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In this work, we propose a novel sampling method for Design of Experiments. This method allows to sample such input values of the parameters of a computational model for which the constructed surrogate model will have the least possible approximation error. High efficiency of the proposed method is demonstrated by its comparison with other sampling techniques (LHS, Sobol sequence sampling, and Maxvol sampling) on the problem of least-squares polynomial approximation. Also, numerical experiments for the Lebesgue constant growth for the points sampled by the proposed method are carried out.
We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear system Ax=b, we show that this condition number can be computed using the singular values and the right singu
We consider equation systems of the form X_1 = f_1(X_1, ..., X_n), ..., X_n = f_n(X_1, ..., X_n) where f_1, ..., f_n are polynomials with positive real coefficients. In vector form we denote such an equation system by X = f(X) and call f a system of
In recent studies on sparse modeling, $l_q$ ($0<q<1$) regularized least squares regression ($l_q$LS) has received considerable attention due to its superiorities on sparsity-inducing and bias-reduction over the convex counterparts. In this paper, we
This work provides a theoretical framework for the pose estimation problem using total least squares for vector observations from landmark features. First, the optimization framework is formulated for the pose estimation problem with observation vect
This work provides a simplified proof of the statistical minimax optimality of (iterate averaged) stochastic gradient descent (SGD), for the special case of least squares. This result is obtained by analyzing SGD as a stochastic process and by sharpl