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This paper studies the problem of power allocation in compressed sensing when different components in the unknown sparse signal have different probability to be non-zero. Given the prior information of the non-uniform sparsity and the total…

Information Theory · Computer Science 2014-05-12 Xiaochen Zhao , Wei Dai

We present a new experimental design procedure that divides a set of experimental units into two groups so that the two groups are balanced on a prespecified set of covariates and being almost as random as complete randomization. Under…

Statistics Theory · Mathematics 2016-12-08 Abba M. Krieger , David Azriel , Adam Kapelner

We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…

Information Theory · Computer Science 2015-03-19 Ramin Zahedi , Ali Pezeshki , Edwin K. P. Chong

The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…

Information Theory · Computer Science 2016-10-12 Luca Rugini , Paolo Banelli

We study the optimal design problem under second-order least squares estimation which is known to outperform ordinary least squares estimation when the error distribution is asymmetric. First, a general approximate theory is developed,…

Statistics Theory · Mathematics 2014-05-14 Mausumi Bose , Rahul Mukerjee

We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…

Methodology · Statistics 2023-09-28 Harrison H. Li , Art B. Owen

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…

Statistics Theory · Mathematics 2023-05-03 David Azriel

We present an efficient method for computing A-optimal experimental designs for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we address the problem of optimizing the…

Computation · Statistics 2014-05-29 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas

While experimental design often focuses on selecting the single best alternative from a finite set (e.g., in ranking and selection or best-arm identification), many pure-exploration problems pursue richer goals. Given a specific goal,…

Machine Learning · Statistics 2025-05-28 Chao Qin , Wei You

We consider the problem of designing experiments for the estimation of a target in regression analysis if there is uncertainty about the parametric form of the regression function. A new optimality criterion is proposed, which minimizes the…

Methodology · Statistics 2018-07-17 Kira Alhorn , Kirsten Schorning , Holger Dette

We present a new experimental design procedure that divides a set of experimental units into two groups in order to minimize error in estimating an additive treatment effect. One concern is minimizing error at the experimental design stage…

Methodology · Statistics 2021-02-02 Abba M. Krieger , David Azriel , Adam Kapelner

We consider distributed recursive estimation of consensus+innovations type in the presence of heavy-tailed sensing and communication noises. We allow that the sensing and communication noises are mutually correlated while independent…

Optimization and Control · Mathematics 2023-11-13 Manojlo Vukovic , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

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

To minimize the mean squared error (MSE) in global average treatment effect (GATE) estimation under network interference, a popular approach is to use a cluster-randomized design. However, in the presence of homophily, which is common in…

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…

Methodology · Statistics 2019-05-24 Zhantao Lin , Nancy Flournoy , William F. Rosenberger

For randomized clinical trials where a single, primary, binary endpoint would require unfeasibly large sample sizes, composite endpoints are widely chosen as the primary endpoint. Despite being commonly used, composite endpoints entail…

Methodology · Statistics 2022-09-27 Marta Bofill Roig , Guadalupe Gómez Melis , Martin Posch , Franz Koenig

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

The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…

Information Theory · Computer Science 2009-11-11 Youngchul Sung , Lang Tong , H. Vincent Poor

Consider the task of estimating a 3-order $n \times n \times n$ tensor from noisy observations of randomly chosen entries in the sparse regime. We introduce a similarity based collaborative filtering algorithm for estimating a tensor from…

Machine Learning · Computer Science 2023-01-18 Devavrat Shah , Christina Lee Yu

In this article, we investigate the robust optimal design problem for the prediction of response when the fitted regression models are only approximately specified, and observations might be missing completely at random. The intuitive idea…

Methodology · Statistics 2022-10-19 Rui Hu , Ion Bica , Zhichun Zhai