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The note studies the problem of selecting a good enough subset out of a finite number of alternatives under a fixed simulation budget. Our work aims to maximize the posterior probability of correctly selecting a good subset. We formulate…

Optimization and Control · Mathematics 2023-05-09 Gongbo Zhang , Bin Chen , Qing-shan Jia , Yijie Peng

In mechanical design, there is often unavoidable uncertainty in estimates of design performance. Evaluation of design alternatives requires consideration of the impact of this uncertainty. Expert heuristics embody assumptions regarding the…

Artificial Intelligence · Computer Science 2013-03-26 Deborah L. Thurston , Yun Qi Tian

The basic idea of importance sampling is to use independent samples from a proposal measure in order to approximate expectations with respect to a target measure. It is key to understand how many samples are required in order to guarantee…

Computation · Statistics 2017-01-17 S. Agapiou , O. Papaspiliopoulos , D. Sanz-Alonso , A. M. Stuart

Spatial soil sampling is an integral part of a soil survey aimed at creating a soil map. We propose considering the soil sampling procedure as a task of optimal design. In practical terms, optimal experiments can reduce experimentation…

Computers and Society · Computer Science 2021-03-19 Anna Petrovskaia , Gleb Ryzhakov , Ivan Oseledets

An asymptotically optimal sampling-based planner employs sampling to solve robot motion planning problems and returns paths with a cost that converges to the optimal solution cost, as the number of samples approaches infinity. This…

Robotics · Computer Science 2022-01-07 Kostas E. Bekris , Rahul Shome

Sample coordination, where similar instances have similar samples, was proposed by statisticians four decades ago as a way to maximize overlap in repeated surveys. Coordinated sampling had been since used for summarizing massive data sets.…

Databases · Computer Science 2013-08-05 Edith Cohen , Haim Kaplan

We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…

Statistics Theory · Mathematics 2017-11-02 Juha Karvanen , Jarno Vanhatalo , Kari Auranen , Sangita Kulathinal , Samu Mäntyniemi

Probabilistic graphical models have emerged as a powerful modeling tool for several real-world scenarios where one needs to reason under uncertainty. A graphical model's partition function is a central quantity of interest, and its…

Artificial Intelligence · Computer Science 2021-05-25 Durgesh Agrawal , Yash Pote , Kuldeep S Meel

Efficient algorithms for searching for optimal saturated designs are widely available. They maximize a given efficiency measure (such as D-optimality) and provide an optimum design. Nevertheless, they do not guarantee a \emph{global}…

Computation · Statistics 2013-03-29 Roberto Fontana

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

Numerical Analysis · Mathematics 2026-04-07 David Krieg , Mario Ullrich

Impractical assumptions, an inherently myopic nature, and the crucial role of the initial design, all together contribute to making theoretical convergence proofs of little value in real-life Bayesian Optimization applications. In this…

Optimization and Control · Mathematics 2026-02-13 Antonio Candelieri , Francesco Archetti

Complex models used to describe biological processes in epidemiology and ecology often have computationally intractable or expensive likelihoods. This poses significant challenges in terms of Bayesian inference but more significantly in the…

Methodology · Statistics 2019-03-12 Mahasen Dehideniya , Antony M. Overstall , Chris C. Drovandi , James M. McGree

This paper traces the strong relations between experimental design and control, such as the use of optimal inputs to obtain precise parameter estimation in dynamical systems and the introduction of suitably designed perturbations in…

Optimization and Control · Mathematics 2008-03-03 Luc Pronzato

In the framework of generalized finite element methods for elliptic equations with rough coefficients, efficiency and accuracy of the numerical method depend critically on the use of appropriate basis functions. This work explores several…

Optimization and Control · Mathematics 2018-12-20 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

Applications · Statistics 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

Efficient sampling in biomolecular simulations is critical for accurately capturing the complex dynamical behaviors of biological systems. Adaptive sampling techniques aim to improve efficiency by focusing computational resources on the…

Biomolecules · Quantitative Biology 2024-10-22 Hassan Nadeem , Diwakar Shukla

The last decade has seen an explosion in data sources available for the monitoring and prediction of environmental phenomena. While several inferential methods have been developed that make predictions on the underlying process by combining…

Methodology · Statistics 2023-03-06 Eun-Hye Yoo , Andrew Zammit-Mangion , Michael G. Chipeta

According to Hansen, Madow and Tepping [J. Amer. Statist. Assoc. 78 (1983) 776--793], "Probability sampling designs and randomization inference are widely accepted as the standard approach in sample surveys." In this article, reasons are…

Methodology · Statistics 2011-08-12 J. N. K. Rao

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

We study random designs that minimize the asymptotic variance of a de-biased lasso estimator when a large pool of unlabeled data is available but measuring the corresponding responses is costly. The optimal sampling distribution arises as…

Statistics Theory · Mathematics 2020-10-27 Hamid Eftekhari , Moulinath Banerjee , Ya'acov Ritov