Related papers: An Approximate Approach to E-optimal Designs for W…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
We present deterministic distributed algorithms for computing approximate maximum cardinality matchings and approximate maximum weight matchings. Our algorithm for the unweighted case computes a matching whose size is at least $(1-\eps)$…
First, we study geometric variants of the standard set cover motivated by assignment of directional antenna and shipping with deadlines, providing the first known polynomial-time exact solutions. Next, we consider the following general…
Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…
This study presents a generalised least squares based method for fitting polygons and ellipses to data points. The method is based on a trigonometric fitness function that approximates a unit shape accurately, making it applicable to…
Archetypal analysis is an unsupervised learning method for exploratory data analysis. One major challenge that limits the applicability of archetypal analysis in practice is the inherent computational complexity of the existing algorithms.…
We exploit the idea to use the maximal-entropy method, successfully tested in information theory and statistical thermodynamics, to determine approximating function's coefficients and squared errors' weights simultaneously as output of one…
We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…
We consider fitting a bivariate spline regression model to data using a weighted least-squares cost function, with weights that sum to one to form a discrete probability distribution. By applying the principle of maximum entropy, the weight…
Accurate estimation of parameters is paramount in developing high-fidelity models for complex dynamical systems. Model-based optimal experiment design (OED) approaches enable systematic design of dynamic experiments to generate input-output…
We consider a weighted Shapley network design game, where selfish players choose paths in a network to minimize their cost. The cost function of each edge in the network is affine linear with respect to the sum of weights of the players who…
Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…
In this paper, we study max-weight stochastic matchings on online bipartite graphs under both vertex and edge arrivals. We focus on designing polynomial time approximation algorithms with respect to the online benchmark, which was first…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
Bayesian optimal experimental design is a sub-field of statistics focused on developing methods to make efficient use of experimental resources. Any potential design is evaluated in terms of a utility function, such as the (theoretically…
Trigonometric polynomials are usually defined on the lattice of integers.We consider the larger class of weight and root lattices with crystallographic symmetry.This article gives a new approach to minimize trigonometric polynomials, which…
We develop and analyze stochastic optimization algorithms for problems in which the expected loss is strongly convex, and the optimum is (approximately) sparse. Previous approaches are able to exploit only one of these two structures,…
Despite the increasing prevalence of vector observations, computation of optimal experimental design for multi-response models has received limited attention. To address this problem within the framework of approximate designs, we introduce…
In this paper we develop a procedure to deal with a family of parameter-dependent ill-posed problems, for which the exact solution in general does not exist. The original problems are relaxed by considering corresponding approximate ones,…
We show how combinatorial optimisation algorithms can be applied to the problem of identifying c-optimal experimental designs when there may be correlation between and within experimental units and evaluate the performance of relevant…