English
Related papers

Related papers: A Maximin $\Phi_{p}$-Efficient Design for Multivar…

200 papers

Many existing methods for constructing optimal split-plot designs, such as D-optimal designs, only focus on minimizing the variances and covariances of the estimation for the fitted model. However, the underlying true model is usually…

Computation · Statistics 2016-08-02 Chang-Yun Lin

The optimization of composition and processing to obtain materials that exhibit desirable characteristics has historically relied on a combination of scientist intuition, trial and error, and luck. We propose a methodology that can…

Machine Learning · Statistics 2017-07-20 Julia Ling , Max Hutchinson , Erin Antono , Sean Paradiso , Bryce Meredig

Likelihood-free Bayesian inference algorithms are popular methods for calibrating the parameters of complex, stochastic models, required when the likelihood of the observed data is intractable. These algorithms characteristically rely…

Computation · Statistics 2021-12-23 Thomas P Prescott , David J Warne , Ruth E Baker

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

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

We discuss a method to improve the exact F-measure maximization algorithm called GFM, proposed in (Dembczynski et al. 2011) for multi-label classification, assuming the label set can be can partitioned into conditionally independent subsets…

Machine Learning · Computer Science 2016-07-04 Maxime Gasse , Alex Aussem

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

When predictions are performative, the choice of which predictor to deploy influences the distribution of future observations. The overarching goal in learning under performativity is to find a predictor that has low \emph{performative…

Machine Learning · Computer Science 2024-05-29 Licong Lin , Tijana Zrnic

Performing optimal Bayesian design for discriminating between competing models is computationally intensive as it involves estimating posterior model probabilities for thousands of simulated datasets. This issue is compounded further when…

Methodology · Statistics 2022-04-07 Markus Hainy , David J. Price , Olivier Restif , Christopher Drovandi

Optimal design is crucial for experimenters to maximize the information collected from experiments and estimate the model parameters most accurately. ForLion algorithms have been proposed to find D-optimal designs for experiments with mixed…

Computation · Statistics 2026-03-17 Siting Lin , Yifei Huang , Jie Yang

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…

Machine Learning · Statistics 2021-05-14 Babak Barazandeh , Ali Ghafelebashi , Meisam Razaviyayn , Ram Sriharsha

A Bayesian design is given by maximising an expected utility over a design space. The utility is chosen to represent the aim of the experiment and its expectation is taken with respect to all unknowns: responses, parameters and/or models.…

Methodology · Statistics 2019-01-16 Antony M. Overstall , James M. McGree

Dynamic mechanism design is a challenging extension to ordinary mechanism design in which the mechanism designer must make a sequence of decisions over time in the face of possibly untruthful reports of participating agents. Optimizing…

Computer Science and Game Theory · Computer Science 2025-02-18 Michael Curry , Vinzenz Thoma , Darshan Chakrabarti , Stephen McAleer , Christian Kroer , Tuomas Sandholm , Niao He , Sven Seuken

A meta-model of the input-output data of a computationally expensive simulation is often employed for prediction, optimization, or sensitivity analysis purposes. Fitting is enabled by a designed experiment, and for computationally expensive…

Methodology · Statistics 2023-12-01 Andrew Gill , David J. Warne , Antony M. Overstall , Clare McGrory , James M. McGree

We address the brittleness of Bayesian experimental design under model misspecification by formulating the problem as a max--min game between the experimenter and an adversarial nature subject to information-theoretic constraints. We…

Machine Learning · Statistics 2026-05-13 Hany Abdulsamad , Sahel Iqbal , Christian A. Naesseth , Takuo Matsubara , Adrien Corenflos

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

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

We give an overview over the usefulness of the concept of equivariance and invariance in the design of experiments for generalized linear models. In contrast to linear models here pairs of transformations have to be considered which act…

Statistics Theory · Mathematics 2020-11-20 Osama Idais , Rainer Schwabe

Generalized Linear Models (GLMs) have been used extensively in statistical models of spike train data. However, the maximum likelihood estimates of the model parameters and their uncertainty, can be challenging to compute in situations…

Applications · Statistics 2021-09-07 Sahand Farhoodi , Uri Eden