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Compared with the fixed-run designs, the sequential adaptive designs (SAD) are thought to be more efficient and effective. Efficient global optimization (EGO) is one of the most popular SAD methods for expensive black-box optimization…

Machine Learning · Computer Science 2020-10-22 Jianhui Ning , Yao Xiao , Zikang Xiong

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements.…

Numerical Analysis · Mathematics 2017-08-17 Lars Ruthotto , Julianne Chung , Matthias Chung

Retrieval-Augmented Generation (RAG) has emerged as a powerful paradigm for grounding large language models in external knowledge sources, improving the precision of agents responses. However, high-dimensional language model embeddings,…

Machine Learning · Computer Science 2025-04-14 Arman Khaledian , Amirreza Ghadiridehkordi , Nariman Khaledian

In several application domains, high-dimensional observations are collected and then analysed in search for naturally occurring data clusters which might provide further insights about the nature of the problem. In this paper we describe a…

Machine Learning · Statistics 2012-03-07 Brian McWilliams , Giovanni Montana

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Statistics Theory · Mathematics 2014-01-08 T. Tony Cai , Zongming Ma , Yihong Wu

The ability to design effective experiments is crucial for obtaining data that can substantially reduce the uncertainty in the predictions made using computational models. An optimal experimental design (OED) refers to the choice of a…

Methodology · Statistics 2025-06-17 Troy Butler , John Jakeman , Michael Pilosov , Scott Walsh , Timothy Wildey

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

In climate studies, detecting spatial patterns that largely deviate from the sample mean still remains a statistical challenge. Although a Principal Component Analysis (PCA), or equivalently a Empirical Orthogonal Functions (EOF)…

Statistics Theory · Mathematics 2020-01-29 Alberto Bernacchia , Philippe Naveau

The reconfigurable intelligent surface (RIS) technology allows one to engineer spatial diversity in complex cellular networks. This paper provides a framework for the system-level performance assessment of RIS-assisted networks and in…

Information Theory · Computer Science 2024-11-12 Guodong Sun , Francois Baccelli , Ke Feng , Luis Uzeda Garcia , Stefano Paris

Ordinal Embedding places n objects into R^d based on comparisons such as "a is closer to b than c." Current optimization-based approaches suffer from scalability problems and an abundance of low quality local optima. We instead consider a…

Computational Geometry · Computer Science 2018-05-22 Jesse Anderton , Virgil Pavlu , Javed Aslam

We consider stochastic algorithms derived from methods for solving deterministic optimization problems, especially comparison-based algorithms derived from stochastic approximation algorithms with a constant step-size. We develop a…

Optimization and Control · Mathematics 2022-01-03 Youhei Akimoto , Anne Auger , Nikolaus Hansen

Service region design determines the geographic coverage of service networks, shaping long-term operational performance. Capital and operational constraints preclude simultaneous large-scale deployment, requiring expansion to proceed…

Machine Learning · Computer Science 2026-03-10 Tingting Chen , Feng Chu , Jiantong Zhang

The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…

Methodology · Statistics 2021-06-01 Lin Wang , Jake Elmstedt , Weng Kee Wong , Hongquan Xu

Principal Component Analysis (PCA) is a fundamental data preprocessing tool in the world of machine learning. While PCA is often thought of as a dimensionality reduction method, the purpose of PCA is actually two-fold: dimension reduction…

Machine Learning · Computer Science 2023-01-25 Arpita Gang , Waheed U. Bajwa

Principal component analysis (PCA) is one of the most popular dimension reduction techniques in statistics and is especially powerful when a multivariate distribution is concentrated near a lower-dimensional subspace. Multivariate extreme…

Methodology · Statistics 2025-07-15 Felix Reinbott , Anja Janßen

Principal component analysis (PCA) is a classical method for dimensionality reduction based on extracting the dominant eigenvectors of the sample covariance matrix. However, PCA is well known to behave poorly in the ``large $p$, small $n$''…

Statistics Theory · Mathematics 2009-08-26 Arash A. Amini , Martin J. Wainwright

Photonic inverse design has emerged as an indispensable engineering tool for complex optical systems. In many instances it is important to optimize for both material and geometry configurations, which results in complex non-smooth search…

Optics · Physics 2021-06-17 Jagrit Digani , Phillip Hon , Artur R. Davoyan

Probabilistic collision detection (PCD) is essential in motion planning for robots operating in unstructured environments, where considering sensing uncertainty helps prevent damage. Existing PCD methods mainly used simplified geometric…

Robotics · Computer Science 2025-08-28 Xiaoli Wang , Sipu Ruan , Xin Meng , Gregory Chirikjian

Questions of `how best to acquire data' are essential to modeling and prediction in the natural and social sciences, engineering applications, and beyond. Optimal experimental design (OED) formalizes these questions and creates…

Methodology · Statistics 2026-05-01 Xun Huan , Jayanth Jagalur , Youssef Marzouk