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Information asymmetry between the Distribution System Operator (DSO) and Distributed Energy Resource Aggregators (DERAs) obstructs designing effective incentives for voltage regulation. To capture this effect, we employ a Stackelberg…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Zhirui Liang , Qi Li , Joshua Comden , Andrey Bernstein , Yury Dvorkin

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

Motivated by customer loyalty plans and scholarship programs, we study tie-breaker designs which are hybrids of randomized controlled trials (RCTs) and regression discontinuity designs (RDDs). We quantify the statistical efficiency of a…

Methodology · Statistics 2020-08-03 Art B. Owen , Hal Varian

In this paper, we propose an optimization framework to design a network of positive linear systems whose structure switches according to a Markov process. The optimization framework herein proposed allows the network designer to optimize…

Optimization and Control · Mathematics 2019-03-19 Masaki Ogura , Victor M. Preciado

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

This paper considers a two-dimensional persistent monitoring problem by controlling movements of second-order agents to minimize some uncertainty metric associated with targets in a dynamic environment. In contrast to common sensing models…

Optimization and Control · Mathematics 2019-11-12 Yan-Wu Wang , Ming-Jie Zhao , Wu Yang , Nan Zhou , Christos G. Cassandras

We address a classical problem in statistics: adding two-way interaction terms to a regression model. As the covariate dimension increases quadratically, we develop an estimator that adapts well to this increase, while providing accurate…

Methodology · Statistics 2023-09-26 Mark A. van de Wiel , Matteo Amestoy , Jeroen Hoogland

This paper focuses on the problem of modeling and estimating interaction effects between covariates and a continuous treatment variable on an outcome, using a single-index regression approach. The primary motivation is to estimate an…

Methodology · Statistics 2021-02-02 Hyung Park , Eva Petkova , Thaddeus Tarpey , R. Todd Ogden

This paper considers the problem of constructing optimal discriminating experimental designs for competing regression models on the basis of the T-optimality criterion introduced by Atkinson and Fedorov [Biometrika 62 (1975) 57-70].…

Statistics Theory · Mathematics 2014-01-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

The present paper deals with the problem of allocating patients to two competing treatments in the presence of covariates or prognostic factors in order to achieve a good trade-off among ethical concerns, inferential precision and…

Methodology · Statistics 2012-08-17 Alessandro Baldi Antognini , Maroussa Zagoraiou

We investigate the feature compression of high-dimensional ridge regression using the optimal subsampling technique. Specifically, based on the basic framework of random sampling algorithm on feature for ridge regression and the A-optimal…

Computation · Statistics 2022-04-19 Hanyu Li , Chengmei Niu

This note introduces a doubly robust (DR) estimator for regression discontinuity (RD) designs. RD designs provide a quasi-experimental framework for estimating treatment effects, where treatment assignment depends on whether a running…

Econometrics · Economics 2025-01-28 Masahiro Kato

We analyse the theory of consistent approximations given by Polak and we use it in an impulsive optimal control problem. We reparametrize the original system and build consistent approximations for this new reparametrized problem. So, we…

Optimization and Control · Mathematics 2016-07-11 Daniella Porto , Geraldo Nunes Silva , Heloísa Helena Marino Silva

The determination of an optimal design for a given regression problem is an intricate optimization problem, especially for models with multivariate predictors. Design admissibility and invariance are main tools to reduce the complexity of…

Statistics Theory · Mathematics 2020-03-24 Holger Dette , Xin Liu , Rong-Xian Yue

We develop a branch-and-bound algorithm for the integer D-optimality problem, a central problem in statistical design theory, based on two convex relaxations, employing variable-bound tightening and fast local-search procedures, testing our…

Optimization and Control · Mathematics 2024-09-10 Gabriel Ponte , Marcia Fampa , Jon Lee

A 3D-2D dimension reduction for a nonlinear optimal design problem with a perimeter penalization is performed in the realm of $\Gamma$-convergence, providing an integral representation for the limit functional.

Analysis of PDEs · Mathematics 2012-11-13 Graça Carita , Elvira Zappale

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

Tie-breaker designs trade off a statistical design objective with short-term gain from preferentially assigning a binary treatment to those with high values of a running variable $x$. The design objective is any continuous function of the…

Methodology · Statistics 2022-10-20 Harrison H. Li , Art B. Owen

Structural optimization is a popular method for designing objects such as bridge trusses, airplane wings, and optical devices. Unfortunately, the quality of solutions depends heavily on how the problem is parameterized. In this paper, we…

Machine Learning · Computer Science 2019-09-17 Stephan Hoyer , Jascha Sohl-Dickstein , Sam Greydanus