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Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…

Statistics Theory · Mathematics 2016-10-26 Quefeng Li , Guang Cheng , Jianqing Fan , Yuyan Wang

Algorithms which compute locally optimal continuous designs often rely on a finite design space or on repeatedly solving a complex non-linear program. Both methods require extensive evaluations of the Jacobian Df of the underlying model.…

Methodology · Statistics 2021-01-18 Philipp Seufert , Jan Schwientek , Michael Bortz

We consider nonregular fractions of factorial experiments for a class of linear models. These models have a common general mean and main effects, however they may have different 2-factor interactions. Here we assume for simplicity that…

Computation · Statistics 2019-11-11 Shrabanti Chowdhury , Joshua Lukemire , Abhyuday Mandal

Randomized saturation designs are a family of designs which assign a possibly different treatment proportion to each cluster of a population at random. As a result, they generalize the well-known (stratified) completely randomized designs…

Methodology · Statistics 2022-03-21 Chencheng Cai , Jean Pouget-Abadie , Edoardo M. Airoldi

Motivated by quantum thermodynamics we first investigate the notion of strict positivity, that is, linear maps which map positive definite states to something positive definite again. We show that strict positivity is decided by the action…

Quantum Physics · Physics 2023-08-24 Frederik vom Ende

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

Alphabetic optimality criteria, such as the $D$, $A$, and $I$ criteria, require specifying a model to select optimal designs. They are not model free and the optimal designs selected by them are not robust to model uncertainty. Recently,…

Computation · Statistics 2016-04-14 Chang-Yun Lin

Starting from the De Witt supermetric and limiting ourselves to a family of geometries characterized by a finite number of geometric invariants we extract the unique integration measure. Such a measure turns out to be a geometric invariant,…

High Energy Physics - Lattice · Physics 2009-10-30 Pietro Menotti

Factor models are a very efficient way to describe high dimensional vectors of data in terms of a small number of common relevant factors. This problem, which is of fundamental importance in many disciplines, is usually reformulated in…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

We address some computational issues that may hinder the use of AMP chain graphs in practice. Specifically, we show how a discrete probability distribution that satisfies all the independencies represented by an AMP chain graph factorizes…

Machine Learning · Statistics 2015-11-19 Jose M. Peña

It is shown, with two sets of indicators that separately load on two distinct factors, independent of one another conditional on the past, that if it is the case that at least one of the factors causally affects the other, then, in many…

Methodology · Statistics 2022-04-18 Tyler J. VanderWeele , Charles J. K. Batty

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

The paper studies the relationship between diffraction and dynamics for uniformly discrete ergodic point processes in real spaces. This relationship takes the form of an isometric embedding of two L^2 spaces. Diffraction (or equivalently…

Dynamical Systems · Mathematics 2009-11-13 Xinghua Deng , Robert V. Moody

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

This work investigates the multiplicity and differentiability of eigenfrequencies in structures with various symmetries. In particular, the study explores how the geometric and design variable symmetries affect the distribution of…

Computational Engineering, Finance, and Science · Computer Science 2025-01-28 Shiyao Sun , Kapil Khandelwal

Recently, a vector version of Witsenhausen's counterexample was considered and it was shown that in that limit of infinite vector length, certain quantization-based control strategies are provably within a constant factor of the optimal…

Information Theory · Computer Science 2016-11-17 Pulkit Grover , Se Yong Park , Anant Sahai

Humans have a remarkable ability to disentangle complex sensory inputs (e.g., image, text) into simple factors of variation (e.g., shape, color) without much supervision. This ability has inspired many works that attempt to solve the…

Machine Learning · Computer Science 2024-12-25 Kartik Ahuja , Divyat Mahajan , Vasilis Syrgkanis , Ioannis Mitliagkas

For high-dimensional classification, it is well known that naively performing the Fisher discriminant rule leads to poor results due to diverging spectra and noise accumulation. Therefore, researchers proposed independence rules to…

Machine Learning · Statistics 2011-11-10 Jianqing Fan , Yang Feng , Xin Tong

Controlling the dispersion of a subset of decision variables in an optimization problem is crucial for enforcing fairness or load-balancing across a wide range of applications. Building on the well-known equivalence of finite-dimensional…

Optimization and Control · Mathematics 2026-05-15 Abhay Singh Bhadoriya , Deepjyoti Deka , Kaarthik Sundar

Deep classifiers are known to rely on spurious features $\unicode{x2013}$ patterns which are correlated with the target on the training data but not inherently relevant to the learning problem, such as the image backgrounds when classifying…

Machine Learning · Computer Science 2022-10-21 Pavel Izmailov , Polina Kirichenko , Nate Gruver , Andrew Gordon Wilson
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