2023
Experimental Designs for Heteroskedastic Variance
Justin David Naggar Weltz, Tanner Fiez, Alexander Volfovsky, Eric Laber, Blake Mason, houssam nassif +1
NeurIPS 2023poster
Most linear experimental design problems assume homogeneous variance, while the presence of heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set of measurement vectors $\mathcal{X}\subset \mathbb{R}^d$ that can be probed to receive noisy linear resp…