Dual optimal design and the Christoffel-Darboux polynomial

09/08/2020

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by   Yohann De Castro, et al.

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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.