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Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

In a recent paper Dette et al. (2014) introduced optimal design problems for dose fnding studies with an active control. These authors concentrated on regression models with normal distributed errors (with known variance) and the problem of…

Methodology · Statistics 2014-11-03 Holger Dette , Katrin Kettelhake , Frank Bretz

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

In stochastic optimization, the population risk is generally approximated by the empirical risk. However, in the large-scale setting, minimization of the empirical risk may be computationally restrictive. In this paper, we design an…

Machine Learning · Statistics 2016-11-22 Murat A. Erdogdu , Mohsen Bayati , Lee H. Dicker

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or…

Machine Learning · Computer Science 2023-06-05 Yashas Annadani , Panagiotis Tigas , Desi R. Ivanova , Andrew Jesson , Yarin Gal , Adam Foster , Stefan Bauer

The split-plot design assigns different interventions at the whole-plot and sub-plot levels, respectively, and induces a group structure on the final treatment assignments. A common strategy is to use the OLS fit of the outcome on the…

Methodology · Statistics 2021-10-25 Anqi Zhao , Peng Ding

We consider a network model where the nodes are grouped into a number of clusters and propose a distributed dynamic frequency allocation algorithm that achieves performance close to that of a centralized optimal algorithm. Each cluster…

Networking and Internet Architecture · Computer Science 2008-03-14 Behtash Babadi , Vahid Tarokh

This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…

Machine Learning · Computer Science 2018-06-11 Daniel Russo

The optimal allocation of resources is a crucial task for their efficient use in a wide range of practical applications in science and engineering. This paper investigates the optimal allocation of resources in multipartite quantum systems.…

Quantum Physics · Physics 2021-03-10 Roberto Salazar , Tanmoy Biswas , Jakub Czartowski , Karol Życzkowski , Paweł Horodecki

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

In this paper, we study the problem of estimating uniformly well the mean values of several distributions given a finite budget of samples. If the variance of the distributions were known, one could design an optimal sampling strategy by…

Machine Learning · Computer Science 2015-07-17 Alexandra Carpentier , Alessandro Lazaric , Mohammad Ghavamzadeh , Rémi Munos , Peter Auer , András Antos

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

In the absence of randomized controlled and natural experiments, it is necessary to balance the distributions of (observable) covariates of the treated and control groups in order to obtain an unbiased estimate of a causal effect of…

Methodology · Statistics 2022-03-02 Martin Cousineau , Vedat Verter , Susan A. Murphy , Joelle Pineau

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

The allocation problem for multivariate stratified random sampling as a problem of stochastic matrix integer mathematical programming is considered. With these aims the asymptotic normality of sample covariance matrices for each strata is…

Statistics Theory · Mathematics 2011-05-18 Jose A. Diaz-Garcia , Rogelio Ramos-Quiroga

The subject of this work is multiple group random coefficients regression models with several treatments and one control group. Such models are often used for studies with cluster randomized trials. We investigate A-, D- and E-optimal…

Statistics Theory · Mathematics 2018-07-27 Maryna Prus

We propose novel optimal designs for longitudinal data for the common situation where the resources for longitudinal data collection are limited, by determining the optimal locations in time where measurements should be taken. As for all…

Methodology · Statistics 2016-04-20 Hao Ji , Hans-Georg Müller

Diversity maximization problem is a well-studied problem where the goal is to find $k$ diverse items. Fair diversity maximization aims to select a diverse subset of $k$ items from a large dataset, while requiring that each group of items be…

Data Structures and Algorithms · Computer Science 2025-06-11 Florian Adriaens , Nikolaj Tatti

Under a generalised estimating equation analysis approach, approximate design theory is used to determine Bayesian D-optimal designs. For two examples, considering simple exchangeable and exponential decay correlation structures, we compare…

Methodology · Statistics 2024-02-16 Laura Etfer , James M. S. Wason , Michael J. Grayling
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