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We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…

Statistics Theory · Mathematics 2018-12-14 Holger Dette , Maria Konstantinou , Kirsten Schorning

In this note we consider the optimal design problem for estimating the slope of a polynomial regression with no intercept at a given point, say z. In contrast to previous work, which considers symmetric design spaces we investigate the…

Statistics Theory · Mathematics 2020-09-21 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

Selecting input variables or design points for statistical models has been of great interest in adaptive design and active learning. Motivated by two scientific examples, this paper presents a strategy of selecting the design points for a…

Machine Learning · Statistics 2021-02-12 Chiwoo Park , Peihua Qiu , Jennifer Carpena-Núñez , Rahul Rao , Michael Susner , Benji Maruyama

In this paper, we address the problem of reconstruction of support of a measure from its moments. More precisely, given a finite subset of the moments of a measure, we develop a semidefinite program for approximating the support of measure…

Optimization and Control · Mathematics 2016-11-15 Ashkan Jasour , Constantino Lagoa

We discuss the optimal design problem in regression models with long-range dependence error structure. Asymptotic optimal designs are derived and it is demonstrated that these designs depend only indirectly on the correlation function.…

Statistics Theory · Mathematics 2012-05-15 Holger Dette , Nikolai Leonenko , Andrey Pepelyshev , Anatoly Zhigljavsky

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…

Statistics Theory · Mathematics 2023-04-07 Henrik Imberg , Marina Axelson-Fisk , Johan Jonasson

We study optimal block designs for comparing a set of test treatments with a control treatment. We provide the class of all E-optimal approximate block designs characterized by simple linear constraints. Employing this characterization, we…

Statistics Theory · Mathematics 2018-04-19 Samuel Rosa

In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the…

Machine Learning · Computer Science 2019-02-05 Michał Dereziński , Kenneth L. Clarkson , Michael W. Mahoney , Manfred K. Warmuth

In nonlinear regression models the Fisher information depends on the parameters of the model. Consequently, optimal designs maximizing some functional of the information matrix cannot be implemented directly but require some preliminary…

Methodology · Statistics 2013-11-05 Ina Burghaus , Holger Dette

The generation of decision-theoretic Bayesian optimal designs is complicated by the significant computational challenge of minimising an analytically intractable expected loss function over a, potentially, high-dimensional design space. A…

Methodology · Statistics 2017-02-07 Antony M. Overstall , James M. McGree , Christopher C. Drovandi

We study the data deletion problem for convex models. By leveraging techniques from convex optimization and reservoir sampling, we give the first data deletion algorithms that are able to handle an arbitrarily long sequence of adversarial…

Machine Learning · Statistics 2020-07-07 Seth Neel , Aaron Roth , Saeed Sharifi-Malvajerdi

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

Deriving system-level specifications from component specifications usually involves the elimination of variables that are not part of the interface of the top-level system. This paper presents algorithms for eliminating variables from…

Logic in Computer Science · Computer Science 2024-11-22 Inigo Incer , Albert Benveniste , Richard M. Murray , Alberto Sangiovanni-Vincentelli , Sanjit A. Seshia

This article initiates the study of a basic question about model pruning. Given a vector $s$ of importance scores assigned to model components, how many of the scored components could be discarded without sacrificing performance? We propose…

Machine Learning · Computer Science 2026-05-21 Yixuan Wang , Dan P. Guralnik , Saiedeh Akbari , Warren E. Dixon

When, in terms of the number of data points, the size of a dataset exceeds available computing resources, or when labeling is expensive, an attractive solution consists of selecting only some of the data points (subdata) for further…

Methodology · Statistics 2026-04-28 Min Yang , Wei Zheng , John Stufken , Ming-Chung Chang , Ting Tian , Xueqin Wang

The determination of an optimal design for a given regression problem is an intricate optimization problem, especially for models with multivariate predictors. Design admissibility and invariance are main tools to reduce the complexity of…

Statistics Theory · Mathematics 2020-03-24 Holger Dette , Xin Liu , Rong-Xian Yue

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

Optimization and Control · Mathematics 2026-05-14 Frank E. Curtis , Lingjun Guo , Daniel P. Robinson

When considering many survival models, decisions become more challenging in health economic evaluation. In this paper, we present a set of methods to assist with selecting the most appropriate parametric survival models. The methods…

Methodology · Statistics 2025-10-22 Ben Lee

The selection of a validation basis from a full dataset is often required in industrial use of supervised machine learning algorithm. This validation basis will serve to realize an independent evaluation of the machine learning model. To…

Machine Learning · Statistics 2021-04-30 Bertrand Iooss
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