Related papers: Robustness of Optimal Designs for 2^2 Experiments …
We investigate the possibility of extending some results of Pazman and Pronzato (2014) to a larger set of optimality criteria. Namely, in a linear regression model the problem of computing D-, A-, E_k-optimal designs, of combining these…
Identifying optimal designs for generalized linear models with a binary response can be a challenging task, especially when there are both continuous and discrete independent factors in the model. Theoretical results rarely exist for such…
In this paper we introduce a binary search algorithm that efficiently finds initial maximum likelihood estimates for sequential experiments where a binary response is modeled by a continuous factor. The problem is motivated by switching…
Local decision rules are commonly understood to be more explainable, due to the local nature of the patterns involved. With numerical optimization methods such as gradient boosting, ensembles of local decision rules can gain good predictive…
In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…
This paper continues the application of circuit theory to experimental design started by the first two authors. The theory gives a very special and detailed representation of the kernel of the design model matrix. This representation turns…
We consider algorithmic approaches to the D-optimality problem for cases where the input design matrix is large and highly structured, in particular implicitly specified as a full quadratic or linear response-surface model in several levels…
A new gradient-based adaptive sampling method is proposed for design of experiments applications which balances space filling, local refinement, and error minimization objectives while reducing reliance on delicate tuning parameters. High…
Significant evidence has become available that emphasizes the importance of personalization in medicine. In fact, it has become a common belief that personalized medicine is the future of medicine. The core of personalized medicine is the…
Standard optimality criteria (e.g. A-, D-optimality criterion, etc.) have been commonly used for obtaining optimal designs. For a given statistical model, standard criteria assume the error variance is known at the design stage. However, in…
We study decision dependent distributionally robust optimization models, where the ambiguity sets of probability distributions can depend on the decision variables. These models arise in situations with endogenous uncertainty. The developed…
Mechanical metamaterials represent an innovative class of artificial structures, distinguished by their extraordinary mechanical characteristics, which are beyond the scope of traditional natural materials. The use of deep generative models…
Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…
For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…
In this paper we derive locally D-optimal designs for discrete choice experiments based on multinomial probit models. These models include several discrete explanatory variables as well as a quantitative one. The commonly used multinomial…
We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional…
This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…
Optimal designs for generalized linear models require a prior knowledge of the regression parameters. At certain values of the parameters we propose particular assumptions which allow to derive a locally optimal design for a model without…
Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…
We study random designs that minimize the asymptotic variance of a de-biased lasso estimator when a large pool of unlabeled data is available but measuring the corresponding responses is costly. The optimal sampling distribution arises as…