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The state of the art related to parameter correlation in two-parameter models has been reviewed in this paper. The apparent contradictions between the different authors regarding the ability of D--optimality to simultaneously reduce the…

Statistics Theory · Mathematics 2023-07-12 Edgar Benitez , Jesús López-Fidalgo

We theoretically analyse the limits of robustness to test-time adversarial and noisy examples in classification. Our work focuses on deriving bounds which uniformly apply to all classifiers (i.e all measurable functions from features to…

Machine Learning · Statistics 2020-11-13 Elvis Dohmatob

The Hadamard maximal determinant (maxdet) problem is to find the maximum determinant D(n) of a square {+1, -1} matrix of given order n. Such a matrix with maximum determinant is called a saturated D-optimal design. We consider some cases…

Combinatorics · Mathematics 2014-07-30 Richard P. Brent

We consider optimal designs for general multinomial logistic models, which cover baseline-category, cumulative, adjacent-categories, and continuation-ratio logit models, with proportional odds, non-proportional odds, or partial proportional…

Statistics Theory · Mathematics 2019-02-19 Xianwei Bu , Dibyen Majumdar , Jie Yang

We consider the problem of best subset selection (BSS) under high-dimensional sparse linear regression model. Recently, Guo et al. (2020) showed that the model selection performance of BSS depends on a certain identifiability margin, a…

Statistics Theory · Mathematics 2025-04-15 Saptarshi Roy , Ambuj Tewari , Ziwei Zhu

We consider planning longitudinal covariate measurements in follow-up studies where covariates are time-varying. We assume that the entire cohort cannot be selected for longitudinal measurements due to financial limitations and study how a…

Methodology · Statistics 2024-07-03 Jaakko Reinikainen , Juha Karvanen

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…

Machine Learning · Computer Science 2022-10-21 Noble Kennamer , Steven Walton , Alexander Ihler

We consider in this paper the problem of optimal experiment design where a decision maker can choose which points to sample to obtain an estimate $\hat{\beta}$ of the hidden parameter $\beta^{\star}$ of an underlying linear model. The key…

Machine Learning · Statistics 2021-01-01 Xavier Fontaine , Pierre Perrault , Michal Valko , Vianney Perchet

We study the optimal sample complexity of variable selection in linear regression under general design covariance, and show that subset selection is optimal while under standard complexity assumptions, efficient algorithms for this problem…

Statistics Theory · Mathematics 2025-10-07 Ming Gao , Bryon Aragam

The theory of optimal design of experiments has been traditionally developed on an Euclidean space. In this paper, new theoretical results and an algorithm for finding the optimal design of an experiment located on a Riemannian manifold are…

Statistics Theory · Mathematics 2023-02-03 Hang Li , Enrique Del Castillo

We propose a method of removal of design points that cannot support any E-optimal experimental design of a linear regression model with uncorrelated observations. The proposed method can be used to reduce the size of some large E-optimal…

Statistics Theory · Mathematics 2018-08-03 Radoslav Harman , Samuel Rosa

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

This article discusses D-optimal Bayesian crossover designs for generalized linear models. Crossover trials with t treatments and p periods, for $t <= p$, are considered. The designs proposed in this paper minimize the log determinant of…

Computation · Statistics 2018-08-16 Satya Prakash Singh , Siuli Mukhopadhyay

The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size. We develop a Bayesian formalism…

Statistics Theory · Mathematics 2013-02-19 Felix Abramovich , Vadim Grinshtein

Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…

Machine Learning · Statistics 2024-11-11 Nicola Bariletto , Nhat Ho

Precision medicine stands as a transformative approach in healthcare, offering tailored treatments that can enhance patient outcomes and reduce healthcare costs. As understanding of complex disease improves, clinical trials are being…

Methodology · Statistics 2024-05-15 Lara Maleyeff , Shirin Golchi , Erica E. M. Moodie , Marie Hudson

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…

Optimization and Control · Mathematics 2026-05-26 Hao Hu , Stefan Sremac , Hugo J. Woerdeman , Henry Wolkowicz

This work provides performance guarantees for the greedy solution of experimental design problems. In particular, it focuses on A- and E-optimal designs, for which typical guarantees do not apply since the mean-square error and the maximum…

Machine Learning · Computer Science 2018-02-01 Luiz F. O. Chamon , Alejandro Ribeiro

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction.…

Machine Learning · Statistics 2015-03-09 Willem Waegeman , Krzysztof Dembczynski , Arkadiusz Jachnik , Weiwei Cheng , Eyke Hullermeier

This paper describes the R package fdesigns that implements a methodology for identifying Bayesian optimal experimental designs for models whose factor settings are functions, known as profile factors. This type of experiments which involve…

Computation · Statistics 2025-05-23 Damianos Michaelides , Antony Overstall , Dave Woods