the Christoffel-Darboux polynomial

Optimization Letters (Optim. Lett.), 2020
Abstract

The purpose of this short note is to show that the Christoffel-Darboux polynomial, useful in approximation theory and data science, arises naturally when deriving the dual to the problem of semi-algebraic D-optimal experimental design in statistics. It uses only elementary notions of convex analysis. Geometric interpretations and algorithmic consequences are mentioned.

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