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This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

The joint optimization of the reconstruction and classification error is a hard non convex problem, especially when a non linear mapping is utilized. In order to overcome this obstacle, a novel optimization strategy is proposed, in which a…

Machine Learning · Computer Science 2022-11-07 Ioannis A. Nellas , Sotiris K. Tasoulis , Vassilis P. Plagianakos , Spiros V. Georgakopoulos

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…

Computation · Statistics 2018-04-10 Jiangtao Duan , Wei Gao , Hon Keung Tony Ng

In a seminal paper \cite{studden1968} characterized $c$-optimal designs in regression models, where the regression functions form a Chebyshev system. He used these results to determine the optimal design for estimating the individual…

Statistics Theory · Mathematics 2019-06-21 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

We introduce a new approach to evaluate the largest Lyapunov exponent of a family of nonnegative matrices. The method is based on using special positive homogeneous functionals on $R^{d}_+,$ which gives iterative lower and upper bounds for…

Optimization and Control · Mathematics 2012-01-17 Vladimir Yu. Protasov , Raphael M. Jungers

We propose a nonconvex estimator for joint multivariate regression and precision matrix estimation in the high dimensional regime, under sparsity constraints. A gradient descent algorithm with hard thresholding is developed to solve the…

Machine Learning · Statistics 2016-06-03 Jinghui Chen , Quanquan Gu

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and…

Methodology · Statistics 2008-09-30 H. Dette , C. Kiss

In recent years, several powerful techniques have been developed to design {\em randomized} polynomial-space parameterized algorithms. In this paper, we introduce an enhancement of color coding to design deterministic polynomial-space…

Data Structures and Algorithms · Computer Science 2017-12-20 Gregory Gutin , Felix Reidl , Magnus Wahlström , Meirav Zehavi

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Suppose that $K\subset\C$ is compact and that $z_0\in\C\backslash K$ is an external point. An optimal prediction measure for regression by polynomials of degree at most $n,$ is one for which the variance of the prediction at $z_0$ is as…

Statistics Theory · Mathematics 2023-12-07 Len Bos

We consider optimal design of PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We focus on the A-optimal design criterion, defined as the average posterior variance and quantified by the trace of the…

Numerical Analysis · Mathematics 2020-04-02 Elizabeth Herman , Alen Alexanderian , Arvind K. Saibaba

We present a new methodology for utilising machine learning technology in symbolic computation research. We explain how a well known human-designed heuristic to make the choice of variable ordering in cylindrical algebraic decomposition may…

Symbolic Computation · Computer Science 2024-04-29 Dorian Florescu , Matthew England

It is well-known that, in Gaussian two-group separation, the optimally discriminating projection direction can be estimated without any knowledge on the group labels. In this work, we \revision{gather} several such unsupervised estimators…

Statistics Theory · Mathematics 2025-12-18 Una Radojicic , Klaus Nordhausen , Joni Virta

Despite many applications, dimensionality reduction in the $\ell_1$-norm is much less understood than in the Euclidean norm. We give two new oblivious dimensionality reduction techniques for the $\ell_1$-norm which improve exponentially…

Data Structures and Algorithms · Computer Science 2021-08-09 Yi Li , David P. Woodruff , Taisuke Yasuda

This paper is devoted to the explicit construction of optimal designs for discrimination between two polynomial regression models of degree $n-2$ and $n$. In a fundamental paper, Atkinson and Fedorov [Biometrika 62 (1975a) 57--70] proposed…

Statistics Theory · Mathematics 2012-05-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

Symbolic regression is a powerful system identification technique in industrial scenarios where no prior knowledge on model structure is available. Such scenarios often require specific model properties such as interpretability, robustness,…

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

This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…

Methodology · Statistics 2015-11-06 Holger Dette , Maria Konstantinou , Anatoly Zhigljavsky

Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian $D$-optimality for non-linear regression models with covariates subject to measurement errors.…

Methodology · Statistics 2016-05-16 Maria Konstantinou , Holger Dette