Related papers: The Pairwise Matching Design is Optimal under Extr…
A key objective in engineering problems is to predict an unknown experimental surface over an input domain. In complex physical experiments, this may be hampered by response censoring, which results in a significant loss of information. For…
We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…
We consider a symmetric mixture of linear regressions with random samples from the pairwise comparison design, which can be seen as a noisy version of a type of Euclidean distance geometry problem. We analyze the expectation-maximization…
Traditional covariate selection methods for causal inference focus on achieving unbiasedness and asymptotic efficiency. In many practical scenarios, researchers must estimate causal effects from observational data with limited sample sizes…
We present pairwise fairness metrics for ranking models and regression models that form analogues of statistical fairness notions such as equal opportunity, equal accuracy, and statistical parity. Our pairwise formulation supports both…
To generalize inferences from a randomized trial to the target population of all trial-eligible individuals, investigators can use nested trial designs, where the randomized individuals are nested within a cohort of trial-eligible…
This article discusses $A$-, $D$- and $E$-optimality results for multivariate crossover designs, where more than one response is measured from every period for each subject. The motivation for these multivariate designs comes from a $3…
This paper presents a method for jointly designing the transmitter-receiver pair in a block-by-block communication system that employs (intra-block) decision feedback detection. We provide closed-form expressions for transmitter-receiver…
Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…
The design of experiments involves a compromise between covariate balance and robustness. This paper provides a formalization of this trade-off and describes an experimental design that allows experimenters to navigate it. The design is…
We design the weights in consensus algorithms with spatially correlated random topologies. These arise with: 1) networks with spatially correlated random link failures and 2) networks with randomized averaging protocols. We show that the…
Adaptive designs have been proposed for clinical trials in which the nuisance parameters or alternative of interest are unknown or likely to be misspecified before the trial. Whereas most previous works on adaptive designs and mid-course…
Subclassification and matching are often used in empirical studies to adjust for observed covariates; however, they are largely restricted to relatively simple study designs with a binary treatment and less developed for designs with a…
We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator of the integrated variance IV proposed in Mancini 2009 is…
This paper studies selecting a subset of the system's output to minimize the state estimation mean square error (MSE). This results in the maximization problem of a set function defined on possible sensor selections subject to a cardinality…
Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…
This paper studies inference in cluster randomized trials where treatment status is determined according to a "matched pairs" design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned at the level of the…
In this paper we construct optimal designs for frequentist model averaging estimation. We derive the asymptotic distribution of the model averaging estimate with fixed weights in the case where the competing models are non-nested and none…
Adaptive approaches, allowing for more flexible trial design, have been proposed for individually randomized trials to save time or reduce sample size. However, adaptive designs for cluster-randomized trials in which groups of participants…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…