Related papers: Design admissibility and de la Garza phenomenon in…
In discrete choice experiments, the information matrix depends on the model parameters. Therefore designing optimally informative experiments for arbitrary initial parameters often yields highly nonlinear optimization problems and makes…
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate selection which perform…
Statistical sufficiency formalizes the notion of data reduction. In the decision theoretic interpretation, once a model is chosen all inferences should be based on a sufficient statistic. However, suppose we start with a set of procedures…
In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…
This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of…
We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional…
Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…
We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on…
There have been some major advances in the theory of optimal designs for interference models. However, the majority of them focus on one-dimensional layout of the block and the study for two-dimensional interference model is quite limited…
Algorithms which compute locally optimal continuous designs often rely on a finite design space or on repeatedly solving a complex non-linear program. Both methods require extensive evaluations of the Jacobian Df of the underlying model.…
Mechanistic mathematical models of biological systems usually contain a number of unknown parameters whose values need to be estimated from available experimental data in order for the models to be validated and used to make quantitative…
We consider the problem of regression learning for deterministic design and independent random errors. We start by proving a sharp PAC-Bayesian type bound for the exponentially weighted aggregate (EWA) under the expected squared empirical…
It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…
The maximum absolute correlation between regressors, which is called mutual coherence, plays an essential role in sparse estimation. A regressor matrix whose columns are highly correlated may result from optimal input design, since there is…
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…
The Survivable Network Design problem (SNDP) is a well-studied problem, motivated by the design of networks that are robust to faults under the assumption that any subset of edges up to a specific number can fail. We consider non-uniform…
Multi-objective optimization is key to solving many Engineering Design problems, where design parameters are optimized for several performance indicators. However, optimization results are highly dependent on how the designs are…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
In this paper optimal designs for regression problems with spherical predictors of arbitrary dimension are considered. Our work is motivated by applications in material sciences, where crystallographic textures such as the missorientation…
This paper examines experimental design procedures used to develop surrogates of computational models, exploring the interplay between experimental designs and approximation algorithms. We focus on two widely used approximation approaches,…