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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

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

We study the structure of the set of all possible affine hyperplane sections of a convex polytope. We present two different cell decompositions of this set, induced by hyperplane arrangements. Using our decomposition, we bound the number of…

Combinatorics · Mathematics 2025-06-02 Marie-Charlotte Brandenburg , Jesús A. De Loera , Chiara Meroni

Polyhedral estimate is a generic efficiently computable nonlinear in observations routine for recovering unknown signal belonging to a given convex compact set from noisy observation of signal's linear image. Risk analysis and optimal…

Statistics Theory · Mathematics 2022-12-26 Anatoli Juditsky , Arkadi Nemirovski

Optimal experimental designs are probability measures with finite support enjoying an optimality property for the computation of least squares estimators. We present an algorithm for computing optimal designs on finite sets based on the…

Numerical Analysis · Mathematics 2022-01-11 Federico Piazzon

We introduce a minor variant of the approximate D-optimal design of experiments with a more general information matrix that takes into account the representation of the design space S. The main motivation (and result) is that if S in R^d is…

Optimization and Control · Mathematics 2025-05-15 Didier Henrion , Jean Bernard Lasserre

This paper traces the strong relations between experimental design and control, such as the use of optimal inputs to obtain precise parameter estimation in dynamical systems and the introduction of suitably designed perturbations in…

Optimization and Control · Mathematics 2008-03-03 Luc Pronzato

In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellipsoid of estimators. The aim of this…

Statistics Theory · Mathematics 2013-03-20 Takuma Takeuchi , Hiroto Sekido

We introduce a new approach aiming at computing approximate optimal designs for multivariate polynomial regressions on compact (semi-algebraic) design spaces. We use the moment-sum-of-squares hierarchy of semidefinite programming problems…

Statistics Theory · Mathematics 2017-10-27 Yohann De Castro , Fabrice Gamboa , Didier Henrion , Roxana Hess , Jean-Bernard Lasserre

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

The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…

Applications · Statistics 2020-02-05 Yu Wang , Nhu D. Le , James V. Zidek

Linear regression models are among the models most used in practice, although the practitioners are often not sure whether their assumed linear regression model is at least approximately true. In such situations, only designs for which the…

Statistics Theory · Mathematics 2007-06-13 Wolfgang Bischoff , Frank Miller

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

We typically construct optimal designs based on a single objective function. To better capture the breadth of an experiment's goals, we could instead construct a multiple objective optimal design based on multiple objective functions. While…

Methodology · Statistics 2023-03-09 Lucy L. Gao , Jane J. Ye , Shangzhi Zeng , Julie Zhou

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

We consider applications involving a large set of instances of projecting points to polytopes. We develop an intuition guided by theoretical and empirical analysis to show that when these instances follow certain structures, a large…

Artificial Intelligence · Computer Science 2022-01-07 Rohan Ramanath , S. Sathiya Keerthi , Yao Pan , Konstantin Salomatin , Kinjal Basu

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

In this paper optimal experimental designs for inverse quadratic regression models are determined. We consider two different parameterizations of the model and investigate local optimal designs with respect to the $c$-, $D$- and…

Methodology · Statistics 2008-09-30 H. Dette , C. Kiss

We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular $T$-optimality criterion are derived, which in many…

Statistics Theory · Mathematics 2009-08-14 Holger Dette , Stefanie Titoff
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