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In a seminal paper \cite{studden1968} characterized $c$-optimal designs in regression models, where the regression functions form a Chebyshev system. He used these results to determine the optimal design for estimating the individual…

Statistics Theory · Mathematics 2019-06-21 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

This paper studies optimal designs for linear regression models with correlated effects for single responses. We introduce the concept of rhombic design to reduce the computational complexity and find a semi-algebraic description for the…

Statistics Theory · Mathematics 2021-06-17 Ulrike Graßhoff , Heinz Holling , Frank Röttger , Rainer Schwabe

We propose a method called ideal regression for approximating an arbitrary system of polynomial equations by a system of a particular type. Using techniques from approximate computational algebraic geometry, we show how we can solve ideal…

As a powerful tool for longitudinal data analysis, the generalized estimating equations have been widely studied in the academic community. However, in large-scale settings, this approach faces pronounced computational and storage…

Computation · Statistics 2025-08-29 Chunjing Li , Jiahui Zhang , Xiaohui Yuan

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

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

Data augmentation is commonly used to encode invariances in learning methods. However, this process is often performed in an inefficient manner, as artificial examples are created by applying a number of transformations to all points in the…

Machine Learning · Computer Science 2019-03-04 Michael Kuchnik , Virginia Smith

If the assumed model does not accurately capture the underlying structure of the data, a statistical method is likely to yield sub-optimal results, and so model selection is crucial in order to conduct any statistical analysis. However, in…

Methodology · Statistics 2023-06-21 Vasilis Chasiotis , Dimitris Karlis

In this short paper, we describe an efficient numerical solver for the optimal sampling problem considered in "Designing Sampling Schemes for Multi-Dimensional Data". An implementation may be found on…

Signal Processing · Electrical Eng. & Systems 2021-11-11 Filip Elvander , Johan Swärd , Andreas Jakobsson

A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…

Computation · Statistics 2018-09-14 Lei Han , Kean Ming Tan , Ting Yang , Tong Zhang

This paper proposes a new deterministic sampling strategy for constructing polynomial chaos approximations for expensive physics simulation models. The proposed approach, effectively subsampled quadratures involves sparsely subsampling an…

Numerical Analysis · Mathematics 2017-05-03 Pranay Seshadri , Akil Narayan , Sankaran Mahadevan

It is common practice to incorporate additional covariates in empirical economics. In the context of Regression Discontinuity (RD) designs, covariate adjustment plays multiple roles, making it essential to understand its impact on analysis…

Econometrics · Economics 2025-07-22 Matias D. Cattaneo , Filippo Palomba

Extraordinary amounts of data are being produced in many branches of science. Proven statistical methods are no longer applicable with extraordinary large data sets due to computational limitations. A critical step in big data analysis is…

Methodology · Statistics 2019-06-27 HaiYing Wang , Min Yang , John Stufken

We study (constrained) least-squares regression as well as multiple response least-squares regression and ask the question of whether a subset of the data, a coreset, suffices to compute a good approximate solution to the regression. We…

Data Structures and Algorithms · Computer Science 2016-11-18 Christos Boutsidis , Petros Drineas , Malik Magdon-Ismail

We consider the problem of determining the optimal block (or subsample) size for a spatial subsampling method for spatial processes observed on regular grids. We derive expansions for the mean square error of the subsampling variance…

Statistics Theory · Mathematics 2007-06-13 Daniel J. Nordman , Soumendra N. Lahiri

With appropriately chosen sampling probabilities, sampling-based random projection can be used to implement large-scale statistical methods, substantially reducing computational cost while maintaining low statistical error. However,…

Machine Learning · Statistics 2026-01-13 Yifan Chen , Yun Yang

The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…

Methodology · Statistics 2025-01-14 Miaomiao Su , Ruoyu Wang

Covariate-adaptive randomization is widely employed to balance baseline covariates in interventional studies such as clinical trials and experiments in development economics. Recent years have witnessed substantial progress in inference…

Methodology · Statistics 2024-05-30 Jiahui Xin , Hanzhong Liu , Wei Ma

In the big data era researchers face a series of problems. Even standard approaches/methodologies, like linear regression, can be difficult or problematic with huge volumes of data. Traditional approaches for regression in big datasets may…

Methodology · Statistics 2024-11-13 Vasilis Chasiotis , Dimitris Karlis