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The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

Optimal design of experiments for correlated processes is an increasingly relevant and active research topic. Present methods have restricted possibilities to judge their quality. To fill this gap, we complement the virtual noise approach…

Statistics Theory · Mathematics 2021-10-25 Andrej Pázman , Markus Hainy , Werner G. Müller

In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…

Computation · Statistics 2021-04-08 Richard J Clancy , Stephen Becker

We develop approximation algorithms for set-selection problems with deterministic constraints, but random objective values, i.e., stochastic probing problems. When the goal is to maximize the objective, approximation algorithms for probing…

Data Structures and Algorithms · Computer Science 2021-11-04 Weina Wang , Anupam Gupta , Jalani Williams

In a recent work, Esmer et al. describe a simple method - Approximate Monotone Local Search - to obtain exponential approximation algorithms from existing parameterized exact algorithms, polynomial-time approximation algorithms and, more…

Data Structures and Algorithms · Computer Science 2023-08-30 Baris Can Esmer , Ariel Kulik , Daniel Marx , Daniel Neuen , Roohani Sharma

The problem of non-monotone $k$-submodular maximization under a knapsack constraint ($\kSMK$) over the ground set size $n$ has been raised in many applications in machine learning, such as data summarization, information propagation, etc.…

Data Structures and Algorithms · Computer Science 2023-09-22 Dung T. K. Ha , Canh V. Pham , Tan D. Tran , Huan X. Hoang

We study the task of high-dimensional entangled mean estimation in the subset-of-signals model. Specifically, given $N$ independent random points $x_1,\ldots,x_N$ in $\mathbb{R}^D$ and a parameter $\alpha \in (0, 1)$ such that each $x_i$ is…

Data Structures and Algorithms · Computer Science 2025-01-10 Ilias Diakonikolas , Daniel M. Kane , Sihan Liu , Thanasis Pittas

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

An important goal in algorithm design is determining the best running time for solving a problem (approximately). For some problems, we know the optimal running time, assuming certain conditional lower bounds. In this work, we study the…

Data Structures and Algorithms · Computer Science 2024-03-04 Moritz Buchem , Paul Deuker , Andreas Wiese

Performing statistical inference in high-dimension is an outstanding challenge. A major source of difficulty is the absence of precise information on the distribution of high-dimensional estimators. Here, we consider linear regression in…

Statistics Theory · Mathematics 2016-06-15 Adel Javanmard , Andrea Montanari

Unbiased and consistent variance estimators generally do not exist for design-based treatment effect estimators because experimenters never observe more than one potential outcome for any unit. The problem is exacerbated by interference and…

Methodology · Statistics 2024-07-04 Christopher Harshaw , Joel A. Middleton , Fredrik Sävje

Algorithms for machine learning-guided design, or design algorithms, use machine learning-based predictions to propose novel objects with desired property values. Given a new design task -- for example, to design novel proteins with high…

Machine Learning · Computer Science 2025-07-04 Clara Fannjiang , Ji Won Park

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

We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…

Statistics Theory · Mathematics 2013-11-04 Adel Javanmard , Andrea Montanari

We consider the problem of designing experiments for the estimation of a target in regression analysis if there is uncertainty about the parametric form of the regression function. A new optimality criterion is proposed, which minimizes the…

Methodology · Statistics 2018-07-17 Kira Alhorn , Kirsten Schorning , Holger Dette

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

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

The paper develops methods to construct a one-stage optimal design of dilution experiments under the total available volume constraint typical for bio-medical applications. We consider various design criteria based on the Fisher information…

Statistics Theory · Mathematics 2013-05-08 Maryam Zolghadr , Sergei Zuyev
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