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We present a new approach to the design of D-optimal experiments with multivariate polynomial regressions on compact semi-algebraic design spaces. We apply the moment-sum-of-squares hierarchy of semidefinite programming problems to solve…

Statistics Theory · Mathematics 2017-03-07 Yohann De Castro , F Gamboa , D Henrion , R Hess , J. -B Lasserre

In this paper, a functional partial quantile regression approach, a quantile regression analog of the functional partial least squares regression, is proposed to estimate the function-on-function linear quantile regression model. A partial…

Methodology · Statistics 2021-09-14 Ufuk Beyaztas , Han Lin Shang , Aylin Alin

Optimal experimental design seeks to determine the most informative allocation of experiments to infer an unknown statistical quantity. In this work, we investigate the optimal design of experiments for {\em estimation of linear functionals…

Artificial Intelligence · Computer Science 2023-01-18 Mojmír Mutný , Andreas Krause

This paper studies optimal estimation of large-dimensional nonlinear factor models. The key challenge is that the observed variables are possibly nonlinear functions of some latent variables where the functional forms are left unspecified.…

Statistics Theory · Mathematics 2023-11-14 Yingjie Feng

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Methodology · Statistics 2026-02-26 Fangyi Chen , Hok Kan Ling , Zhiliang Ying

Observations which are realizations from some continuous process are frequent in sciences, engineering, economics, and other fields. We consider linear models, with possible random effects, where the responses are random functions in a…

Statistics Theory · Mathematics 2016-11-30 Giacomo Aletti , Caterina May , Chiara Tommasi

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

Many economic and scientific problems involve the analysis of high-dimensional functional time series, where the number of functional variables $p$ diverges as the number of serially dependent observations $n$ increases. In this paper, we…

Methodology · Statistics 2025-08-12 Shaojun Guo , Xinghao Qiao , Qingsong Wang , Zihan Wang

Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

Econometrics · Economics 2025-04-28 Claudia Noack , Tomasz Olma , Christoph Rothe

Experimental design is a classical statistics problem and its aim is to estimate an unknown $m$-dimensional vector $\beta$ from linear measurements where a Gaussian noise is introduced in each measurement. For the combinatorial experimental…

Machine Learning · Statistics 2024-12-06 Mohit Singh , Weijun Xie

We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…

Machine Learning · Computer Science 2020-08-26 Burak Çakmak , Manfred Opper

We provide a systematic treatment of $D$-optimal design for binary regression and quantal response models in toxicology studies. For the two-parameter case, we provide an analytical equation (WC equation) for computing the $D$-optimal…

Applications · Statistics 2022-09-28 Elvis Han Cui

Nonlinear regression models addressing both efficacy and toxicity outcomes are increasingly used in dose-finding trials, such as in pharmaceutical drug development. However, research on related experimental design problems for corresponding…

Methodology · Statistics 2016-01-06 Holger Dette , Katrin Kettelhake , Kirsten Schorning , Weng Kee Wong , Frank Bretz

We consider minimax-optimal designs for the prediction of individual parameters in random coefficient regression models. We focus on the minimax-criterion, which minimizes the "worst case" for the basic criterion with respect to the…

Statistics Theory · Mathematics 2018-11-09 Maryna Prus

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We determine optimal designs for some regression models which are frequently used for describing three-dimensional shapes. These models are based on a Fourier expansion of a function defined on the unit sphere in terms of spherical harmonic…

Statistics Theory · Mathematics 2007-06-13 Holger Dette , Viatcheslav B. Melas , Andrey Pepelyshev

Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Causal effect estimation often succeeds cost-constrained sequential data collection. This work considers multivariate linear front-door models with arbitrary unobserved confounding on treatment and response. We optimize the experimental…

Methodology · Statistics 2026-03-24 Leopold Mareis , Mathias Drton

Mitscherlich's function is a well-known three-parameter non-linear regression function that quantifies the relation between a stimulus or a time variable and a response. Optimal designs for this function have been constructed only for…

Statistics Theory · Mathematics 2021-04-06 Maliheh Heidari , Md Abu Manju , Pieta C. IJzerman-Boon , Edwin R. van den Heuvel