Related papers: A maximin optimal approach for sampling designs in…
This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…
Almost every software system provides configuration options to tailor the system to the target platform and application scenario. Often, this configurability renders the analysis of every individual system configuration infeasible. To…
Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
To integrate strategic, tactical and operational decisions, the two-stage optimization has been widely used to guide dynamic decision making. In this paper, we study the two-stage stochastic programming for complex systems with unknown…
Problem definition: We study a data-driven pricing problem in which a seller sets a price for a single item based on demand observed at a limited number of historical prices. Our goal is to quantify the value of such information and to…
This paper presents a new and efficient method for the construction of optimal designs for regression models with dependent error processes. In contrast to most of the work in this field, which starts with a model for a finite number of…
We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…
As computer resources become increasingly limited, traditional statistical methods face challenges in analyzing massive data, especially in functional data analysis. To address this issue, subsampling offers a viable solution by…
This paper considers a half-duplex scenario where an interferer behaves according to a parametric model but the values of the model parameters are unknown. We explore the necessary number of sensing steps to gather sufficient knowledge…
Nowadays, the numerical models of real-world structures are more precise, more complex and, of course, more time-consuming. Despite the growth of a computational effort, the exploration of model behaviour remains a complex task. The…
This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…
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…
We consider generalized linear regression analysis with left-censored covariate due to the lower limit of detection. Complete case analysis by eliminating observations with values below limit of detection yields valid estimates for…
Sequential model-based optimization (SMBO) approaches are algorithms for solving problems that require computationally or otherwise expensive function evaluations. The key design principle of SMBO is a substitution of the true objective…
We consider experiments for comparing treatments using units that are ordered linearly over time or space within blocks. In addition to the block effect, we assume that a trend effect influences the response. The latter is modeled as a…
The paper delineates a proper statistical setting for defining the sampling design for a small area estimation problem. This problem is often treated only via indirect estimation using the values of the variable of interest also from…
Subsampling algorithms for various parametric regression models with massive data have been extensively investigated in recent years. However, all existing studies on subsampling heavily rely on clean massive data. In practical…
A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…
The maximum likelihood estimation is computationally demanding for large datasets, particularly when the likelihood function includes integrals. Subsampling can reduce the computational burden, but it often results in efficiency loss.This…