Minimax experimental design: Bridging the gap between statistical and worst-case approaches to least squares regression
COLT, pp. 1050-1069, 2019.
In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the corresponding responses will lead to a good estimator of the model. A classical approach in statistics is to ...More
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