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We consider constrained sampling problems in paid research studies or clinical trials. When qualified volunteers are more than the budget allowed, we recommend a D-optimal sampling strategy based on the optimal design theory and develop a…

Methodology · Statistics 2024-05-27 Yifei Huang , Liping Tong , Jie Yang

We show that the $A$-optimal design optimization problem over $m$ design points in $\mathbb{R}^n$ is equivalent to minimizing a quadratic function plus a group lasso sparsity inducing term over $n\times m$ real matrices. This observation…

Optimization and Control · Mathematics 2018-09-07 Guillaume Sagnol , Edouard Pauwels

Cumulative link models have been widely used for ordered categorical responses. Uniform allocation of experimental units is commonly used in practice, but often suffers from a lack of efficiency. We consider D-optimal designs with ordered…

Statistics Theory · Mathematics 2017-11-09 Jie Yang , Liping Tong , Abhyuday Mandal

The Support Vector Machine (SVM) is one of the most widely used classification methods. In this paper, we consider the soft-margin SVM used on data points with independent features, where the sample size $n$ and the feature dimension $p$…

Machine Learning · Statistics 2019-08-02 Haoyang Liu

A new 1D search method is proposed for minimizing an arbitrary real valued function. The algorithm is a modification of the interval halving method which is based on dividing the interval of uncertainty by three points into four equal…

Optimization and Control · Mathematics 2019-03-19 Alena Antonova , Olga Ibryaeva

The paper presents a topology optimization approach that designs an optimal structure, called a self-supporting structure, which is ready to be fabricated via additive manufacturing without the usage of additional support structures. Such…

Computational Engineering, Finance, and Science · Computer Science 2017-08-25 Dengyang Zhao , Ming Li , Yusheng Liu

It is well understood that if one is given a set $X \subset [0,1]$ of $n$ independent uniformly distributed random variables, then $$ \sup_{0 \leq x \leq 1} \left| \frac{\# X \cap [0,x]}{\# X} - x \right| \lesssim \frac{\sqrt{\log{n}}}{…

Probability · Mathematics 2025-01-24 Dmitriy Bilyk , Stefan Steinerberger

This paper presents a directional proximal point method (DPPM) to derive the minimum of any C1-smooth function f. The proposed method requires a function persistent a local convex segment along the descent direction at any non-critical…

Optimization and Control · Mathematics 2022-04-29 Ming-Yu Chung , Jinn Ho , Wen-Liang Hwang

Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…

Information Theory · Computer Science 2011-07-22 Arun Padakandla , Rajesh Sundaresan

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Optimization and Control · Mathematics 2019-02-28 S. Gratton , E. Simon , Ph. L. Toint

In this work, we present a novel algorithm design methodology that finds the optimal algorithm as a function of inequalities. Specifically, we restrict convergence analyses of algorithms to use a prespecified subset of inequalities, rather…

Optimization and Control · Mathematics 2024-03-25 Chanwoo Park , Ernest K. Ryu

Max-Cut is a fundamental problem that has been studied extensively in various settings. We design an algorithm for Euclidean Max-Cut, where the input is a set of points in $\mathbb{R}^d$, in the model of dynamic geometric streams, where the…

Data Structures and Algorithms · Computer Science 2023-03-30 Xiaoyu Chen , Shaofeng H. -C. Jiang , Robert Krauthgamer

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Computation · Statistics 2019-07-12 Yu Wang , Nhu D. Le , James V. Zidek

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…

Numerical Analysis · Computer Science 2018-10-03 V. P. Zankin , G. V. Ryzhakov , I. V. Oseledets

Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian $D$-optimality for non-linear regression models with covariates subject to measurement errors.…

Methodology · Statistics 2016-05-16 Maria Konstantinou , Holger Dette

In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…

Computation · Statistics 2021-04-08 Richard J Clancy , Stephen Becker

In this work, we propose a method for determining a non-uniform sampling scheme for multi-dimensional signals by solving a convex optimization problem reminiscent of the sensor selection problem. The resulting sampling scheme minimizes the…

Methodology · Statistics 2017-07-12 Johan Swärd , Filip Elvander , Andreas Jakobsson

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

Data Structures and Algorithms · Computer Science 2025-10-07 Beatrice Bertolotti , Matteo Russo , Chris Schwiegelshohn , Sudarshan Shyam

In this work, we study the $\lambda$-regularized $A$-optimal design problem and introduce the $\lambda$-regularized proportional volume sampling algorithm, generalized from [Nikolov, Singh, and Tantipongpipat, 2019], for this problem with…

Data Structures and Algorithms · Computer Science 2020-06-22 Uthaipon Tantipongpipat

In the negative perceptron problem we are given $n$ data points $({\boldsymbol x}_i,y_i)$, where ${\boldsymbol x}_i$ is a $d$-dimensional vector and $y_i\in\{+1,-1\}$ is a binary label. The data are not linearly separable and hence we…

Machine Learning · Computer Science 2025-03-25 Andrea Montanari , Yiqiao Zhong , Kangjie Zhou
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