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Related papers: Experimental Designs for Heteroskedastic Variance

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We investigate function estimation in nonparametric regression models with random design and heteroscedastic correlated noise. Adaptive properties of warped wavelet nonlinear approximations are studied over a wide range of Besov scales,…

Statistics Theory · Mathematics 2009-09-03 Rafał Kulik , Marc Raimondo

Due to the significant process variations, designers have to optimize the statistical performance distribution of nano-scale IC design in most cases. This problem has been investigated for decades under the formulation of stochastic…

Computational Engineering, Finance, and Science · Computer Science 2023-08-17 Yifan Pan , Zichang He , Nanlin Guo , Zheng Zhang

The problem of matching two sets of features appears in various tasks of computer vision and can be often formalized as a problem of permutation estimation. We address this problem from a statistical point of view and provide a theoretical…

Statistics Theory · Mathematics 2015-02-03 Olivier Collier , Arnak S. Dalalyan

In many practical applications, regression models are employed to uncover relationships between predictors and a response variable, yet the common assumption of constant error variance is frequently violated. This issue is further…

Methodology · Statistics 2025-02-05 Masanari Kimura

Models that can actively seek out the best quality training data hold the promise of more accurate, adaptable, and efficient machine learning. Active learning techniques often tend to prefer examples that are the most difficult to classify.…

Machine Learning · Computer Science 2023-07-25 Savya Khosla , Chew Kin Whye , Jordan T. Ash , Cyril Zhang , Kenji Kawaguchi , Alex Lamb

We propose an adaptive ridge (AR) estimation scheme for a heteroscedastic linear regression model with log-linear noise in data. We simultaneously estimate the mean and variance parameters, demonstrating new asymptotic distributional and…

Statistics Theory · Mathematics 2025-09-29 Ka Long Keith Ho , Hiroki Masuda

Principal Component Analysis (PCA) is a method for estimating a subspace given noisy samples. It is useful in a variety of problems ranging from dimensionality reduction to anomaly detection and the visualization of high dimensional data.…

Statistics Theory · Mathematics 2019-06-14 David Hong , Laura Balzano , Jeffrey A. Fessler

Although microarrays are routine analysis tools in biomedical research, they still yield noisy output that often requires experimental confirmation. Many studies have aimed at optimizing probe design and statistical analysis to tackle this…

Quantitative Methods · Quantitative Biology 2015-06-15 Alex E Pozhitkov , Peter A Noble , Jaroslaw Bryk , Diethard Tautz

We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in $d$ dimensions. We study the $A$-optimal design variant where the objective is to…

Data Structures and Algorithms · Computer Science 2018-07-18 Aleksandar Nikolov , Mohit Singh , Uthaipon Tao Tantipongpipat

This work presents the spatial error model with heteroskedasticity, which allows the joint modeling of the parameters associated with both the mean and the variance, within a traditional approach to spatial econometrics. The estimation…

Methodology · Statistics 2024-11-21 J. D. Toloza , O. O. Melo , N. A. Cruz

We study matrix and tensor denoising when the underlying signal is \textbf{not} necessarily low-rank. In the tensor setting, we observe \[ Y = X^\ast + Z \in \mathbb{R}^{p_1 \times p_2 \times p_3}, \] where $X^\ast$ is an unknown signal…

Disturbance noises are always bounded in a practical system, while fusion estimation is to best utilize multiple sensor data containing noises for the purpose of estimating a quantity--a parameter or process. However, few results are…

Systems and Control · Computer Science 2018-07-20 Bo Chen , Guoqiang Hu , Daniel W. C. Ho , Li Yu

In mixture experiments with noise variables or process variables that can not be controlled, investigate and try to control the variability of the response variable is very important for quality improvement in industrial processes. Thus,…

An adaptive nonparametric estimation procedure is constructed for the estimation problem of heteroscedastic regression when the noise variance depends on the unknown regression. A non-asymptotic upper bound for a quadratic risk (an oracle…

Statistics Theory · Mathematics 2008-12-18 Leonid Galtchouk , Serguey Pergamenshchikov

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…

Graphics · Computer Science 2015-06-30 Jianbo Ye , Zhixin Yan

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

Statistics Theory · Mathematics 2025-04-29 Jie Qi , Ruth E. Baker

Optimal design of experiments for correlated processes is an increasingly relevant and active research topic. Present methods have restricted possibilities to judge their quality. To fill this gap, we complement the virtual noise approach…

Statistics Theory · Mathematics 2021-10-25 Andrej Pázman , Markus Hainy , Werner G. Müller

Online A/B tests have become increasingly popular and important for social platforms. However, accurately estimating the global average treatment effect (GATE) has proven to be challenging due to network interference, which violates the…

Methodology · Statistics 2023-11-27 Qianyi Chen , Bo Li , Lu Deng , Yong Wang

This paper proposes an overidentifying restriction test for high-dimensional linear instrumental variable models. The novelty of the proposed test is that it allows the number of covariates and instruments to be larger than the sample size.…

Econometrics · Economics 2024-05-08 Qingliang Fan , Zijian Guo , Ziwei Mei
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