Related papers: Support points of locally optimal designs for nonl…
In this paper we propose a solution to the problem of parameter estimation of nonlinearly parameterized regressions--continuous or discrete time--and apply it for system identification and adaptive control. We restrict our attention to…
In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…
Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML…
A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…
This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…
This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…
Nonparametric regression models with locally stationary covariates have received increasing interest in recent years. As a nice relief of "curse of dimensionality" induced by large dimension of covariates, additive regression model is…
We demonstrate the synthesis of sparse sampling and machine learning to characterize and model complex, nonlinear dynamical systems over a range of bifurcation parameters. First, we construct modal libraries using the classical proper…
In this paper, we investigate optimization problems with nonnegative and orthogonal constraints, where any feasible matrix of size $n \times p$ exhibits a sparsity pattern such that each row accommodates at most one nonzero entry. Our…
In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…
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.…
The parameter fit from a model grid is limited by our capability to reduce the number of models, taking into account the number of parameters and the non linear variation of the models with the parameters. The Local MultiLinear Regression…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…
For a broad class of nonlinear regression models we investigate the local E- and c-optimal design problem. It is demonstrated that in many cases the optimal designs with respect to these optimality criteria are supported at the Chebyshev…
Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…
Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…
This article describes posterior maximization for topic models, identifying computational and conceptual gains from inference under a non-standard parametrization. We then show that fitted parameters can be used as the basis for a novel…
Optimal design theory for nonlinear regression studies local optimality on a given design space. We identify designs for the Bradley--Terry paired comparison model with small undirected graphs and prove that every saturated D-optimal design…
The a posteriori error estimates are studied for a class of nonlinear stead-state Poisson-Nernst-Planck equations, which are a coupled system consisting of the Nernst-Planck equation and the Poisson equation. Both the global upper bounds…