Approximate Positively Correlated Distributions and Approximation Algorithms for D-optimal Design
| dc.contributor.author | Singh, Manoj | en |
| dc.contributor.author | Xie, W. | en |
| dc.contributor.department | Industrial and Systems Engineering | en |
| dc.date.accessioned | 2018-07-25T20:44:42Z | en |
| dc.date.available | 2018-07-25T20:44:42Z | en |
| dc.date.issued | 2018-02-26 | en |
| dc.description.abstract | Experimental design is a classical problem in statistics and has also found new applications in machine learning. In the experimental design problem, the aim is to estimate an unknown vector x in m-dimensions from linear measurements where a Gaussian noise is introduced in each measurement. The goal is to pick k out of the given n experiments so as to make the most accurate estimate of the unknown parameter x. Given a set S of chosen experiments, the most likelihood estimate x' can be obtained by a least squares computation. One of the robust measures of error estimation is the D-optimality criterion which aims to minimize the generalized variance of the estimator. This corresponds to minimizing the volume of the standard confidence ellipsoid for the estimation error x-x'. The problem gives rise to two natural variants depending on whether repetitions are allowed or not. The latter variant, while being more general, has also found applications in the geographical location of sensors. In this work, we first show that a 1/e-approximation for the D-optimal design problem with and without repetitions giving us the first constant factor approximation for the problem. We also consider the case when the number of experiments chosen is much larger than the dimension of the measurements and provide an asymptotically optimal approximation algorithm. | en |
| dc.description.notes | 23 pages | en |
| dc.format.mimetype | application/pdf | en |
| dc.identifier.doi | https://doi.org/10.1137/1.9781611975031.145 | en |
| dc.identifier.orcid | Xie, W [0000-0001-5157-1194] | en |
| dc.identifier.uri | http://hdl.handle.net/10919/84392 | en |
| dc.language.iso | en | en |
| dc.relation.uri | http://arxiv.org/abs/1802.08372v1 | en |
| dc.relation.uri | http://dx.doi.org/10.1137/1.9781611975031.145 | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject | stat.ML | en |
| dc.subject | cs.DS | en |
| dc.title | Approximate Positively Correlated Distributions and Approximation Algorithms for D-optimal Design | en |
| dc.title.serial | Proceedings of the Twenty-Ninth Annual ACM-SIAM Symposium on Discrete Algorithms, 2018 | en |
| dc.type | Article - Refereed | en |
| dc.type.dcmitype | Text | en |
| pubs.organisational-group | /Virginia Tech | en |
| pubs.organisational-group | /Virginia Tech/All T&R Faculty | en |
| pubs.organisational-group | /Virginia Tech/Engineering | en |
| pubs.organisational-group | /Virginia Tech/Engineering/COE T&R Faculty | en |
| pubs.organisational-group | /Virginia Tech/Engineering/Industrial and Systems Engineering | en |