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In this paper we extend the results of Radloff and Schwabe (2018), which could be applied for example to Poisson regression, negative binomial regression and proportional hazard models with censoring, to a wider class of non-linear multiple…

Methodology · Statistics 2021-04-07 Martin Radloff , Rainer Schwabe

Many complex multi-target prediction problems that concern large target spaces are characterised by a need for efficient prediction strategies that avoid the computation of predictions for all targets explicitly. Examples of such problems…

Information Retrieval · Computer Science 2018-03-06 Michiel Stock , Krzysztof Dembczynski , Bernard De Baets , Willem Waegeman

In this paper some new properties and computational tools for finding KL-optimum designs are provided. KL-optimality is a general criterion useful to select the best experimental conditions to discriminate between statistical models. A…

Methodology · Statistics 2018-01-04 Giacomo Aletti , Caterina May , Chiara Tommasi

We consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to…

Systems and Control · Computer Science 2019-04-17 Lirong Huang , Håkan Hjalmarsson , László Gerencsér

This paper compares two leading approaches for robust optimization in the models of online algorithms and mechanism design. Competitive analysis compares the performance of an online algorithm to an offline benchmark in worst-case over…

Computer Science and Game Theory · Computer Science 2020-09-09 Jason Hartline , Aleck Johnsen , Yingkai Li

The Poisson-Gamma model is a generalization of the Poisson model, which can be used for modelling count data. We show that the $D$-optimality criterion for the Poisson-Gamma model is equivalent to a combined weighted optimality criterion of…

Statistics Theory · Mathematics 2018-08-17 Marius Schmidt , Rainer Schwabe

Decision trees have been studied extensively in the context of fairness, aiming to maximize prediction performance while ensuring non-discrimination against different groups. Techniques in this space usually focus on imposing constraints at…

Machine Learning · Computer Science 2025-09-04 Kiara Stempel , Mattia Cerrato , Stefan Kramer

Experimental designs based on the classical D-optimal criterion minimize the volume of the linear-approximation inference regions for the parameters using local sensitivity coefficients. For nonlinear models, these designs can be unreliable…

Methodology · Statistics 2021-01-22 Hana Sulieman

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

There are multiple cluster randomised trial designs that vary in when the clusters cross between control and intervention states, when observations are made within clusters, and how many observations are made at that time point. Identifying…

Methodology · Statistics 2023-07-20 Samuel I. Watson , Alan Girling , Karla Hemming

The purpose of this short note is to show that the Christoffel-Darboux polynomial, useful in approximation theory and data science, arises naturally when deriving the dual to the problem of semi-algebraic D-optimal experimental design in…

Optimization and Control · Mathematics 2020-12-09 Yohann de Castro , Fabrice Gamboa , Didier Henrion , Jean Lasserre

Selecting the optimal recommender via online exploration-exploitation is catching increasing attention where the traditional A/B testing can be slow and costly, and offline evaluations are prone to the bias of history data. Finding the…

Information Retrieval · Computer Science 2022-03-29 Da Xu , Chuanwei Ruan , Evren Korpeoglu , Sushant Kumar , Kannan Achan

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…

Computation · Statistics 2018-04-10 Jiangtao Duan , Wei Gao , Hon Keung Tony Ng

Randomized saturation designs are a family of designs which assign a possibly different treatment proportion to each cluster of a population at random. As a result, they generalize the well-known (stratified) completely randomized designs…

Methodology · Statistics 2022-03-21 Chencheng Cai , Jean Pouget-Abadie , Edoardo M. Airoldi

In this paper, we present a novel tolerance allocation algorithm for the assessment and control of geometric variation on system performance that is applicable to any system of partial differential equations. In particular, we parameterize…

Numerical Analysis · Mathematics 2019-04-16 Joseph Benzaken , Alireza Doostan , John A. Evans

In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

Machine Learning · Computer Science 2019-06-11 Michał Dereziński , Feynman Liang , Michael W. Mahoney

We consider the problem of identifying the most profitable product design from a finite set of candidates under unknown consumer preference. A standard approach to this problem follows a two-step strategy: First, estimate the preference of…

Machine Learning · Statistics 2017-01-06 Max Yi Ren , Clayton Scott

We review recent literature that proposes to adapt ideas from classical model based optimal design of experiments to problems of data selection of large datasets. Special attention is given to bias reduction and to protection against…

Methodology · Statistics 2018-12-03 Elena Pesce , Eva Riccomagno