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We study model selection in linear bandits, where the learner must adapt to the dimension (denoted by $d_\star$) of the smallest hypothesis class containing the true linear model while balancing exploration and exploitation. Previous papers…

Machine Learning · Statistics 2022-03-17 Yinglun Zhu , Robert Nowak

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

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 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

In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellipsoid of estimators. The aim of this…

Statistics Theory · Mathematics 2013-03-20 Takuma Takeuchi , Hiroto Sekido

In the last decade, decision diagrams (DDs) have been the basis for a large array of novel approaches for modeling and solving optimization problems. Many techniques now use DDs as a key tool to achieve state-of-the-art performance within…

Optimization and Control · Mathematics 2022-01-28 Margarita P. Castro , Andre A. Cire , J. Christopher Beck

We present a selection of methods for automatically constructing an optimal kernel model for difference image analysis which require very few external parameters to control the kernel design. Each method consists of two components; namely,…

Instrumentation and Methods for Astrophysics · Physics 2016-01-27 D. M. Bramich , Keith Horne , K. A. Alsubai , E. Bachelet , D. Mislis , N. Parley

We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…

Methodology · Statistics 2026-02-13 Lenka Filová , Pál Somogyi , Radoslav Harman

In practice, optimal screening designs for arbitrary run sizes are traditionally generated using the D-criterion with factor settings fixed at +/- 1, even when considering continuous factors with levels in [-1, 1]. This paper identifies…

Methodology · Statistics 2022-11-01 Jonathan Stallrich , Katherine Allen-Moyer , Bradley Jones

In this paper, the tools provided by the theory of Optimal Experimental Design are applied to a nonlinear calibration model. This is motivated by the need of estimating radiation doses using radiochromic films for radiotherapy purposes. The…

Applications · Statistics 2020-05-20 Jesús López-Fidalgo , Mariano Amo-Salas

A high-ranking goal of interdisciplinary modeling approaches in the natural sciences are quantitative prediction of system dynamics and model based optimization. For this purpose, mathematical modeling, numerical simulation and scientific…

Optimization and Control · Mathematics 2015-03-17 Dominik Skanda , Dirk Lebiedz

In high-dimensional classification problems, a commonly used approach is to first project the high-dimensional features into a lower dimensional space, and base the classification on the resulting lower dimensional projections. In this…

Statistics Theory · Mathematics 2025-08-05 Xin Bing , Marten Wegkamp

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

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

Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…

Machine Learning · Statistics 2021-02-12 Chiwoo Park , Peihua Qiu , Jennifer Carpena-Núñez , Rahul Rao , Michael Susner , Benji Maruyama

Optimal designs can help experimenters obtain more accurate parameter estimates with reduced experimental time and cost. In this paper, we characterize the Expected Weighted (EW) D-optimal designs as robust designs against unknown parameter…

Methodology · Statistics 2026-04-08 Siting Lin , Yifei Huang , Jie Yang

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

Machine Learning · Statistics 2017-11-06 Yining Wang , Jialei Wang , Sivaraman Balakrishnan , Aarti Singh

The estimation of distributed parameters in partial differential equations (PDE) from measures of the solution of the PDE may lead to under-determination problems. The choice of a parameterization is a usual way of adding a-priori…

Numerical Analysis · Mathematics 2008-01-16 Hend Ben Ameur , François Clément , Pierre Weis , Guy Chavent

We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…

Discrete Mathematics · Computer Science 2007-08-10 M. A. Iwen

This paper describes an optimisation methodology that has been specifically developed for engineering design problems. The methodology is based on a Tabu search (TS) algorithm that has been shown to find high quality solutions with a…

Optimization and Control · Mathematics 2016-06-21 Andy M. Connor , P. John Clarkson , Shahrokh Shahpar , Paul Leonard