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We study a statistical method to estimate the optimal value, and the optimality gap of a given solution for stochastic optimization as an assessment of the solution quality. Our approach is based on bootstrap aggregating, or bagging,…

Optimization and Control · Mathematics 2022-12-06 Henry Lam , Huajie Qian

We consider the problem of identifying the best arm in stochastic Multi-Armed Bandits (MABs) using a fixed sampling budget. Characterizing the minimal instance-specific error probability for this problem constitutes one of the important…

Machine Learning · Computer Science 2024-02-21 Po-An Wang , Ruo-Chun Tzeng , Alexandre Proutiere

Scintillator detectors electronics is recalibrated against the datasheet given by the manufacturer. Optimal and mutual dependent values of (a) high voltage at PMT (Photomultiplier Tube), (b) amplifier gain, (c) average time to count the…

Instrumentation and Detectors · Physics 2023-03-07 Mayank Goswami , Kajal Kumari

In earlier papers, techniques have been described using optical chronographs to determine free flight drag coefficients with an accuracy of 1-2%, accomplished by measuring near and far velocities of projectiles in flight over a known…

Popular Physics · Physics 2016-08-24 Elya Courtney , Collin Morris , Michael Courtney

Alphabetic optimality criteria, such as the $D$, $A$, and $I$ criteria, require specifying a model to select optimal designs. They are not model free and the optimal designs selected by them are not robust to model uncertainty. Recently,…

Computation · Statistics 2016-04-14 Chang-Yun Lin

In a physical design problem, the designer chooses values of some physical parameters, within limits, to optimize the resulting field. We focus on the specific case in which each physical design parameter is the ratio of two field…

Optimization and Control · Mathematics 2020-02-19 Guillermo Angeris , Jelena Vučković , Stephen Boyd

We propose an optimal experimental design for a curvilinear regression model that minimizes the band-width of simultaneous confidence bands. Simultaneous confidence bands for curvilinear regression are constructed by evaluating the volume…

Statistics Theory · Mathematics 2019-04-02 Satoshi Kuriki , Henry P. Wynn

Large-scale particle physics detectors often contain millions of repeated components, making precise and efficient quality control essential. We have developed a semiautomatic system for dimensional screening of 1 cm$^3$ plastic…

Instrumentation and Detectors · Physics 2026-03-31 Tatsuya Kikawa , Mao Tani , Atsuko K. Ichikawa , Tsunayuki Matsubara , Tsuyoshi Nakaya , Tomohisa Ogawa

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

Probability · Mathematics 2014-10-21 Mathias Beiglböck , Marcel Nutz

We consider three problems of selecting optimal gun barrel direction (or those of selecting optimal semiaxis position) when firing an unguided artillery projectile on the assumption that the gun barrel semiaxis can move in a connected…

Optimization and Control · Mathematics 2020-06-12 Natalya Arutyunova , Aidar Dulliev , Vladislav Zabotin

We describe a factor-revealing convex optimization problem for the integrality gap of the maximum-cut semidefinite programming relaxation: for each $n \geq 2$ we present a convex optimization problem whose optimal value is the largest…

Optimization and Control · Mathematics 2021-03-24 Fernando Mário de Oliveira Filho , Frank Vallentin

The achievable instrumental performance of a scanning transmission electron microscope (STEM) is determined by the size and shape of the incident electron probe. The most important optical factor in achieving the optimum probe profile is…

Materials Science · Physics 2020-09-01 Matthew Weyland , David A. Muller

Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…

Statistics Theory · Mathematics 2021-01-01 Geovani Rizk , Igor Colin , Albert Thomas , Moez Draief

We study the best-arm identification problem in multi-armed bandits with stochastic, potentially private rewards, when the goal is to identify the arm with the highest quantile at a fixed, prescribed level. First, we propose a (non-private)…

Machine Learning · Statistics 2022-12-06 Kontantinos E. Nikolakakis , Dionysios S. Kalogerias , Or Sheffet , Anand D. Sarwate

Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high dimensional setting. Optimal rates of…

Statistics Theory · Mathematics 2012-12-13 T. Tony Cai , Weidong Liu , Harrison H. Zhou

In this paper we study a family of variance reduction methods with randomized batch size---at each step, the algorithm first randomly chooses the batch size and then selects a batch of samples to conduct a variance-reduced stochastic…

Machine Learning · Computer Science 2018-08-08 Xuanqing Liu , Cho-Jui Hsieh

For defining the optimal machine learning algorithm, the decision was not easy for which we shall choose. To help future researchers, we describe in this paper the optimal among the best of the algorithms. We built a synthetic data set and…

Machine Learning · Computer Science 2022-01-06 Omar Alfarisi , Zeyar Aung , Mohamed Sassi

We investigate numerically the optimal constants in Lieb-Thirring inequalities by studying the associated maximization problem. We use a monotonic fixed-point algorithm and a finite element discretization to obtain trial potentials which…

Spectral Theory · Mathematics 2012-06-11 Antoine Levitt

The pure-exploration problem in stochastic multi-armed bandits aims to find one or more arms with the largest (or near largest) means. Examples include finding an {\epsilon}-good arm, best-arm identification, top-k arm identification, and…

Machine Learning · Statistics 2020-09-14 Blake Mason , Lalit Jain , Ardhendu Tripathy , Robert Nowak

We consider the minimax estimation problem of a discrete distribution with support size $k$ under privacy constraints. A privatization scheme is applied to each raw sample independently, and we need to estimate the distribution of the raw…

Machine Learning · Computer Science 2017-02-03 Min Ye , Alexander Barg