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In mechanism design it is typical to impose incentive compatibility and then derive an optimal mechanism subject to this constraint. By replacing the incentive compatibility requirement with the goal of minimizing expected ex post regret,…

Computer Science and Game Theory · Computer Science 2012-08-07 Paul Duetting , Felix Fischer , Pitchayut Jirapinyo , John K. Lai , Benjamin Lubin , David C. Parkes

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…

Theoretical Economics · Economics 2020-08-12 Tim Roughgarden , Inbal Talgam-Cohen

For large classes of group testing problems, we derive lower bounds for the probability that all significant items are uniquely identified using specially constructed random designs. These bounds allow us to optimize parameters of the…

Statistics Theory · Mathematics 2022-02-17 Jack Noonan , Anatoly Zhigljavsky

The generalized linear models (GLMs) are widely used in statistical analysis and the related design issues are undoubtedly challenging. The state-of-the-art works mostly apply to design criteria on the estimates of regression coefficients.…

Methodology · Statistics 2020-04-21 Yiou Li , Xinwei Deng

In the present paper we consider design criteria which depend on several designs simultaneously. We formulate equivalence theorems based on moment matrices (if criteria depend on designs via moment matrices) or with respect to the designs…

Statistics Theory · Mathematics 2020-07-30 Maryna Prus

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

We consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and…

Machine Learning · Statistics 2015-06-22 Jakob Runge , Reik V. Donner , Jürgen Kurths

Tensor classification has become increasingly crucial in statistics and machine learning, with applications spanning neuroimaging, computer vision, and recommendation systems. However, the high dimensionality of tensors presents significant…

Methodology · Statistics 2024-09-24 Elynn Chen , Yuefeng Han , Jiayu Li

In this note we consider the optimal design problem for estimating the slope of a polynomial regression with no intercept at a given point, say z. In contrast to previous work, which considers symmetric design spaces we investigate the…

Statistics Theory · Mathematics 2020-09-21 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

The effort to understand network systems in increasing detail has resulted in a diversity of methods designed to extract their large-scale structure from data. Unfortunately, many of these methods yield diverging descriptions of the same…

Data Analysis, Statistics and Probability · Physics 2015-03-27 Tiago P. Peixoto

The optimal prediction strategy for out-of-distribution (OOD) setups is a fundamental question in machine learning. In this paper, we address this question and present several contributions. We propose three reject option models for OOD…

Machine Learning · Computer Science 2023-07-12 Vojtech Franc , Daniel Prusa , Jakub Paplham

Optimal recursive decomposition (or DR-planning) is crucial for analyzing, designing, solving or finding realizations of geometric constraint sytems. While the optimal DR-planning problem is NP-hard even for general 2D bar-joint constraint…

Computational Geometry · Computer Science 2015-07-07 Troy Baker , Meera Sitharam , Menghan Wang , Joel Willoughby

Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…

Artificial Intelligence · Computer Science 2012-06-26 Chenggang Wang , Roni Khardon

We improve the existing results of optimal partial profile paired choice designs and provide new designs for situations where the choice set sizes are greater than two. The optimal designs are obtained under the main effects models and the…

Methodology · Statistics 2015-10-28 Soumen Manna , Ashish Das

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

The celebrated de la Garza phenomenon states that for a polynomial regression model of degree $p-1$ any optimal design can be based on at most $p$ design points. In a remarkable paper, Yang [Ann. Statist. 38 (2010) 2499--2524] showed that…

Statistics Theory · Mathematics 2011-05-19 Holger Dette , Viatcheslav B. Melas

Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of…

Computer Science and Game Theory · Computer Science 2022-10-17 Paul Dütting , Zhe Feng , Harikrishna Narasimhan , David C. Parkes , Sai Srivatsa Ravindranath

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

Trajectory following is one of the complicated control problems when its dynamics are nonlinear, stochastic and include a large number of parameters. The problem has significant difficulties including a large number of trials required for…

Robotics · Computer Science 2019-02-14 Ali Lenjani