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The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

For the purpose of causal inference we employ a stochastic model of the data generating process, utilizing individual propensity probabilities for the treatment, and also individual and counterfactual prognosis probabilities for the…

Methodology · Statistics 2024-07-15 Brian Knaeble , Mehdi Hakim-Hashemi , Mark A. Abramson

To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…

Signal Processing · Electrical Eng. & Systems 2022-01-12 Hongjian Xiao , Danilo P. Mandic

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…

Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…

Optimization and Control · Mathematics 2021-11-22 Md Saiful Islam , Md Sarowar Morshed , Md. Noor-E-Alam

Reinforcement learning can learn amortised design policies for designing sequences of experiments. However, current amortised methods rely on estimators of expected information gain (EIG) that require an exponential number of samples on the…

Machine Learning · Computer Science 2024-02-06 Tom Blau , Iadine Chades , Amir Dezfouli , Daniel Steinberg , Edwin V. Bonilla

Multiple imputation (MI) has been widely applied to missing value problems in biomedical, social and econometric research, in order to avoid improper inference in the downstream data analysis. In the presence of high-dimensional data,…

Methodology · Statistics 2023-05-04 Zhiqi Bu , Zongyu Dai , Yiliang Zhang , Qi Long

We present herein a scheme by which to accurately evaluate the error exponents of a lossy data compression problem, which characterize average probabilities over a code ensemble of compression failure and success above or below a critical…

Statistical Mechanics · Physics 2007-05-23 Tadaaki Hosaka , Yoshiyuki Kabashima

High-entropy alloys have attracted attention for their exceptional mechanical properties and thermal stability. However, the combinatorial explosion in the number of possible elemental compositions renders traditional trial-and-error…

Materials Science · Physics 2025-04-30 Ryo Murakami , Seiji Miura , Akihiro Endo , Satoshi Minamoto

We propose a new approach for data-driven automated discovery of isotropic hyperelastic constitutive laws. The approach is unsupervised, i.e., it requires no stress data but only displacement and global force data, which are realistically…

Computational Engineering, Finance, and Science · Computer Science 2021-04-30 Moritz Flaschel , Siddhant Kumar , Laura De Lorenzis

We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the…

Applications · Statistics 2013-01-14 Juned Siddique , Ofer Harel , Catherine M. Crespi

This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…

Methodology · Statistics 2024-09-18 D. S. Martinez-Lobo , O. O. Melo , N. A. Cruz

Optimal experimental design is a classic topic in statistics, with many well-studied problems, applications, and solutions. The design problem we study is the placement of sensors to monitor spatiotemporal processes, explicitly accounting…

Methodology · Statistics 2026-01-05 Daniel Waxman , Fernando Llorente , Katia Lamer , Petar M. Djurić

Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

Statistics Theory · Mathematics 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

Causal discovery in the presence of missing data introduces a chicken-and-egg dilemma. While the goal is to recover the true causal structure, robust imputation requires considering the dependencies or, preferably, causal relations among…

Machine Learning · Computer Science 2024-06-04 Vy Vo , He Zhao , Trung Le , Edwin V. Bonilla , Dinh Phung

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

We consider active learning under incentive compatibility constraints. The main application of our results is to economic experiments, in which a learner seeks to infer the parameters of a subject's preferences: for example their attitudes…

Computer Science and Game Theory · Computer Science 2019-11-15 Federico Echenique , Siddharth Prasad

Background: Existing guidelines for handling missing data are generally not consistent with the goals of prediction modelling, where missing data can occur at any stage of the model pipeline. Multiple imputation (MI), often heralded as the…

Methodology · Statistics 2022-06-27 Rose Sisk , Matthew Sperrin , Niels Peek , Maarten van Smeden , Glen P. Martin

Clinical prediction models must be developed using sufficiently large datasets to minimise overfitting and ensure robust predictive performance. Existing sample size calculations assume complete predictor data for all included participants,…

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset