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Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

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

We develop general theory for finding locally optimal designs in a class of single-covariate models under any differentiable optimality criterion. Yang and Stufken [Ann. Statist. 40 (2012) 1665-1681] and Dette and Schorning [Ann. Statist.…

Statistics Theory · Mathematics 2014-12-01 Linwei Hu , Min Yang , John Stufken

We propose a novel model-based approach for constructing optimal designs with complex blocking structures and network effects, for application in agricultural field experiments. The potential interference among treatments applied to…

Methodology · Statistics 2021-08-25 Vasiliki Koutra , Steven G. Gilmour , Ben M. Parker , Andrew Mead

Inband full-duplex communication requires accurate modeling and cancellation of self-interference, specifically in the digital domain. Neural networks are presently candidate models for capturing nonlinearity of the self-interference path.…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Gerald Enzner , Niklas Knaepper , Aleksej Chinaev

We introduce a new combinatorial structure: the superselector. We show that superselectors subsume several important combinatorial structures used in the past few years to solve problems in group testing, compressed sensing, multi-channel…

Data Structures and Algorithms · Computer Science 2010-10-07 Ferdinando Cicalese , Ugo Vaccaro

We consider the asymptotic power performance under local alternatives of the Cochran-Mantel-Haenszel test. Our setting is non-traditional: we investigate randomized experiments that assign subjects via Fisher's blocking design. We show that…

Methodology · Statistics 2025-07-14 David Azriel , Adam Kapelner , Abba M. Krieger

This paper considers the problem of constructing optimal discriminating experimental designs for competing regression models on the basis of the T-optimality criterion introduced by Atkinson and Fedorov [Biometrika 62 (1975) 57-70].…

Statistics Theory · Mathematics 2014-01-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

Much of the work in the literature on optimal discrimination designs assumes that the models of interest are fully specified, apart from unknown parameters in some models. Recent work allows errors in the models to be non-normally…

Methodology · Statistics 2016-12-06 Holger Dette , Roman Guchenko , Viatcheslav Melas , Weng Kee Wong

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

Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models…

Methodology · Statistics 2018-12-04 Sven Klaassen , Jannis Kück , Martin Spindler , Victor Chernozhukov

In this paper the problem of optimal derivative design, profit maximization and risk minimization under adverse selection when multiple agencies compete for the business of a continuum of heterogenous agents is studied. The presence of ties…

Trading and Market Microstructure · Quantitative Finance 2011-07-06 Ulrich Horst , Santiago Moreno-Bromberg

Optimization problems occurring in a wide variety of physical design problems, including but not limited to optical engineering, quantum control, structural engineering, involve minimization of a simple cost function of the state of the…

Optimization and Control · Mathematics 2021-11-05 Rahul Trivedi

This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with…

Statistics Theory · Mathematics 2009-04-03 Caterina May , Nancy Flournoy

We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…

Methodology · Statistics 2023-03-09 Lucy L. Gao , Jane J. Ye , Shangzhi Zeng , Julie Zhou

This article focuses on the estimation and design aspects of a bivariate collocated cokriging experiment. For a large class of covariance matrices, a linear dependency criterion is identified, which allows the best linear unbiased estimator…

Methodology · Statistics 2022-03-15 Subhadra Dasgupta , Siuli Mukhopadhyay , Jonathan Keith

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 issue of determining not only an adequate dose but also a dosing frequency of a drug arises frequently in Phase II clinical trials. This results in the comparison of models which have some parameters in common. Planning such studies…

Methodology · Statistics 2017-11-16 Kirsten Schorning , Maria Konstantinou

The problem of constructing optimal discriminating designs for a class of regression models is considered. We investigate a version of the $T_p$-optimality criterion as introduced by Atkinson and Fedorov [Biometrika 62 (1975a) 289-303]. The…

Statistics Theory · Mathematics 2013-06-07 Dietrich Braess , Holger Dette

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…

Methodology · Statistics 2022-10-20 Harrison H. Li , Art B. Owen