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Graphs are widely used for describing systems made up of many interacting components and for understanding the structure of their interactions. Various statistical models exist, which describe this structure as the result of a combination…

Methodology · Statistics 2021-06-28 Louis Duvivier , Rémy Cazabet , Céline Robardet

In a linear regression model with random design, we consider a family of candidate models from which we want to select a `good' model for prediction out-of-sample. We fit the models using block shrinkage estimators, and we focus on the…

Statistics Theory · Mathematics 2018-09-13 Hannes Leeb , Nina Senitschnig

A new package for nonlinear least squares fitting is introduced in this paper. This package implements a recently developed algorithm that, for certain types of nonlinear curve fitting, reduces the number of nonlinear parameters to be…

Statistics Theory · Mathematics 2024-02-07 J. A. F. Torvisco , R. Benítez , M. R. Arias , J. Cabello Sánchez

The main purpose of this article is to prove that, under certain assumptions in a linear prediction setting, optimal methods based upon model reduction and even an optimal predictor can be provided. The optimality is formulated in terms of…

Statistics Theory · Mathematics 2024-12-30 Inge S. Helland

The experimental design for a generalized linear model (GLM) is important but challenging since the design criterion often depends on model specification including the link function, the linear predictor, and the unknown regression…

Methodology · Statistics 2021-03-23 Yiou Li , Xinwei Deng

We give a new characterization of Elfving's (1952) method for computing c-optimal designs in k dimensions which gives explicit formulae for the k unknown optimal weights and k unknown signs in Elfving's characterization. This eliminates the…

Statistics Theory · Mathematics 2011-11-01 Jay Bartroff

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…

Optimization and Control · Mathematics 2025-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

We consider the problem of breakpoint detection in a regression modeling framework. To that end, we introduce a novel method, the max-EM algorithm which combines a constrained Hidden Markov Model with the Classification-EM (CEM) algorithm.…

Computation · Statistics 2024-10-14 Modibo Diabaté , Grégory Nuel , Olivier Bouaziz

A new statistical procedure, based on a modified spline basis, is proposed to identify the linear components in the panel data model with fixed effects. Under some mild assumptions, the proposed procedure is shown to consistently estimate…

Econometrics · Economics 2019-11-21 Ruiqi Liu , Ben Boukai , Zuofeng Shang

This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…

Optimization and Control · Mathematics 2019-03-19 Andrei Mukhin , Aleksey Khlyupin

Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…

Optimization and Control · Mathematics 2020-10-30 Beniamin Costandin , Marius Costandin , Petru Dobra

We rigorously derive linear elasticity as a low energy limit of pure traction nonlinear elasticity. Unlike previous results, we do not impose any restrictive assumptions on the forces, and obtain a full $\Gamma$-convergence result. The…

Analysis of PDEs · Mathematics 2021-05-18 Cy Maor , Maria Giovanna Mora

We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…

Statistics Theory · Mathematics 2013-11-04 Adel Javanmard , Andrea Montanari

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

We consider design issues for toxicology studies when we have a continuous response and the true mean response is only known to be a member of a class of nested models. This class of non-linear models was proposed by toxicologists who were…

Statistics Theory · Mathematics 2010-11-29 Holger Dette , Andrey Pepelyshev , Piter Shpilev , Weng Kee Wong

Dynamical modelling lies at the heart of our understanding of physical systems. Its role in science is deeper than mere operational forecasting, in that it allows us to evaluate the adequacy of the mathematical structure of our models.…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Hailiang Du , Leonard A. Smith

We present a method for nonlinear parametric optimization based on algebraic geometry. The problem to be studied, which arises in optimal control, is to minimize a polynomial function with parameters subject to semialgebraic constraints.…

Optimization and Control · Mathematics 2007-05-23 Ioannis A. Fotiou , Philipp Rostalski , Bernd Sturmfels , Manfred Morari

Nonlinear metrics, such as the F1-score, Matthews correlation coefficient, and Fowlkes-Mallows index, are often used to evaluate the performance of machine learning models, in particular, when facing imbalanced datasets that contain more…

Machine Learning · Computer Science 2022-06-30 Emir Demirović , Peter J. Stuckey

We introduce a new numerical strategy to solve a class of oscillatory transport PDE models which is able to captureaccurately the solutions without numerically resolving the high frequency oscillations {\em in both space and time}.Such PDE…

Numerical Analysis · Mathematics 2016-06-01 Nicolas Crouseilles , Shi Jin , Mohammed Lemou