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Improvements in technology lead to increasing availability of large data sets which makes the need for data reduction and informative subsamples ever more important. In this paper we construct $ D $-optimal subsampling designs for…

Statistics Theory · Mathematics 2023-02-28 Torsten Reuter , Rainer Schwabe

We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed,…

Statistics Theory · Mathematics 2014-05-14 Mausumi Bose , Rahul Mukerjee

The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…

Machine Learning · Statistics 2017-11-15 Zeyuan Allen-Zhu , Yuanzhi Li , Aarti Singh , Yining Wang

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Computation · Statistics 2019-07-12 Yu Wang , Nhu D. Le , James V. Zidek

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

The celebrated de la Garza phenomenon states that for a polynomial regression model of degree $p-1$ any optimal design can be based on at most $p$ design points. In a remarkable paper, Yang [Ann. Statist. 38 (2010) 2499--2524] showed that…

Statistics Theory · Mathematics 2011-05-19 Holger Dette , Viatcheslav B. Melas

Alphabetic optimality criteria, such as the $D$, $A$, and $I$ criteria, require specifying a model to select optimal designs. They are not model free and the optimal designs selected by them are not robust to model uncertainty. Recently,…

Computation · Statistics 2016-04-14 Chang-Yun Lin

We consider the problem of computing optimal experimental design on a finite design space with respect to a compound Bayes risk criterion, which includes the linear criterion for prediction in a random coefficient regression model. We show…

Computation · Statistics 2017-09-08 Radoslav Harman , Maryna Prus

The need for fast and robust optimization algorithms are of critical importance in all areas of machine learning. This paper treats the task of designing optimization algorithms as an optimal control problem. Using regret as a metric for an…

Machine Learning · Computer Science 2021-01-21 Philippe Casgrain , Anastasis Kratsios

Low-degree polynomials have emerged as a powerful paradigm for providing evidence of statistical-computational gaps across a variety of high-dimensional statistical models [Wein25]. For detection problems -- where the goal is to test a…

Machine Learning · Statistics 2026-01-06 Alexandra Carpentier , Simone Maria Giancola , Christophe Giraud , Nicolas Verzelen

$D$-optimal designs originate in statistics literature as an approach for optimal experimental designs. In numerical analysis points and weights resulting from maximal determinants turned out to be useful for quadrature and interpolation.…

Numerical Analysis · Mathematics 2024-12-04 Felix Bartel , Lutz Kämmerer , Kateryna Pozharska , Martin Schäfer , Tino Ullrich

In this paper we investigate multivariate integration in weighted unanchored Sobolev spaces of smoothness of arbitrarily high order. As quadrature points we employ higher order polynomial lattice point sets over $\mathbb{F}_{2}$ which are…

Numerical Analysis · Mathematics 2019-12-09 Takashi Goda

We develop $D$-optimal designs for linear models with first-order interactions on a subset of the $2^K$ full factorial design region, when both the number of factors set to the higher level and the number of factors set to the lower level…

Statistics Theory · Mathematics 2019-05-14 Fritjof Freise , Rainer Schwabe

Special functions, coding theory and $t$-designs have close connections and interesting interplay. A standard approach to constructing $t$-designs is the use of linear codes with certain regularity. The Assmus-Mattson Theorem and the…

Information Theory · Computer Science 2019-07-31 Chunming Tang , Cunsheng Ding , Maosheng Xiong

The extremal values of multivariate trigonometric polynomials are of interest in fields ranging from control theory to filter design, but finding the extremal values of such a polynomial is generally NP-Hard. In this paper, we develop…

Signal Processing · Electrical Eng. & Systems 2018-08-07 Luke Pfister , Yoram Bresler

We study the structure of solutions to linear programming formulations for the traveling salesperson problem (TSP). We perform a detailed analysis of the support of the subtour elimination linear programming relaxation, which leads to…

Data Structures and Algorithms · Computer Science 2015-03-27 Matthias Mnich , Tobias Mömke

We study error-correcting codes in the space $\mathcal{S}_{n,q}$ of length-$n$ multisets over a $q$-ary alphabet under the deletion metric, motivated by permutation channels in which ordering is completely lost and errors act only on symbol…

Information Theory · Computer Science 2026-03-20 Avraham Kreindel , Isaac Barouch Essayag , Aryeh Lev Zabokritskiy

We describe an approach for finding upper bounds on an ODE dynamical system's maximal Lyapunov exponent among all trajectories in a specified set. A minimization problem is formulated whose infimum is equal to the maximal Lyapunov exponent,…

Dynamical Systems · Mathematics 2023-08-15 Hans Oeri , David Goluskin

A set ${X}_{N}=\{x_1,\ldots,x_N\}$ of $N$ points on the unit sphere $\mathbb{S}^d,\,d\geq 2$ is a spherical $t$-design if the average of any polynomial of degree at most $t$ over the sphere is equal to the average value of the polynomial…

Metric Geometry · Mathematics 2014-01-17 Congpei An

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie