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The aim of this paper is twofold. First, we introduce "resource constraints" as a general concept that covers many practical restrictions on experimental design. Second, for computing efficient exact designs of experiments under any…

Computation · Statistics 2014-08-08 Radoslav Harman , Alena Bachratá , Lenka Filová

"The Price of Robustness" by Bertsimas and Sim represented a breakthrough in the development of a tractable robust counterpart of Linear Programming Problems. However, the central modeling assumption that the deviation band of each…

Optimization and Control · Mathematics 2014-10-24 Christina Büsing , Fabio D'Andreagiovanni

Finding robust solutions of an optimization problem is an important issue in practice, and various concepts on how to define the robustness of a solution have been suggested. The idea of recoverable robustness requires that a solution can…

Optimization and Control · Mathematics 2016-04-07 Emilio Carrizosa , Marc Goerigk , Anita Schöbel

A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…

Optimization and Control · Mathematics 2012-05-01 Daniel P. Mohr , Ina Stein , Thomas Matzies , Christina A. Knapek

We investigate fusing several unreliable computational units that perform the same task. We model an unreliable computational outcome as an additive perturbation to its error-free result in terms of its fidelity and cost. We analyze…

Performance · Computer Science 2017-05-23 Mehmet A. Donmez , Maxim Raginsky , Andrew C. Singer , Lav R. Varshney

Evaluating Software testability can assist software managers in optimizing testing budgets and identifying opportunities for refactoring. In this paper, we abandon the traditional approach of pursuing testability measurements based on the…

Software Engineering · Computer Science 2021-02-23 Luca Guglielmo , Andrea Riboni , Giovanni Denaro

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

The radius of robust feasibility provides a numerical value for the largest possible uncertainty set that guarantees robust feasibility of an uncertain linear conic program. This determines when the robust feasible set is non-empty.…

Optimization and Control · Mathematics 2020-07-16 Miguel A. Goberna , Vaithilingam Jeyakumar , Guoyin Li

Constructing valid confidence sets is a crucial task in statistical inference, yet traditional methods often face challenges when dealing with complex models or limited observed sample sizes. These challenges are frequently encountered in…

Using fault-tolerant constructions, computations performed with unreliable components can simulate their noiseless counterparts though the introduction of a modest amount of redundancy. Given the modest overhead required to achieve…

Computational Engineering, Finance, and Science · Computer Science 2023-11-07 Andrew K. Tan , Isaac L. Chuang

The general use of subjective probabilities to model belief has been justified using many axiomatic schemes. For example, ?consistent betting behavior' arguments are well-known. To those not already convinced of the unique fitness and…

Artificial Intelligence · Computer Science 2013-03-25 Paul Snow

Recent advancements in machine learning have emphasized the need for transparency in model predictions, particularly as interpretability diminishes when using increasingly complex architectures. In this paper, we propose leveraging…

Machine Learning · Computer Science 2025-07-18 Chenrui Zhu , Louenas Bounia , Vu Linh Nguyen , Sébastien Destercke , Arthur Hoarau

We describe an approximate rational arithmetic with round-off errors (both absolute and relative) controlled by the user. The rounding procedure is based on the continued fraction expansion of real numbers. Results of computer experiments…

Numerical Analysis · Mathematics 2025-10-20 Grigori Litvinov , Anatoli Rodionov , Andrei Chourkin

Coherent lower previsions are general probabilistic models allowing incompletely specified probability distributions. However, for complete description of a coherent lower prevision -- even on finite underlying sample spaces -- an infinite…

Probability · Mathematics 2022-09-29 Damjan Škulj

Maximization of an expensive, unimodal function under random observations has been an important problem in hyperparameter tuning. It features expensive function evaluations (which means small budgets) and a high level of noise. We develop…

Optimization and Control · Mathematics 2023-02-23 Xiaohe Luo , Warren B. Powell

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

This short text tried to establish a big picture of what evidential statistics is about and how an ideal inference method should behave. Moreover, by examining shortcomings of some of the currently used methods for measuring evidence and…

Methodology · Statistics 2024-11-28 Mahdi Zamani

A long noted difficulty when assessing the reliability (or calibration) of forecasting systems is that reliability, in general, is a hypothesis not about a finite dimensional parameter but about an entire functional relationship. A…

Data Analysis, Statistics and Probability · Physics 2020-12-09 Jochen Bröcker

One way to investigate the precision of estimates likely to result from planned experiments and planned epidemiological studies is to simulate a large number of possible outcomes and analyse the sets of possible results. This appears to be…

Computation · Statistics 2013-06-28 G. K. Robinson , L. M. Ryan

To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…

Methodology · Statistics 2025-03-17 Luke Hagar , Nathaniel T. Stevens