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We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

We present a unified deterministic approach for experimental design problems using the method of interlacing polynomials. Our framework recovers the best-known approximation guarantees for the well-studied D/A/E-design problems with simple…

Data Structures and Algorithms · Computer Science 2024-10-16 Lap Chi Lau , Robert Wang , Hong Zhou

We present a local search framework to design and analyze both combinatorial algorithms and rounding algorithms for experimental design problems. This framework provides a unifying approach to match and improve all known results in…

Data Structures and Algorithms · Computer Science 2020-12-21 Lap Chi Lau , Hong Zhou

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…

Machine Learning · Statistics 2017-11-15 Zeyuan Allen-Zhu , Yuanzhi Li , Aarti Singh , Yining Wang

Optimization problems over permutation matrices appear widely in facility layout, chip design, scheduling, pattern recognition, computer vision, graph matching, etc. Since this problem is NP-hard due to the combinatorial nature of…

Optimization and Control · Mathematics 2016-09-01 Bo Jiang , Ya-Feng Liu , Zaiwen Wen

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

Motivated by $\ell_p$-optimization arising from sparse optimization, high dimensional data analytics and statistics, this paper studies sparse properties of a wide range of $p$-norm based optimization problems with $p > 1$, including…

Optimization and Control · Mathematics 2017-08-22 Jinglai Shen , Seyedahmad Mousavi

We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality…

Computation · Statistics 2013-11-12 Selin Damla Ahipasaoglu

Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…

Numerical Analysis · Mathematics 2020-12-30 Jeffrey Cornelis , Wim Vanroose

We propose practical algorithms for entrywise $\ell_p$-norm low-rank approximation, for $p = 1$ or $p = \infty$. The proposed framework, which is non-convex and gradient-based, is easy to implement and typically attains better…

Machine Learning · Computer Science 2018-05-25 Anastasios Kyrillidis

We develop a set of algorithms to solve a broad class of Design of Experiment (DoE) problems efficiently. Specifically, we consider problems in which one must choose a subset of polymers to test in experiments such that the learning of the…

Quantitative Methods · Quantitative Biology 2024-08-06 Swagatam Mukhopadhyay

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…

Computation · Statistics 2018-04-10 Jiangtao Duan , Wei Gao , Hon Keung Tony Ng

What is the effectiveness of local search algorithms for geometric problems in the plane? We prove that local search with neighborhoods of magnitude $1/\epsilon^c$ is an approximation scheme for the following problems in the Euclidian…

Computational Geometry · Computer Science 2015-09-10 Vincent Cohen-Addad , Claire Mathieu

Many classical problems in theoretical computer science involve norm, even if implicitly; for example, both XOS functions and downward-closed sets are equivalent to some norms. The last decade has seen a lot of interest in designing…

Data Structures and Algorithms · Computer Science 2024-06-24 Thomas Kesselheim , Marco Molinaro , Sahil Singla

With the help of Generalized Estimating Equations, we identify locally D-optimal crossover designs for generalized linear models. We adopt the variance of parameters of interest as the objective function, which is minimized using…

Methodology · Statistics 2023-09-11 Jeevan Jankar , Jie Yang , Abhyuday Mandal

Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…

Statistics Theory · Mathematics 2021-01-01 Geovani Rizk , Igor Colin , Albert Thomas , Moez Draief

Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

Methodology · Statistics 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

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
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