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We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…

Optimization and Control · Mathematics 2022-01-20 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

In this paper, we address the issue of estimating and inferring distributional treatment effects in randomized experiments. The distributional treatment effect provides a more comprehensive understanding of treatment heterogeneity compared…

Econometrics · Economics 2025-01-15 Tatsushi Oka , Shota Yasui , Yuta Hayakawa , Undral Byambadalai

The goal of a sequential decision making problem is to design an interactive policy that adaptively selects a group of items, each selection is based on the feedback from the past, in order to maximize the expected utility of selected…

Data Structures and Algorithms · Computer Science 2022-09-13 Shaojie Tang

We consider the problem of estimating and inferring treatment effects in randomized experiments. In practice, stratified randomization, or more generally, covariate-adaptive randomization, is routinely used in the design stage to balance…

Methodology · Statistics 2022-09-27 Hanzhong Liu , Fuyi Tu , Wei Ma

Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic…

Optimization and Control · Mathematics 2023-10-02 Billy Jin , Katya Scheinberg , Miaolan Xie

Stochastic minimax optimization has drawn much attention over the past decade due to its broad applications in machine learning, signal processing and game theory. In some applications, the probability distribution of uncertainty depends on…

Optimization and Control · Mathematics 2025-09-17 Yan Gao , Yongchao Liu , Zili Luo

Randomized benchmarking (RB) is a widely used method for estimating the average fidelity of gates implemented on a quantum computing device. The stochastic error of the average gate fidelity estimated by RB depends on the sampling strategy…

Quantum Physics · Physics 2021-09-17 Toshinari Itoko , Rudy Raymond

In observational studies of treatment effects, estimates may be biased by unmeasured confounders, which can potentially affect the validity of the results. Understanding sensitivity to such biases helps assess how unmeasured confounding…

Methodology · Statistics 2026-02-02 Qishuo Yin , Dylan S. Small

The offline time of the reduced basis method can be very long given a large training set of parameter samples. This usually happens when the system has more than two independent parameters. On the other hand, if the training set includes…

Numerical Analysis · Mathematics 2023-04-04 Sridhar Chellappa , Lihong Feng , Peter Benner

In this paper we propose a randomized primal-dual proximal block coordinate updating framework for a general multi-block convex optimization model with coupled objective function and linear constraints. Assuming mere convexity, we establish…

Optimization and Control · Mathematics 2017-01-25 Xiang Gao , Yangyang Xu , Shuzhong Zhang

The dose delivered to the planning target volume by proton beams is highly conformal, sparing organs at risk and normal tissues. New treatment planning systems adapted to spot scanning techniques have been recently proposed to…

Medical Physics · Physics 2022-05-18 François Smekens , Nicolas Freud , Bruno Sixou , Guillaume Beslon , Jean M Létang

Space-time adaptive processing (STAP) is one of the most effective approaches to suppressing ground clutters in airborne radar systems. It basically takes two forms, i.e., full-dimension STAP (FD-STAP) and reduced-dimension STAP (RD-STAP).…

Information Theory · Computer Science 2022-02-11 Di Song , Shengyao Chen , Feng Xi , Zhong Liu

We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

Machine Learning · Statistics 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

The majority of response-adaptive randomisation (RAR) designs in the literature rely on efficacy data to guide dynamic patient allocation. However, their applicability becomes limited in settings where efficacy outcomes, such as survival,…

Methodology · Statistics 2026-02-23 Maria Vittoria Chiaruttini , Lukas Pin , Sofia S. Villar

We present a method for handling dose constraints as part of a convex programming framework for inverse treatment planning. Our method uniformly handles mean dose, maximum dose, minimum dose, and dose-volume (i.e., percentile) constraints…

Medical Physics · Physics 2019-03-05 Anqi Fu , Baris Ungun , Lei Xing , Stephen Boyd

Response-Adaptive Randomization (RAR) is recognized for its potential to deliver improvements in patient benefit. However, the utility of RAR is contingent on regularization methods to mitigate early instability and preserve statistical…

Methodology · Statistics 2025-11-27 Lukas Pin , Stef Baas , Gianmarco Caruso , David S. Robertson , Sofía S. Villar

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 the past decades mathematical optimization has found its way into radiation therapy and has made profound practice changing impact. Today, virtually all advanced treatment delivery methods, such as IMRT, VMAT, tomotherapy, LDR/HDR…

Medical Physics · Physics 2018-10-31 Bram L. Gorissen , Jan Unkelbach , Thomas R. Bortfeld

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao
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