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We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…

Statistics Theory · Mathematics 2009-08-14 Holger Dette , Stefanie Titoff

An efficient algorithm for the determination of Bayesian optimal discriminating designs for competing regression models is developed, where the main focus is on models with general distributional assumptions beyond the "classical" case of…

Computation · Statistics 2015-08-04 Holger Dette , Roman Guchenko , Viatcheslav B. Melas

The problem of constructing optimal discriminating designs for a class of regression models is considered. We investigate a version of the $T_p$-optimality criterion as introduced by Atkinson and Fedorov [Biometrika 62 (1975a) 289-303]. The…

Statistics Theory · Mathematics 2013-06-07 Dietrich Braess , Holger Dette

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

This paper considers the problem of constructing optimal discriminating experimental designs for competing regression models on the basis of the T-optimality criterion introduced by Atkinson and Fedorov [Biometrika 62 (1975) 57-70].…

Statistics Theory · Mathematics 2014-01-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

Optimum experimental design theory has recently been extended for parameter estimation in copula models. However, the choice of the correct dependence structure still requires wider analyses. In this work the issue of copula selection is…

Methodology · Statistics 2016-01-29 Elisa Perrone , Andreas Rappold , Werner G. Müller

Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…

Optimization and Control · Mathematics 2022-08-30 David Mogalle , Philipp Seufert , Jan Schwientek , Michael Bortz , Karl-Heinz Küfer

In this paper we consider the problem of constructing $T$-optimal discriminating designs for Fourier regression models. We provide explicit solutions of the optimal design problem for discriminating between two Fourier regression models,…

Methodology · Statistics 2015-12-24 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

The problem of constructing Bayesian optimal discriminating designs for a class of regression models with respect to the T-optimality criterion introduced by Atkinson and Fedorov (1975a) is considered. It is demonstrated that the…

Methodology · Statistics 2014-12-09 Holger Dette , Viatcheslav B. Melas , Roman Guchenko

This paper is devoted to the explicit construction of optimal designs for discrimination between two polynomial regression models of degree $n-2$ and $n$. In a fundamental paper, Atkinson and Fedorov [Biometrika 62 (1975a) 57--70] proposed…

Statistics Theory · Mathematics 2012-05-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets.…

Computation · Statistics 2020-02-04 Yuguang Yue , Lieven Vandenberghe , Weng Kee Wong

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

Among the major difficulties that one may encounter when estimating parameters in a nonlinear regression model are the nonuniqueness of the estimator, its instability with respect to small perturbations of the observations and the presence…

Statistics Theory · Mathematics 2014-08-29 Andrej Pázman , Luc Pronzato

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

We consider design issues for toxicology studies when we have a continuous response and the true mean response is only known to be a member of a class of nested models. This class of non-linear models was proposed by toxicologists who were…

Statistics Theory · Mathematics 2010-11-29 Holger Dette , Andrey Pepelyshev , Piter Shpilev , Weng Kee Wong

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

This work studies the theoretical rules of feature selection in linear discriminant analysis (LDA), and a new feature selection method is proposed for sparse linear discriminant analysis. An $l_1$ minimization method is used to select the…

Methodology · Statistics 2013-04-23 Cheng Wang , Longbing Cao , Baiqi Miao

This paper explores semi-supervised anomaly detection, a more practical setting for anomaly detection where a small additional set of labeled samples are provided. We propose a new KL-divergence based objective function for semi-supervised…

Machine Learning · Computer Science 2021-10-22 Chaoqin Huang , Fei Ye , Peisen Zhao , Ya Zhang , Yan-Feng Wang , Qi Tian

We propose a numerical algorithm for finding optimal measurements for quantum-state discrimination. The theory of the semidefinite programming provides a simple check of the optimality of the numerically obtained results.

Quantum Physics · Physics 2016-09-08 M. Jezek , J. Rehacek , J. Fiurasek

Complete reliance on the fitted model in response surface experiments is risky and relaxing this assumption, whether out of necessity or intentionally, requires an experimenter to account for multiple conflicting objectives. This work…

Methodology · Statistics 2023-06-16 Olga Egorova , Steven G. Gilmour
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