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This paper considers the problem of testing whether there exists a solution satisfying certain non-negativity constraints to a linear system of equations. Importantly and in contrast to some prior work, we allow all parameters in the system…

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…

Statistics Theory · Mathematics 2025-07-18 Frank Röttger , Thomas Kahle , Rainer Schwabe

Copula modelling has in the past decade become a standard tool in many areas of applied statistics. However, a largely neglected aspect concerns the design of related experiments. Particularly the issue of whether the estimation of copula…

Methodology · Statistics 2014-06-12 Elisa Perrone , Werner G. Müller

Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal input depends on some unknown system parameters that are to…

Systems and Control · Computer Science 2019-04-17 Lirong Huang , Håkan Hjalmarsson , László Gerencsér

Choice modeling is at the core of understanding how changes to the competitive landscape affect consumer choices and reshape market equilibria. In this paper, we propose a fundamental characterization of choice functions that encompasses a…

Econometrics · Economics 2024-02-21 Amandeep Singh , Ye Liu , Hema Yoganarasimhan

Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…

Methodology · Statistics 2024-03-20 Peng Liu , William Q. Meeker

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex and expensive computer code. Engineers often overcome this…

Machine Learning · Statistics 2019-06-18 Adrien Spagnol , Rodolphe Le Riche , Sebastien Da Veiga

Designing experiments for generalized linear models is difficult because optimal designs depend on unknown parameters. The local optimality approach is to study the regions in parameter space where a given design is optimal. In many…

Statistics Theory · Mathematics 2017-02-22 Thomas Kahle

Nonparametric series regression often involves specification search over the tuning parameter, i.e., evaluating estimates and confidence intervals with a different number of series terms. This paper develops pointwise and uniform inferences…

Econometrics · Economics 2020-02-26 Byunghoon Kang

For a fixed linear-model basis, we show that the $A$ criterion factors into an inverse-$D$ scale term and a dimensionless sphericity factor that depends only on eigenvalue dispersion. This factor isolates exactly the part of $A$ not…

Methodology · Statistics 2026-03-12 Andrew T. Karl , Bradley Jones

Debiased inference for high-dimensional regression models has received substantial recent attention to ensure regularized estimators have valid inference. All existing methods focus on achieving Neyman orthogonality through explicitly…

Methodology · Statistics 2025-12-16 Yi Wang , Yuhao Deng , Yu Gu , Yuanjia Wang , Donglin Zeng

Previous studies on event-related functional magnetic resonance imaging experimental designs are primarily based on linear models, in which a known shape of the hemodynamic response function (HRF) is assumed. However, the HRF shape is…

Applications · Statistics 2014-01-09 Ming-Hung Kao , Dibyen Majumdar , Abhyuday Mandal , John Stufken

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…

Statistics Theory · Mathematics 2017-06-02 Igor L. Kheifets

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

In a typical supervised machine learning setting, the predictions on all test instances are based on a common subset of features discovered during model training. However, using a different subset of features that is most informative for…

Machine Learning · Computer Science 2021-06-10 Yasitha Warahena Liyanage , Daphney-Stavroula Zois , Charalampos Chelmis

Nonlinear regression problem is one of the most popular and important statistical tasks. The first methods like least squares estimation go back to Gauss and Legendre. Recent models and developments in statistics and machine learning like…

Statistics Theory · Mathematics 2025-02-20 Vladimir Spokoiny

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

Shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations. Here we consider a class of shape optimization problems constrained by nonlocal equations which involve…

Optimization and Control · Mathematics 2022-07-26 Volker Schulz , Matthias Schuster , Christian Vollmann