Related papers: Computing optimal experimental designs with respec…
We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance,…
We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…
The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…
Small area estimation methods are used in surveys, where sample sizes are too small to get reliable direct estimates of parameters in some population domains. We consider design-based linear combinations of direct and synthetic estimators…
Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…
We present a unified deterministic approach for experimental design problems using the method of interlacing polynomials. Our framework recovers the best-known approximation guarantees for the well-studied D/A/E-design problems with simple…
We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…
A frequently studied performance measure in online optimization is competitive analysis. It corresponds to the worst-case ratio, over all possible inputs of an algorithm, between the performance of the algorithm and the optimal offline…
We consider optimal designs for the Kiefer cirteria, which include the E-criterion as a particular case, and the G-criterion in random coefficients regression (RCR) models. We obtain general the Kiefer criteria for approximate designs and…
In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…
Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with…
We consider the problem of how to assign treatment in a randomized experiment, in which the correlation among the outcomes is informed by a network available pre-intervention. Working within the potential outcome causal framework, we…
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…
Recently, there as been an increasing interest in the use of heavily restricted randomization designs which enforces balance on observed covariates in randomized controlled trials. However, when restrictions are strict, there is a risk that…
We study a class of stochastic optimal design problems for elliptic partial differential equations in divergence form, where the coefficients represent mixtures of two conducting materials. The objective is to minimize a generalized risk…
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…
Designs which are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values. This mean…
Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…
We develop a set of algorithms to solve a broad class of Design of Experiment (DoE) problems efficiently. Specifically, we consider problems in which one must choose a subset of polymers to test in experiments such that the learning of the…