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We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to…

Data Structures and Algorithms · Computer Science 2018-07-18 Aleksandar Nikolov , Mohit Singh , Uthaipon Tao Tantipongpipat

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

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

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

Linear regression models are among the models most used in practice, although the practitioners are often not sure whether their assumed linear regression model is at least approximately true. In such situations, only designs for which the…

Statistics Theory · Mathematics 2007-06-13 Wolfgang Bischoff , Frank Miller

We propose a nested weighted Tchebycheff Multi-objective Bayesian optimization framework where we build a regression model selection procedure from an ensemble of models, towards better estimation of the uncertain parameters of the…

Machine Learning · Computer Science 2021-10-22 Arpan Biswas , Claudio Fuentes , Christopher Hoyle

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

We present the first polynomial time approximation algorithm for computing shortest paths in weighted three-dimensional domains. Given a polyhedral domain $\D$, consisting of $n$ tetrahedra with positive weights, and a real number…

Computational Geometry · Computer Science 2011-02-16 Lyudmil Aleksandrov , Hristo Djidjev , Anil Maheshwari , Joerg-Rudiger Sack

Studies in circadian biology often use trigonometric regression to model phenomena over time. Ideally, protocols in these studies would collect samples at evenly distributed and equally spaced time points over a 24 hour period. This sample…

Methodology · Statistics 2024-03-22 Michael Gorczyca , Justice Sefas

We give a new characterization of Elfving's (1952) method for computing c-optimal designs in k dimensions which gives explicit formulae for the k unknown optimal weights and k unknown signs in Elfving's characterization. This eliminates the…

Statistics Theory · Mathematics 2011-11-01 Jay Bartroff

We address the problem of the best uniform approximation by linear combinations of a finite system of functions. If the system is Chebyshev and the problem is unconstrained, then the classical Remez algorithm provides a fast and precise…

Numerical Analysis · Mathematics 2025-07-08 Vladimir Yu. Protasov , Rinat Kamalov

We develop a set of algorithms to solve a broad class of Design of Experiment (DoE) problems efficiently. Specifically, we consider problems in which one must choose a subset of polymers to test in experiments such that the learning of the…

Quantitative Methods · Quantitative Biology 2024-08-06 Swagatam Mukhopadhyay

This paper presents for the first time a robust exact line-search method based on a full pseudospectral (PS) numerical scheme employing orthogonal polynomials. The proposed method takes on an adaptive search procedure and combines the…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

Optimal design for linear regression is a fundamental task in statistics. For finite design spaces, recent progress has shown that random designs drawn using proportional volume sampling (PVS) lead to approximation guarantees for A-optimal…

Computation · Statistics 2021-02-02 Arnaud Poinas , Rémi Bardenet

The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear…

Optimization and Control · Mathematics 2017-08-02 Benjamin Crestel , Alen Alexanderian , Georg Stadler , Omar Ghattas

This paper proposes a data-driven approach for computing elasticity by means of a non-parametric regression approach rather than an optimization approach. The Chebyshev approximation is utilized for tackling the material data-sets…

Computational Engineering, Finance, and Science · Computer Science 2019-04-24 Rahul-Vigneswaran K , Neethu Mohan , Soman KP

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi