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This paper presents three new computational methods for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random input. The first method represents a novel integration of…

Numerical Analysis · Mathematics 2014-02-18 Sharif Rahman , Xuchun Ren

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

In this work, we propose a novel sampling method for Design of Experiments. This method allows to sample such input values of the parameters of a computational model for which the constructed surrogate model will have the least possible…

Numerical Analysis · Computer Science 2018-10-03 V. P. Zankin , G. V. Ryzhakov , I. V. Oseledets

In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…

Numerical Analysis · Mathematics 2017-10-18 Yan Luo , Zhu Wang

This paper considers the problem of constructing optimal discriminating experimental designs for competing regression models on the basis of the T-optimality criterion introduced by Atkinson and Fedorov [Biometrika 62 (1975) 57-70].…

Statistics Theory · Mathematics 2014-01-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

Providing smooth reference trajectories can effectively increase performance and accuracy of tracking control applications while overshoot and unwanted vibrations are reduced. Trajectory planning computations can often be simplified…

Robotics · Computer Science 2020-12-15 Florentin Rauscher , Oliver Sawodny

Deriving optimal designs for nonlinear models is in general challenging. One crucial step is to determine the number of support points needed. Current tools handle this on a case-by-case basis. Each combination of model, optimality…

Methodology · Statistics 2009-12-22 Min Yang

Privacy is an essential issue in data trading markets. This work uses a mechanism design approach to study the optimal market model to economize the value of privacy of personal data, using differential privacy. The buyer uses a finite…

Computer Science and Game Theory · Computer Science 2021-12-24 Tao Zhang , Quanyan Zhu

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

This short paper is concerned with the use of spherical t-designs as optimal designs for the spherical harmonic regression model in three dimensions over a range of specified criteria. The nature of the designs is explored and their…

Applications · Statistics 2024-11-21 Linda M. Haines

As was shown recently, many important AI problems require counting the number of models of propositional formulas. The problem of counting models of such formulas is, according to present knowledge, computationally intractable in a worst…

Artificial Intelligence · Computer Science 2011-06-02 E. Birnbaum , E. L. Lozinskii

In this paper optimal designs for regression problems with spherical predictors of arbitrary dimension are considered. Our work is motivated by applications in material sciences, where crystallographic textures such as the missorientation…

Statistics Theory · Mathematics 2017-10-31 Holger Dette , Maria Konstantinou , Kirsten Schorning , Josua Gösmann

Optimal experimental design is an essential subfield of statistics that maximizes the chances of experimental success. The D- and A-optimal design is a very challenging problem in the field of optimal design, namely minimizing the…

Neural and Evolutionary Computing · Computer Science 2022-08-25 Lyuyang Tong

We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…

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

Optimal design is crucial for experimenters to maximize the information collected from experiments and estimate the model parameters most accurately. ForLion algorithms have been proposed to find D-optimal designs for experiments with mixed…

Computation · Statistics 2026-03-17 Siting Lin , Yifei Huang , Jie Yang

We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is to design an appropriate electric circuit whose…

Optimization and Control · Mathematics 2025-01-22 Stephen P. Boyd , Tetiana Parshakova , Ernest K. Ryu , Jaewook J. Suh

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…

Machine Learning · Computer Science 2025-11-11 Shivam Gupta , Ajil Jalal , Aditya Parulekar , Eric Price , Zhiyang Xun

A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without inputs which can generate an approximation of the observed…

Optimization and Control · Mathematics 2015-07-09 Jana Němcová , Mihály Petreczky , Jan H. van Schuppen