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Optimal Designs for Regression on Lie Groups

Main:8 Pages
5 Figures
Bibliography:2 Pages
Appendix:16 Pages
Abstract

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 Φp\Phi_p-criteria. Inspired by the concept of tt-designs in the field of algebraic combinatorics, we then consider so-called λ\lambda-designs in order to construct exact Φp\Phi_p-optimal designs for fixed sample sizes in the considered regression problem. In particular, we explicitly construct Φp\Phi_p-optimal designs for regression models with predictors in the Lie groups SU(2)\mathrm{SU}(2) and SO(3)\mathrm{SO}(3), the groups of 2×22\times 2 unitary matrices and 3×33\times 3 orthogonal matrices with determinant equal to 11, respectively. We also discuss the advantages of the derived theoretical results in a concrete biological application.

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