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We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a…

Statistics Theory · Mathematics 2008-12-18 Dibyen Majumdar , John Stufken

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

Likelihood based-learning of graphical models faces challenges of computational-complexity and robustness to model mis-specification. This paper studies methods that fit parameters directly to maximize a measure of the accuracy of predicted…

Machine Learning · Computer Science 2014-07-04 Justin Domke

Optimal designs for generalized linear models require a prior knowledge of the regression parameters. At certain values of the parameters we propose particular assumptions which allow to derive a locally optimal design for a model without…

Statistics Theory · Mathematics 2019-06-26 Osama Idais

Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

The first investigation is made of designs for screening experiments where the response variable is approximated by a generalised linear model. A Bayesian information capacity criterion is defined for the selection of designs that are…

Methodology · Statistics 2016-10-27 David C. Woods , James M. McGree , Susan M. Lewis

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…

Machine Learning · Statistics 2025-10-02 Chuntao Chen , Tapio Helin , Nuutti Hyvönen , Yuya Suzuki

We study mixed models with a single grouping factor, where inference about unknown parameters requires optimizing a marginal likelihood defined by an intractable integral. Low-dimensional numerical integration techniques are regularly used…

Methodology · Statistics 2025-01-22 Alex Stringer , Blair Bilodeau , Yanbo Tang

We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher-information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity…

Methodology · Statistics 2016-03-24 Mathias Drton , Martyn Plummer

The efficacy of mathematical models heavily depends on the quality of the training data, yet collecting sufficient data is often expensive and challenging. Many modeling applications require inferring parameters only as a means to predict…

Model selection based on classical information criteria, such as BIC, is generally computationally demanding, but its properties are well studied. On the other hand, model selection based on parameter shrinkage by $\ell_1$-type penalties is…

Machine Learning · Statistics 2013-07-10 Kun Zhang , Heng Peng , Laiwan Chan , Aapo Hyvarinen

The Bayesian decision-theoretic approach to design of experiments involves specifying a design (values of all controllable variables) to maximise the expected utility function (expectation with respect to the distribution of responses and…

Statistics Theory · Mathematics 2021-09-24 Antony M. Overstall

In nonlinear regression models the Fisher information depends on the parameters of the model. Consequently, optimal designs maximizing some functional of the information matrix cannot be implemented directly but require some preliminary…

Methodology · Statistics 2013-11-05 Ina Burghaus , Holger Dette

The problem of model selection is considered for the setting of interpolating estimators, where the number of model parameters exceeds the size of the dataset. Classical information criteria typically consider the large-data limit,…

Machine Learning · Statistics 2026-01-13 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

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

D-Optimal designs for estimating parameters of response models are derived by maximizing the determinant of the Fisher information matrix. For non-linear models, the Fisher information matrix depends on the unknown parameter vector of…

Methodology · Statistics 2026-01-16 Suvrojit Ghosh , Koulik Khamaru , Tirthankar Dasgupta
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