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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

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

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

Methodology · Statistics 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The…

Computation · Statistics 2011-08-30 Dávid Papp

We present a new approach to the design of D-optimal experiments with multivariate polynomial regressions on compact semi-algebraic design spaces. We apply the moment-sum-of-squares hierarchy of semidefinite programming problems to solve…

Statistics Theory · Mathematics 2017-03-07 Yohann De Castro , F Gamboa , D Henrion , R Hess , J. -B Lasserre

In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…

Computation · Statistics 2013-10-28 Wei Gao , Ping Shing Chan , Hon Keung Tony Ng , Xiaolei Lu

In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellipsoid of estimators. The aim of this…

Statistics Theory · Mathematics 2013-03-20 Takuma Takeuchi , Hiroto Sekido

We consider optimal designs for general multinomial logistic models, which cover baseline-category, cumulative, adjacent-categories, and continuation-ratio logit models, with proportional odds, non-proportional odds, or partial proportional…

Statistics Theory · Mathematics 2019-02-19 Xianwei Bu , Dibyen Majumdar , Jie Yang

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

One of the most common problems in statistical experimentation is computing D-optimal designs on large finite candidate sets. While optimal approximate (i.e., infinite-sample) designs can be efficiently computed using convex methods,…

Computation · Statistics 2026-01-12 Radoslav Harman , Samuel Rosa

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…

Machine Learning · Computer Science 2019-06-11 Michał Dereziński , Feynman Liang , Michael W. Mahoney

In this paper, we derive optimal designs for the Rasch Poisson counts model and the Rasch Poisson-Gamma counts model incorporating several binary predictors for the difficulty parameter. To efficiently estimate the regression coefficients…

Methodology · Statistics 2021-04-07 Ulrike Graßhoff , Heinz Holling , Rainer Schwabe

We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance,…

Methodology · Statistics 2019-10-08 Pengqi Liu , Lucy Gao , Julie Zhou

We consider the problem of obtaining D-optimal designs for factorial experiments with a binary response and $k$ qualitative factors each at two levels. We obtain a characterization for a design to be locally D-optimal. Based on this…

Statistics Theory · Mathematics 2015-03-19 Jie Yang , Abhyuday Mandal , Dibyen Majumdar

In this work we build optimal experimental designs for precise estimation of the functional coefficient of a function-on-function linear regression model where both the response and the factors are continuous functions of time. After…

Methodology · Statistics 2024-12-20 Caterina May , Theodoros Ladas , Davide Pigoli , Kalliopi Mylona

Optimal experimental designs are probability measures with finite support enjoying an optimality property for the computation of least squares estimators. We present an algorithm for computing optimal designs on finite sets based on the…

Numerical Analysis · Mathematics 2022-01-11 Federico Piazzon

The subject of this work is two treatment groups random coefficient regression models, in which observational units receive some group-specific treatments. We provide A- and D-optimality criteria for the estimation of the fixed parameter…

Statistics Theory · Mathematics 2020-08-11 Maryna Prus

The subject of this work is multiple group random coefficients regression models with several treatments and one control group. Such models are often used for studies with cluster randomized trials. We investigate A-, D- and E-optimal…

Statistics Theory · Mathematics 2018-07-27 Maryna Prus

We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets.…

Computation · Statistics 2020-02-04 Yuguang Yue , Lieven Vandenberghe , Weng Kee Wong

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
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