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Sparse linear regression is a fundamental problem in high-dimensional statistics, but strikingly little is known about how to efficiently solve it without restrictive conditions on the design matrix. We consider the (correlated) random…

Machine Learning · Computer Science 2021-06-18 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

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

Deep neural network is a state-of-art method in modern science and technology. Much statistical literature have been devoted to understanding its performance in nonparametric estimation, whereas the results are suboptimal due to a redundant…

Machine Learning · Computer Science 2021-08-18 Ruiqi Liu , Ben Boukai , Zuofeng Shang

Consider the problem of constructing an experimental design, optimal for estimating parameters of a given statistical model with respect to a chosen criterion. To address this problem, the literature usually provides a single solution.…

Computation · Statistics 2024-11-05 Radoslav Harman , Lenka Filová , Samuel Rosa

Many chemical and biological experiments involve multiple treatment factors and often it is convenient to fit a nonlinear model in these factors. This nonlinear model can be mechanistic, empirical or a hybrid of the two. Motivated by…

Computation · Statistics 2018-10-09 Yuanzhi Huang , Steven Gilmour , Kalliopi Mylona , Peter Goos

We consider non-parametric estimation problems in the presence of dependent data, notably non-parametric regression with random design and non-parametric density estimation. The proposed estimation procedure is based on a dimension…

Statistics Theory · Mathematics 2016-02-02 Nicolas Asin , Jan Johannes

In this paper we construct (locally) $D$-optimal designs for a wide class of non-linear multiple regression models, when the design region is a $k$-dimensional ball. For this construction we make use of the concept of invariance and…

Methodology · Statistics 2021-04-07 Martin Radloff , Rainer Schwabe

A class of nonlinear models combining a pharmacokinetic compartmental model and a pharmacodynamic Emax model is introduced. The locally D-optimal (LD) design for a four-parameter composed model is found to be a saturated four-point uniform…

Methodology · Statistics 2008-12-18 X. Fang , A. S. Hedayat

We propose an extended method for experiment design in nonlinear state space models. The proposed input design technique optimizes a scalar cost function of the information matrix, by computing the optimal stationary probability mass…

Optimization and Control · Mathematics 2015-09-03 Patricio E. Valenzuela , Johan Dahlin , Cristian R. Rojas , Thomas B. Schön

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai

Model selection criteria are one of the most important tools in statistics. Proofs showing a model selection criterion is asymptotically optimal are tailored to the type of model (linear regression, quantile regression, penalized…

Statistics Theory · Mathematics 2025-10-17 Amaze Lusompa

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

Statistics Theory · Mathematics 2017-10-27 Yohann De Castro , Fabrice Gamboa , Didier Henrion , Roxana Hess , Jean-Bernard Lasserre

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

In the context of dynamical systems, nonlinearity measures quantify the strength of nonlinearity by means of the distance of their input-output behaviour to a set of linear input-output mappings. In this paper, we establish a framework to…

Systems and Control · Electrical Eng. & Systems 2022-11-28 Tim Martin , Frank Allgöwer

Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…

Optimization and Control · Mathematics 2022-08-30 David Mogalle , Philipp Seufert , Jan Schwientek , Michael Bortz , Karl-Heinz Küfer

Experimental designs based on the classical D-optimal criterion minimize the volume of the linear-approximation inference regions for the parameters using local sensitivity coefficients. For nonlinear models, these designs can be unreliable…

Methodology · Statistics 2021-01-22 Hana Sulieman

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

The paper extends the result of Harman and Pronzato [Stat. & Prob. Lett., 77:90--94, 2007], which corresponds to $p=0$, to all strictly concave criteria in Kiefer's $\phi_p$-class. Let $\xi$ be any design on a compact set…

Statistics Theory · Mathematics 2013-09-11 Luc Pronzato

We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…

Statistics Theory · Mathematics 2021-01-15 Kirsten Schorning , Holger Dette

Optimization problems with rank constraints arise in many applications, including matrix regression, structured PCA, matrix completion and matrix decomposition problems. An attractive heuristic for solving such problems is to factorize the…

Statistics Theory · Mathematics 2015-09-11 Yudong Chen , Martin J. Wainwright