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In the group testing problem, the goal is to identify a subset of defective items within a larger set of items based on tests whose outcomes indicate whether any defective item is present. This problem is relevant in areas such as medical…

Information Theory · Computer Science 2022-09-28 Nelvin Tan , Way Tan , Jonathan Scarlett

We consider the problem of finding optimal piecewise constant approximations of one-dimensional signals. These approximations should consist of a specified number of segments (samples) and minimise the mean squared error to the original…

Signal Processing · Electrical Eng. & Systems 2019-06-12 Leif Bergerhoff , Joachim Weickert , Yehuda Dar

We propose Distributionally Balanced Designs (DBD), a new class of probability sampling designs that target representativeness at the level of the full auxiliary distribution rather than selected moments. In disciplines such as ecology,…

Methodology · Statistics 2026-03-13 Anton Grafström , Wilmer Prentius

In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellipsoid of estimators. The aim of this…

Statistics Theory · Mathematics 2013-03-20 Takuma Takeuchi , Hiroto Sekido

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

In this work we build optimal experimental designs for precise estimation of the functional coefficient of a function-on-function linear regression model where both the response and the factors are continuous functions of time. After…

Methodology · Statistics 2024-12-20 Caterina May , Theodoros Ladas , Davide Pigoli , Kalliopi Mylona

We study the problem of reconstructing an unknown point in $\mathbb{R}^d$ from approximate linear queries. This setting arises naturally in applications ranging from low-dimensional remote sensing and signal recovery to high-dimensional…

Machine Learning · Computer Science 2026-05-20 Yuval Filmus , Shay Moran , Elizaveta Nesterova

The challenge of optimal design of experiments (DOE) pervades materials science, physics, chemistry, and biology. Bayesian optimization has been used to address this challenge in vast sample spaces, although it requires framing experimental…

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods

Many chemical and biological experiments involve multiple treatment factors and often it is convenient to fit a nonlinear model in these factors. This nonlinear model can be mechanistic, empirical or a hybrid of the two. Motivated by…

Computation · Statistics 2018-10-09 Yuanzhi Huang , Steven Gilmour , Kalliopi Mylona , Peter Goos

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

Optimization and Control · Mathematics 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

In this paper we study algorithms to find a Gaussian approximation to a target measure defined on a Hilbert space of functions; the target measure itself is defined via its density with respect to a reference Gaussian measure. We employ the…

Numerical Analysis · Mathematics 2014-08-11 Frank J. Pinski , Gideon Simpson , Andrew M. Stuart , Hendrik Weber

Analytic continuation of numerical data obtained in imaginary time or frequency has become an essential part of many branches of quantum computational physics. It is, however, an ill-conditioned procedure and thus a hard numerical problem.…

Strongly Correlated Electrons · Physics 2016-08-18 Dominic Bergeron , A. -M. S. Tremblay

Experimental comparisons of performance represent an important aspect of research on optimization algorithms. In this work we present a methodology for defining the required sample sizes for designing experiments with desired statistical…

Neural and Evolutionary Computing · Computer Science 2018-10-16 Felipe Campelo , Fernanda Takahashi

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

Applications · Statistics 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

This paper discusses the problem of determining optimal designs for regression models, when the observations are dependent and taken on an interval. A complete solution of this challenging optimal design problem is given for a broad class…

Methodology · Statistics 2015-02-25 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk