Optimal Designs for Regression on Lie Groups
- AI4CE
We consider a linear regression model with complex-valued response and predictors from a compact and connected Lie group. The regression model is formulated in terms of eigenfunctions of the Laplace-Beltrami operator on the Lie group. We show that the normalized Haar measure is an approximate optimal design with respect to all Kiefer's -criteria. Inspired by the concept of -designs in the field of algebraic combinatorics, we then consider so-called -designs in order to construct exact -optimal designs for fixed sample sizes in the considered regression problem. In particular, we explicitly construct -optimal designs for regression models with predictors in the Lie groups and , the groups of unitary matrices and orthogonal matrices with determinant equal to , respectively. We also discuss the advantages of the derived theoretical results in a concrete biological application.
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