Related papers: Improving D-Optimality in Nonlinear Situations
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…