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Regression problems are traditionally analyzed via univariate characteristics like the regression function, scale function and marginal density of regression errors. These characteristics are useful and informative whenever the association…

Statistics Theory · Mathematics 2008-12-18 Sam Efromovich

In the common linear regression model the problem of determining optimal designs for least squares estimation is considered in the case where the observations are correlated. A necessary condition for the optimality of a given design is…

Statistics Theory · Mathematics 2013-03-13 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…

Methodology · Statistics 2023-03-09 Lucy L. Gao , Jane J. Ye , Shangzhi Zeng , Julie Zhou

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

We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems…

Statistics Theory · Mathematics 2017-10-27 Yohann De Castro , Fabrice Gamboa , Didier Henrion , Roxana Hess , Jean-Bernard Lasserre

In this paper, we derive optimal designs for the Rasch Poisson counts model and the Rasch Poisson-Gamma counts model incorporating several binary predictors for the difficulty parameter. To efficiently estimate the regression coefficients…

Methodology · Statistics 2021-04-07 Ulrike Graßhoff , Heinz Holling , Rainer Schwabe

We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets.…

Computation · Statistics 2020-02-04 Yuguang Yue , Lieven Vandenberghe , Weng Kee Wong

We improve the inequality used in Pronzato [2003. Removing non-optimal support points in D-optimum design algorithms. Statist. Probab. Lett. 63, 223-228] to remove points from the design space during the search for a $D$-optimum design. Let…

Statistics Theory · Mathematics 2007-07-02 Radoslav Harman , Luc Pronzato

An important issue in additive manufacturing is the reliability and reproducibility of parts. One major problem in achieving this are uncontrolled local variations in the obtained material properties which arise in the complex manufacturing…

Optimization and Control · Mathematics 2017-07-18 Jannis Greifenstein , Michael Stingl

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

Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an…

Methodology · Statistics 2022-01-11 Tong Chen , Thomas Lumley

We consider linear regression in the high-dimensional regime where the number of observations $n$ is smaller than the number of parameters $p$. A very successful approach in this setting uses $\ell_1$-penalized least squares (a.k.a. the…

Methodology · Statistics 2014-02-05 Adel Javanmard , Andrea Montanari

In the present paper we consider design criteria which depend on several designs simultaneously. We formulate equivalence theorems based on moment matrices (if criteria depend on designs via moment matrices) or with respect to the designs…

Statistics Theory · Mathematics 2020-07-30 Maryna Prus

We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The…

Computation · Statistics 2011-08-30 Dávid Papp

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

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

A common problem in Phase II clinical trials is the comparison of dose response curves corresponding to different treatment groups. If the effect of the dose level is described by parametric regression models and the treatments differ in…

Statistics Theory · Mathematics 2016-03-16 Chrystel Feller , Kirsten Schorning , Holger Dette , Georgina Bermann , Björn Bornkamp

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

We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…

Methodology · Statistics 2026-02-13 Lenka Filová , Pál Somogyi , Radoslav Harman

We consider maximin and Bayesian $D$-optimal designs for nonlinear regression models. The maximin criterion requires the specification of a region for the nonlinear parameters in the model, while the Bayesian optimality criterion assumes…

Statistics Theory · Mathematics 2009-09-29 Dietrich Braess , Holger Dette