Related papers: Optimal discriminating designs for several competi…
The major challenge in designing a discriminative learning algorithm for predicting structured data is to address the computational issues arising from the exponential size of the output space. Existing algorithms make different assumptions…
Tie-breaker designs trade off a statistical design objective with short-term gain from preferentially assigning a binary treatment to those with high values of a running variable $x$. The design objective is any continuous function of the…
When, in terms of the number of data points, the size of a dataset exceeds available computing resources, or when labeling is expensive, an attractive solution consists of selecting only some of the data points (subdata) for further…
This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…
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…
We consider learning problems of an intuitive and concise preference model, called lexicographic preference lists (LP-lists). Given a set of examples that are pairwise ordinal preferences over a universe of objects built of attributes of…
We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems…
Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…
An important yet challenging problem in numerical linear algebra is finding a principal submatrix with maximum determinant from a given symmetric positive semidefinite matrix. This problem arises in experimental design, statistics, and…
In a sequential auction with multiple bidding agents, it is highly challenging to determine the ordering of the items to sell in order to maximize the revenue due to the fact that the autonomy and private information of the agents heavily…
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…
Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing…
We consider a decision-making problem to find absolute ratings of alternatives that are compared in pairs under multiple criteria, subject to constraints in the form of two-sided bounds on ratios between the ratings. Given matrices of…
Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…
Design of experiments is a fundamental topic in applied statistics with a long history. Yet its application is often limited by the complexity and costliness of constructing experimental designs, which involve searching a high-dimensional…
Finite difference schemes are here solved by means of a linear matrix equation. The theoretical study of the related algebraic system is exposed, and enables us to minimize the error due to a finite difference approximation, while building…
Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…
We consider the problem of choosing the optimal (in the sense of mean-squared prediction error) multistep predictor for an autoregressive (AR) process of finite but unknown order. If a working AR model (which is possibly misspecified) is…
We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…
We consider the high-dimensional discriminant analysis problem. For this problem, different methods have been proposed and justified by establishing exact convergence rates for the classification risk, as well as the l2 convergence results…