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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…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with…

Statistics Theory · Mathematics 2009-04-03 Caterina May , Nancy Flournoy

Nonparametric regression with random design is considered. The $L_2$ error with integration with respect to the design measure is used as the error criterion. An over-parametrized deep neural network regression estimate with logistic…

Statistics Theory · Mathematics 2025-04-07 Michael Kohler

We introduce a generic and accessible implementation of an exact diagonalization method for studying few-fermion models. Our aim is to provide a testbed for the newcomers to the field as well as a stepping stone for trying out novel…

Quantum Gases · Physics 2023-05-01 Lukas Rammelmüller , David Huber , Artem G. Volosniev

In our work, we propose a novel formulation for supervised dimensionality reduction based on a nonlinear dependency criterion called Statistical Distance Correlation, Szekely et. al. (2007). We propose an objective which is free of…

Machine Learning · Computer Science 2016-01-05 Praneeth Vepakomma , Chetan Tonde , Ahmed Elgammal

Experimental designs that are minimax in the presence of model misspecifications have been constructed so as to minimize the maximum, over classes of alternate response models, of the integrated mean squared error of the predicted values.…

Statistics Theory · Mathematics 2026-04-27 Rui Hu , Douglas P. Wiens

Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

Machine Learning · Computer Science 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

Complete reliance on the fitted model in response surface experiments is risky and relaxing this assumption, whether out of necessity or intentionally, requires an experimenter to account for multiple conflicting objectives. This work…

Methodology · Statistics 2023-06-16 Olga Egorova , Steven G. Gilmour

A common approach to modelling extreme values is to consider the excesses above a high threshold as realisations of a non-homogeneous Poisson process. While this method offers the advantage of modelling using threshold-invariant extreme…

Applications · Statistics 2016-12-09 Paul Sharkey , Jonathan A. Tawn

We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time…

Methodology · Statistics 2016-01-29 Holger Dette , Kirsten Schorning , Maria Konstantinou

In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…

Statistics Theory · Mathematics 2018-12-14 Holger Dette , Maria Konstantinou , Kirsten Schorning

We study regression discontinuity designs in which many predetermined covariates, possibly much more than the number of observations, can be used to increase the precision of treatment effect estimates. We consider a two-step estimator…

Econometrics · Economics 2022-05-06 Alexander Kreiß , Christoph Rothe

We study estimation and testing in the Poisson regression model with noisy high dimensional covariates, which has wide applications in analyzing noisy big data. Correcting for the estimation bias due to the covariate noise leads to a…

Statistics Theory · Mathematics 2023-01-03 Fei Jiang , Yeqing Zhou , Jianxuan Liu , Yanyuan Ma

In this paper we consider two-stage adaptive dose-response study designs, where the study design is changed at an interim analysis based on the information collected so far. In a simulation study, two approaches will be compared for these…

Methodology · Statistics 2016-02-08 Emma McCallum , Björn Bornkamp

In a tie-breaker design (TBD), subjects with high values of a running variable are given some (usually desirable) treatment, subjects with low values are not, and subjects in the middle are randomized. TBDs are intermediate between…

Methodology · Statistics 2025-05-12 Tim P. Morrison , Art B. Owen

We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…

Optimization and Control · Mathematics 2022-07-19 Harto Saarinen

We discuss the optimal design problem in regression models with long-range dependence error structure. Asymptotic optimal designs are derived and it is demonstrated that these designs depend only indirectly on the correlation function.…

Statistics Theory · Mathematics 2012-05-15 Holger Dette , Nikolai Leonenko , Andrey Pepelyshev , Anatoly Zhigljavsky

In this paper, we develop the residual based a posteriori error estimates and the corresponding adaptive mesh refinement algorithm for atomistic/continuum (a/c) coupling with finite range interactions in two dimensions. We have…

Numerical Analysis · Mathematics 2018-07-02 Mingjie Liao , Ping Lin , Lei Zhang

We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question~2 from Stone (1982) on the optimal convergence…

Statistics Theory · Mathematics 2007-12-04 Stéphane Gaïffas , Guillaume Lecué

In a seminal paper \cite{studden1968} characterized $c$-optimal designs in regression models, where the regression functions form a Chebyshev system. He used these results to determine the optimal design for estimating the individual…

Statistics Theory · Mathematics 2019-06-21 Holger Dette , Viatcheslav B. Melas , Petr Shpilev