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A common approach to analyzing categorical correlated time series data is to fit a generalized linear model (GLM) with past data as covariate inputs. There remain challenges to conducting inference for short time series length. By treating…

Statistics Theory · Mathematics 2018-10-23 Xu Gao , Hernando Ombao , Daniel Gillen

We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed,…

Statistics Theory · Mathematics 2014-05-14 Mausumi Bose , Rahul Mukerjee

Experiments deliver credible treatment-effect estimates but, because they are costly, are often restricted to specific sites, small populations, or particular mechanisms. A common practice across several fields is therefore to combine…

Econometrics · Economics 2025-12-30 Aristotelis Epanomeritakis , Davide Viviano

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Methodology · Statistics 2022-07-25 Debo Cheng , Jiuyong Li , Lin Liu , Jiji Zhang , Jixue Liu , Thuc Duy Le

Material extrusion is one of the most commonly used approaches within the additive manufacturing processes available. Despite its popularity and related technical advancements, process reliability and quality assurance remain only partially…

Machine Learning · Computer Science 2024-06-21 Fátima García-Martínez , Diego Carou , Francisco de Arriba-Pérez , Silvia García-Méndez

In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

The selection problem of an optimal set of sensors estimating the snapshot of high-dimensional data is considered. The objective functions based on various criteria of optimal design are adopted to the greedy method: D-optimality,…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Kumi Nakai , Keigo Yamada , Takayuki Nagata , Yuji Saito , Taku Nonomura

It is a widely accepted fact that the computational capability of recurrent neural networks is maximized on the so-called "edge of criticality". Once the network operates in this configuration, it performs efficiently on a specific…

Data Analysis, Statistics and Probability · Physics 2017-01-06 Lorenzo Livi , Filippo Maria Bianchi , Cesare Alippi

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

Statistics Theory · Mathematics 2025-04-29 Jie Qi , Ruth E. Baker

In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such…

Machine Learning · Statistics 2016-02-16 Yu-Xiang Wang , Jing Lei , Stephen E. Fienberg

The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…

Methodology · Statistics 2022-06-20 Kelly Van Lancker , Joshua Betz , Michael Rosenblum

We consider partially-specified optimization problems where the goal is to actively, but efficiently, acquire missing information about the problem in order to solve it. An algorithm designer wishes to solve a linear program (LP), $\max…

Data Structures and Algorithms · Computer Science 2021-09-07 Shuran Zheng , Bo Waggoner , Yang Liu , Yiling Chen

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

The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn…

Statistics Theory · Mathematics 2021-07-02 Ivana Malenica , Aurelien Bibaut , Mark J. van der Laan

Optimal experimental design (OED) is the general formalism of sensor placement and decisions about the data collection strategy for engineered or natural experiments. This approach is prevalent in many critical fields such as battery…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Emil Constantinescu

Randomized experiments have long been the gold standard for scientists seeking to learn about cause and effect. When randomized experiments are infeasible, scientists often resort to observational studies, which are widely available and…

Methodology · Statistics 2026-04-13 Bohan Wu , Sebastian Salazar , Donald P. Green , David M. Blei

Many real-world tasks include some kind of parameter estimation, i.e., determination of a parameter encoded in a probability distribution. Often, such probability distributions arise from stochastic processes. For a stationary stochastic…

Quantum Physics · Physics 2023-06-08 Marco Radaelli , Gabriel T. Landi , Kavan Modi , Felix C. Binder

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

Computation · Statistics 2019-03-28 Chi Feng , Youssef M. Marzouk

We consider the estimation of a structural function which models a non-parametric relationship between a response and an endogenous regressor given an instrument in presence of dependence in the data generating process. Assuming an…

Statistics Theory · Mathematics 2016-04-08 Nicolas Asin , Jan Johannes