Adaptive sequential design for regression on Schauder Basis
Résumé
We present a new sequential algorithm to build both optimal design and model selection in a multi-resolution family of functions. This algorithm relies on a localization property of discrete sequential D and A-optimal designs for Schauder Basis. We use these property with a simulated annealing strategy to obtain our stochastic algorithm. We illustrate its efficiency on several numerical experiments.
Origine : Fichiers produits par l'(les) auteur(s)
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