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Adaptive importance sampling for stochastic optimization is a promising approach that offers improved convergence through variance reduction. In this work, we propose a new framework for variance reduction that enables the use of mixtures…

Machine Learning · Computer Science 2019-04-01 Zalán Borsos , Sebastian Curi , Kfir Y. Levy , Andreas Krause

We consider robust empirical risk minimization (ERM), where model parameters are chosen to minimize the worst-case empirical loss when each data point varies over a given convex uncertainty set. In some simple cases, such problems can be…

Optimization and Control · Mathematics 2024-09-17 Eric Luxenberg , Dhruv Malik , Yuanzhi Li , Aarti Singh , Stephen Boyd

Meta-reinforcement learning (meta-RL) aims to learn from multiple training tasks the ability to adapt efficiently to unseen test tasks. Despite the success, existing meta-RL algorithms are known to be sensitive to the task distribution…

Machine Learning · Computer Science 2021-03-02 Zichuan Lin , Garrett Thomas , Guangwen Yang , Tengyu Ma

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

Motivated by kidney exchange, we study a stochastic cycle and chain packing problem, where we aim to identify structures in a directed graph to maximize the expectation of matched edge weights. All edges are subject to failure, and the…

Artificial Intelligence · Computer Science 2020-07-08 Hoda Bidkhori , John P Dickerson , Duncan C McElfresh , Ke Ren

The paper describes a general glance to the use of element exchange techniques for optimization over permutations. A multi-level description of problems is proposed which is a fundamental to understand nature and complexity of optimization…

Data Structures and Algorithms · Computer Science 2011-02-23 Mark Sh. Levin

We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…

Information Theory · Computer Science 2026-05-12 Frédéric Zheng , Yassir Jedra , Alexandre Proutiere

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

This paper addresses the problem of mixed-membership estimation in networks, where the goal is to efficiently estimate the latent mixed-membership structure from the observed network. Recognizing the widespread availability and valuable…

Statistics Theory · Mathematics 2025-02-11 Jianqing Fan , Jiawei Ge , Jikai Hou

The Binary Emax model is widely employed in dose-response analysis during drug development, where missing data often pose significant challenges. Addressing nonignorable missing binary responses, where the likelihood of missing data is…

Methodology · Statistics 2026-01-01 Jiangshan Zhang , Vivek Pradhan , Yuxi Zhao

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…

Statistics Theory · Mathematics 2008-12-18 Dibyen Majumdar , John Stufken

Many organizations measure treatment effects via an experimentation platform to evaluate the casual effect of product variations prior to full-scale deployment. However, standard experimentation platforms do not perform optimally for end…

The weight decay regularization term is widely used during training to constrain expressivity, avoid overfitting, and improve generalization. Historically, this concept was borrowed from the SVM maximum margin principle and extended to…

Machine Learning · Computer Science 2021-10-12 Berry Weinstein , Shai Fine , Yacov Hel-Or

In this paper we present new algorithms and analysis for the linear inverse sensor placement and scheduling problems over multiple time instances with power and communications constraints. The proposed algorithms, which deal directly with…

Information Theory · Computer Science 2018-02-14 Cristian Rusu , John Thompson , Neil M. Robertson

Optimal design is crucial for experimenters to maximize the information collected from experiments and estimate the model parameters most accurately. ForLion algorithms have been proposed to find D-optimal designs for experiments with mixed…

Computation · Statistics 2026-03-17 Siting Lin , Yifei Huang , Jie Yang

The treatment assignment mechanism in a randomized clinical trial can be optimized for statistical efficiency within a specified class of randomization mechanisms. Optimal designs of this type have been characterized in terms of the…

Methodology · Statistics 2025-09-03 Wei Zhang , Zhiwei Zhang , Aiyi Liu

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 consider the problem of obtaining D-optimal designs for factorial experiments with a binary response and $k$ qualitative factors each at two levels. We obtain a characterization for a design to be locally D-optimal. Based on this…

Statistics Theory · Mathematics 2015-03-19 Jie Yang , Abhyuday Mandal , Dibyen Majumdar

We consider the problem of optimally allocating resources across a set of transmitters and receivers in a wireless network. The resulting optimization problem takes the form of constrained statistical learning, in which solutions can be…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Mark Eisen , Alejandro Ribeiro
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