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We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…

Statistics Theory · Mathematics 2009-08-14 Holger Dette , Stefanie Titoff

Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…

Methodology · Statistics 2025-02-25 Wenxuan Guo , Tengyuan Liang , Panos Toulis

In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…

Statistics Theory · Mathematics 2018-12-14 Holger Dette , Maria Konstantinou , Kirsten Schorning

The aim of this paper is twofold. First, three theoretical principles are formalized: randomization, overrepresentation and restriction. We develop these principles and give a rationale for their use in choosing the sampling design in a…

Methodology · Statistics 2016-12-16 Yves Tillé , Matthieu Wilhelm

We propose new, optimal methods for analyzing randomized trials, when it is suspected that treatment effects may differ in two predefined subpopulations. Such sub-populations could be defined by a biomarker or risk factor measured at…

Methodology · Statistics 2016-11-26 Michael Rosenblum , Han Liu , and En-Hsu Yen

We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…

Methodology · Statistics 2023-09-28 Harrison H. Li , Art B. Owen

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

Marginal structural models fit via inverse probability of treatment weighting are commonly used to control for confounding when estimating causal effects from observational data. When planning a study that will be analyzed with marginal…

Applications · Statistics 2020-03-16 Bonnie E. Shook-Sa , Michael G. Hudgens

Optimal design of experiments for correlated processes is an increasingly relevant and active research topic. Present methods have restricted possibilities to judge their quality. To fill this gap, we complement the virtual noise approach…

Statistics Theory · Mathematics 2021-10-25 Andrej Pázman , Markus Hainy , Werner G. Müller

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 consider optimal control problems involving nonlinear ordinary differential equations with uncertain inputs. Using the sample average approximation, we obtain optimal control problems with ensembles of deterministic dynamical systems.…

Optimization and Control · Mathematics 2026-02-04 Olena Melnikov , Johannes Milz

e consider the experimental design problem in an online environment, an important practical task for reducing the variance of estimates in randomized experiments which allows for greater precision, and in turn, improved decision making. In…

Methodology · Statistics 2022-03-07 David Arbour , Drew Dimmery , Tung Mai , Anup Rao

Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…

Machine Learning · Statistics 2017-09-07 Daniel Ting , Eric Brochu

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Methodology · Statistics 2018-04-10 German A. Schnaidt Grez , Brani Vidakovic

Statistical matching methods are widely used in the social and health sciences to estimate causal effects using observational data. Often the objective is to find comparable groups with similar covariate distributions in a dataset, with the…

Applications · Statistics 2021-01-19 Felix Bestehorn , Maike Bestehorn , Christian Kirches

We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…

Statistics Theory · Mathematics 2017-05-30 Zelda Mariet , Suvrit Sra

Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…

Optimization and Control · Mathematics 2025-08-01 Radek Salač , Michael Kupper , Tobias Sutter

We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to…

Data Structures and Algorithms · Computer Science 2018-07-18 Aleksandar Nikolov , Mohit Singh , Uthaipon Tao Tantipongpipat

One-shot decision making is required in situations in which we can evaluate a fixed number of solution candidates but do not have any possibility for further, adaptive sampling. Such settings are frequently encountered in neural network…

Neural and Evolutionary Computing · Computer Science 2019-12-23 Jakob Bossek , Pascal Kerschke , Aneta Neumann , Frank Neumann , Carola Doerr

In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…

Statistics Theory · Mathematics 2021-02-26 Jiangtao Duan , Wei Gao , Yanyuan Ma , Hon Keung Tony Ng