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We test the reproducibility of X-ray reflectometry(XRR) measurements and optimizations using an National Metrology Institute of Japan (NMIJ)/National Institute of Advanced Industrial Science and Technology (AIST) pre-standard. Based on…

Materials Science · Physics 2014-11-03 Donald Windover , David Gil , Yasushi Azuma , Toshiyuki Fujimoto

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou

A fully nonparametric approach for making probabilistic predictions in multi-response regression problems is introduced. Random forests are used as marginal models for each response variable and, as novel contribution of the present work,…

Machine Learning · Computer Science 2022-10-12 Marius Hofert , Avinash Prasad , Mu Zhu

Mitscherlich's function is a well-known three-parameter non-linear regression function that quantifies the relation between a stimulus or a time variable and a response. Optimal designs for this function have been constructed only for…

Statistics Theory · Mathematics 2021-04-06 Maliheh Heidari , Md Abu Manju , Pieta C. IJzerman-Boon , Edwin R. van den Heuvel

How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…

Machine Learning · Statistics 2022-12-05 Lucas C. Parra , Stefan Haufe , Jacek P. Dmochowski

Most of the available multivariate statistical models dictate on fitting different parameters for the covariate effects on each multiple responses. This might be unnecessary and inefficient for some cases. In this article, we propose a…

Methodology · Statistics 2013-11-04 Ozgur Asar , Ozlem Ilk

The gamma model is a generalized linear model for gamma-distributed outcomes. The model is widely applied in psychology, ecology or medicine. In this paper we focus on gamma models having a linear predictor without intercept. For a specific…

Statistics Theory · Mathematics 2019-04-22 Osama Idais , Rainer Schwabe

This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…

Statistics Theory · Mathematics 2008-02-20 Joseph Rynkiewicz

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

Statistics Theory · Mathematics 2022-09-19 Xin Li , Dongya Wu

We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…

Methodology · Statistics 2021-12-09 Aaron J. Molstad , Guangwei Weng , Charles R. Doss , Adam J. Rothman

Large-scale data are often characterized by some degree of inhomogeneity as data are either recorded in different time regimes or taken from multiple sources. We look at regression models and the effect of randomly changing coefficients,…

Methodology · Statistics 2016-08-11 Nicolai Meinshausen , Peter Bühlmann

The split-plot design assigns different interventions at the whole-plot and sub-plot levels, respectively, and induces a group structure on the final treatment assignments. A common strategy is to use the OLS fit of the outcome on the…

Methodology · Statistics 2021-10-25 Anqi Zhao , Peng Ding

Modeling real processes often results in several suitable models. In order to be able to distinguish, or discriminate, which model best represents a phenomenon, one is interested, e.g., in so-called T-optimal designs. These consist of the…

Optimization and Control · Mathematics 2022-08-30 David Mogalle , Philipp Seufert , Jan Schwientek , Michael Bortz , Karl-Heinz Küfer

In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a…

Machine Learning · Computer Science 2017-02-20 Praneeth Vepakomma , Ahmed Elgammal

Optimal designs for generalized linear models require a prior knowledge of the regression parameters. At certain values of the parameters we propose particular assumptions which allow to derive a locally optimal design for a model without…

Statistics Theory · Mathematics 2019-06-26 Osama Idais

Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to…

Systems and Control · Computer Science 2019-04-17 Lirong Huang , Håkan Hjalmarsson , László Gerencsér

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula…

Methodology · Statistics 2014-06-12 Elisa Perrone , Werner G. Müller

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

Econometrics · Economics 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

Despite the increasing prevalence of vector observations, computation of optimal experimental design for multi-response models has received limited attention. To address this problem within the framework of approximate designs, we introduce…

Computation · Statistics 2026-02-13 Pál Somogyi , Samuel Rosa , Radoslav Harman

Reward design is a fundamental problem in reinforcement learning (RL). A misspecified or poorly designed reward can result in low sample efficiency and undesired behaviors. In this paper, we propose the idea of programmatic reward design,…

Machine Learning · Computer Science 2022-01-10 Weichao Zhou , Wenchao Li