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This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…

Methodology · Statistics 2015-11-06 Holger Dette , Maria Konstantinou , Anatoly Zhigljavsky

In this paper we introduce a new methodology to determine an optimal coefficient of penalized functional regression. We assume the dependent, independent variables and the regression coefficients are functions of time and error dynamics…

Methodology · Statistics 2021-07-07 Paramahansa Pramanik , Alan M. Polansky

We characterize $D$-optimal designs in the two-dimensional Poisson regression model with synergetic interaction and provide an explicit proof. The proof is based on the idea of reparameterization of the design region in terms of contours of…

Statistics Theory · Mathematics 2021-06-17 Fritjof Freise , Ulrike Graßhoff , Frank Röttger , Rainer Schwabe

Given pointwise samples of an unknown function belonging to a certain model set, one seeks in Optimal Recovery to recover this function in a way that minimizes the worst-case error of the recovery procedure. While it is often known that…

Numerical Analysis · Mathematics 2023-08-01 Simon Foucart

In this paper we construct optimal designs for frequentist model averaging estimation. We derive the asymptotic distribution of the model averaging estimate with fixed weights in the case where the competing models are non-nested and none…

Methodology · Statistics 2019-08-27 Kira Alhorn , Holger Dette , Kirsten Schorning

We propose a new procedure for inference on optimal treatment regimes in the model-free setting, which does not require to specify an outcome regression model. Existing model-free estimators for optimal treatment regimes are usually not…

Methodology · Statistics 2020-07-06 Yunan Wu , Lan Wang

We study $L_p$ polynomial regression. Given query access to a function $f:[-1,1] \rightarrow \mathbb{R}$, the goal is to find a degree $d$ polynomial $\hat{q}$ such that, for a given parameter $\varepsilon > 0$, $$ \|\hat{q}-f\|_p\le…

Data Structures and Algorithms · Computer Science 2022-11-15 Raphael A. Meyer , Cameron Musco , Christopher Musco , David P. Woodruff , Samson Zhou

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

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

A subalgebraic approximation algorithm is proposed to estimate from a set of time series the parameters of the observer representation of a discrete-time polynomial system without inputs which can generate an approximation of the observed…

Optimization and Control · Mathematics 2015-07-09 Jana Němcová , Mihály Petreczky , Jan H. van Schuppen

A linear functional of an object from a convex symmetric set can be optimally estimated, in a worst-case sense, by a linear functional of observations made on the object. This well-known fact is extended here to a nonlinear setting: other…

Functional Analysis · Mathematics 2025-12-25 Simon Foucart

There has been work that exploits polynomial approximation to solve distributed nonconvex optimization problems involving univariate objectives. This idea facilitates arbitrarily precise global optimization without requiring local…

Optimization and Control · Mathematics 2024-03-25 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan

Experimental designs based on the classical D-optimal criterion minimize the volume of the linear-approximation inference regions for the parameters using local sensitivity coefficients. For nonlinear models, these designs can be unreliable…

Methodology · Statistics 2021-01-22 Hana Sulieman

Consider the problem of constructing an experimental design, optimal for estimating parameters of a given statistical model with respect to a chosen criterion. To address this problem, the literature usually provides a single solution.…

Computation · Statistics 2024-11-05 Radoslav Harman , Lenka Filová , Samuel Rosa

Additive regression models are actively researched in the statistical field because of their usefulness in the analysis of responses determined by non-linear relationships with multivariate predictors. In this kind of statistical models,…

Applications · Statistics 2018-03-14 German A. Schnaidt Grez , Brani Vidakovic

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 consider the optimal design problem for a comparison of two regression curves, which is used to establish the similarity between the dose response relationships of two groups. An optimal pair of designs minimizes the width of the…

Methodology · Statistics 2014-11-19 Holger Dette , Kirsten Schorning

Approximation theorem is one of the most important aspects of numerical analysis that has evolved over the years with many different approaches. Some of the most popular approximation methods include the Lebesgue approximation theorem, the…

Numerical Analysis · Mathematics 2024-04-16 Ishmael N. Amartey

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

Machine Learning · Statistics 2017-11-06 Yining Wang , Jialei Wang , Sivaraman Balakrishnan , Aarti Singh

The goal of diagnosis is to compute good repair strategies in response to anomalous system behavior. In a decision theoretic framework, a good repair strategy has low expected cost. In a general formulation of the problem, the computation…

Artificial Intelligence · Computer Science 2013-02-21 Sampath Srinivas