We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semialgebraic) design spaces. We use the moment-sum-of-squares hierarchy ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

We provide a sharp nonasymptotic analysis of the rates of convergence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate ...