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The ranking and selection problem is a popular framework in the simulation literature for studying optimal information collection. We study a version of this problem in which the simulation output for each design is normally distributed…

Optimization and Control · Mathematics 2025-09-03 Jianzhong Du , Ilya O. Ryzhov , Siyang Gao

Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with…

Statistics Theory · Mathematics 2023-04-07 Henrik Imberg , Marina Axelson-Fisk , Johan Jonasson

We consider the problem of optimal budget allocation for crowdsourcing problems, allocating users to tasks to maximize our final confidence in the crowdsourced answers. Such an optimized worker assignment method allows us to boost the…

Machine Learning · Computer Science 2017-02-28 Angela Zhou , Irineo Cabreros , Karan Singh

The stochastic block model (SBM) is a mixture model used for the clustering of nodes in networks. It has now been employed for more than a decade to analyze very different types of networks in many scientific fields such as Biology and…

Methodology · Statistics 2014-05-12 E. Côme , P. Latouche

Infinite mixture models are commonly used for clustering. One can sample from the posterior of mixture assignments by Monte Carlo methods or find its maximum a posteriori solution by optimization. However, in some problems the posterior is…

Machine Learning · Computer Science 2013-11-26 Işık Barış Fidaner , Ali Taylan Cemgil

In natural perception, different items (objects) in a scene are rarely equally relevant to the observer. The brain improves performance by directing attention to the most relevant items, for example the ones most likely to be probed. For a…

Neurons and Cognition · Quantitative Biology 2018-02-20 Nuwan de Silva , Wei Ji Ma

With many pretreatment covariates and treatment factors, the classical factorial experiment often fails to balance covariates across multiple factorial effects simultaneously. Therefore, it is intuitive to restrict the randomization of the…

Statistics Theory · Mathematics 2018-12-31 Xinran Li , Peng Ding , Donald B. Rubin

An effective technique for solving optimization problems over massive data sets is to partition the data into smaller pieces, solve the problem on each piece and compute a representative solution from it, and finally obtain a solution…

Data Structures and Algorithms · Computer Science 2015-06-23 Vahab Mirrokni , Morteza Zadimoghaddam

The intra-cluster correlation coefficient (ICC) plays an important role while designing the cluster randomized trials (CRTs). Often optimal CRTs are designed assuming that the magnitude of the ICC is constant across the clusters. However,…

Computation · Statistics 2019-02-21 Satya Prakash Singh , Pradeep Yadav

In this paper, we provide some general convergence results for adaptive designs for treatment comparison, both in the absence and presence of covariates. In particular, we demonstrate the almost sure convergence of the treatment allocation…

Methodology · Statistics 2015-06-01 Alessandro Baldi Antognini , Maroussa Zagoraiou

We consider the problem of determining the top-$k$ largest measurements from a dataset distributed among a network of $n$ agents with noisy communication links. We show that this scenario can be cast as a distributed convex optimization…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-02 Xu Zhang , Marcos Vasconcelos

This paper studies the design of cluster experiments to estimate the global treatment effect in the presence of network spillovers. We provide a framework to choose the clustering that minimizes the worst-case mean-squared error of the…

Econometrics · Economics 2025-01-29 Davide Viviano , Lihua Lei , Guido Imbens , Brian Karrer , Okke Schrijvers , Liang Shi

With reference to a baseline parametrization, we explore highly efficient fractional factorial designs for inference on the main effects and, perhaps, some interactions. Our tools include approximate theory together with certain carefully…

Statistics Theory · Mathematics 2014-05-14 Rahul Mukerjee , S. Huda

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…

Optimization and Control · Mathematics 2019-04-25 Fei Gao , Zhongshun Shi , Siyang Gao , Hui Xiao

In a fixed budget ranking and Selection (R&S) problem, one aims to identify the best design among a finite number of candidates by efficiently allocating the given computing budget to evaluate design performance. Classical methods for R&S…

Optimization and Control · Mathematics 2024-07-11 Yuhao Wang , Enlu Zhou

Submodular function optimization has numerous applications in machine learning and data analysis, including data summarization which aims to identify a concise and diverse set of data points from a large dataset. It is important to…

Data Structures and Algorithms · Computer Science 2023-04-11 Shaojie Tang , Jing Yuan , Twumasi Mensah-Boateng

In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To…

Numerical Analysis · Mathematics 2021-05-12 Chengmei Niu , Hanyu Li

We develop finite-population asymptotic theory for covariate adjustment in randomization-based causal inference for 2K factorial designs. In particular, we confirm that both the unadjusted and covariate-adjusted estimators of the factorial…

Methodology · Statistics 2016-07-13 Jiannan Lu

Group testing techniques are widely used in resource-constrained settings, such as infectious-disease screening, blood safety, DNA library screening, and industrial inspection, where the efficient use of limited testing resources depends…

Methodology · Statistics 2026-04-29 Chi-Kuang Yeh , Weng Kee Wong , Julie Zhou