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In experimental design, we are given $n$ vectors in $d$ dimensions, and our goal is to select $k\ll n$ of them to perform expensive measurements, e.g., to obtain labels/responses, for a linear regression task. Many statistical criteria have…

Machine Learning · Computer Science 2019-06-11 Michał Dereziński , Feynman Liang , Michael W. Mahoney

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

Two-phase designs involve measuring extra variables on a subset of the cohort where some variables are already measured. The goal of two-phase designs is to choose a subsample of individuals from the cohort and analyse that subsample…

Applications · Statistics 2020-10-12 Tong Chen , Thomas Lumley

In this paper, we study the quantum-state estimation problem in the framework of optimal design of experiments. We first find the optimal designs about arbitrary qubit models for popular optimality criteria such as A-, D-, and E-optimal…

Quantum Physics · Physics 2023-02-28 Jun Suzuki

To avoid multicollinearity in regression analysis, Ye and Zhou(2013) proposed $K-$optimality criterion. By far the most popular models for modeling the response of a mixture experiment are the Scheff\'{e} models. However, there have been no…

Statistics Theory · Mathematics 2022-10-17 Hao-sheng Jiang , Jia-li Chen , Chong-qi Zhang

We propose a computational approach to constructing exact designs on finite design spaces that are optimal for multiresponse regression experiments under a combination of the standard linear and specific 'sparsity' constraints. The linear…

Methodology · Statistics 2026-02-13 Lenka Filová , Pál Somogyi , Radoslav Harman

A dynamic treatment regime is a sequence of decision rules in which each decision rule recommends treatment based on features of patient medical history such as past treatments and outcomes. Existing methods for estimating optimal dynamic…

Methodology · Statistics 2015-05-22 Kristin A. Linn , Eric B. Laber , Leonard A. Stefanski

The gamma model is a generalized linear model for gamma-distributed outcomes. The model is widely applied in psychology, ecology or medicine. In this paper we focus on gamma models having a linear predictor without intercept. For a specific…

Statistics Theory · Mathematics 2019-04-22 Osama Idais , Rainer Schwabe

Quantum annealing is a promising paradigm for building practical quantum computers. Compared to other approaches, quantum annealing technology has been scaled up to a larger number of qubits. On the other hand, deep learning has been…

Quantum Physics · Physics 2021-07-07 Michele Sasdelli , Tat-Jun Chin

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

We study the problem of optimal subset selection from a set of correlated random variables. In particular, we consider the associated combinatorial optimization problem of maximizing the determinant of a symmetric positive definite matrix…

Computation · Statistics 2019-07-12 Yu Wang , Nhu D. Le , James V. Zidek

Quantile regression, that is the prediction of conditional quantiles, has steadily gained importance in statistical modeling and financial applications. The authors introduce a new semiparametric quantile regression method based on…

Methodology · Statistics 2016-11-17 Daniel Kraus , Claudia Czado

Minimizing the number of patients exposed to potentially harmful drugs in early onco logical trials is a major concern during planning. Adaptive designs account for the inherent uncertainty about the true effect size by determining the…

Applications · Statistics 2016-05-03 Kevin Kunzmann , Meinhard Kieser

Algorithms which compute locally optimal continuous designs often rely on a finite design space or on repeatedly solving a complex non-linear program. Both methods require extensive evaluations of the Jacobian Df of the underlying model.…

Methodology · Statistics 2021-01-18 Philipp Seufert , Jan Schwientek , Michael Bortz

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 consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

Optimal design theory for nonlinear regression studies local optimality on a given design space. We identify designs for the Bradley--Terry paired comparison model with small undirected graphs and prove that every saturated D-optimal design…

Statistics Theory · Mathematics 2021-06-17 Thomas Kahle , Frank Röttger , Rainer Schwabe

The state of the art related to parameter correlation in two-parameter models has been reviewed in this paper. The apparent contradictions between the different authors regarding the ability of D--optimality to simultaneously reduce the…

Statistics Theory · Mathematics 2023-07-12 Edgar Benitez , Jesús López-Fidalgo

One of the most common problems in statistical experimentation is computing D-optimal designs on large finite candidate sets. While optimal approximate (i.e., infinite-sample) designs can be efficiently computed using convex methods,…

Computation · Statistics 2026-01-12 Radoslav Harman , Samuel Rosa

We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed,…

Statistics Theory · Mathematics 2014-05-14 Mausumi Bose , Rahul Mukerjee
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