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In multi-response regression models, the error covariance matrix is never known in practice. Thus, there is a need for optimal designs which are robust against possible misspecification of the error covariance matrix. In this paper, we…

Methodology · Statistics 2019-10-03 Lucy L. Gao , Julie Zhou

The Chebyshev or $\ell_{\infty}$ estimator is an unconventional alternative to the ordinary least squares in solving linear regressions. It is defined as the minimizer of the $\ell_{\infty}$ objective function \begin{align*}…

Statistics Theory · Mathematics 2023-03-16 Yufei Yi , Matey Neykov

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

We consider the problem of constructing optimal designs for population pharmacokinetics which use random effect models. It is common practice in the design of experiments in such studies to assume uncorrelated errors for each subject. In…

Applications · Statistics 2010-11-16 Holger Dette , Andrey Pepelyshev , Tim Holland-Letz

Random coefficient regression models are a popular tool for analyzing unobserved heterogeneity, and have seen renewed interest in the recent econometric literature. In this paper we obtain the optimal pointwise convergence rate for…

Statistics Theory · Mathematics 2020-02-18 Hajo Holzmann , Alexander Meister

The problem of constructing Bayesian optimal discriminating designs for a class of regression models with respect to the T-optimality criterion introduced by Atkinson and Fedorov (1975a) is considered. It is demonstrated that the…

Methodology · Statistics 2014-12-09 Holger Dette , Viatcheslav B. Melas , Roman Guchenko

For parameterized mixed-binary optimization problems, we construct local decision rules that prescribe near-optimal courses of action across a set of parameter values. The decision rules stem from solving risk-adaptive training problems…

Optimization and Control · Mathematics 2024-04-24 Johannes O. Royset , Miguel A. Lejeune

We show how combinatorial optimisation algorithms can be applied to the problem of identifying c-optimal experimental designs when there may be correlation between and within experimental units and evaluate the performance of relevant…

Computation · Statistics 2023-02-24 Samuel I Watson , Yi Pan

In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…

Statistics Theory · Mathematics 2021-02-26 Jiangtao Duan , Wei Gao , Yanyuan Ma , Hon Keung Tony Ng

Cumulative link models have been widely used for ordered categorical responses. Uniform allocation of experimental units is commonly used in practice, but often suffers from a lack of efficiency. We consider D-optimal designs with ordered…

Statistics Theory · Mathematics 2017-11-09 Jie Yang , Liping Tong , Abhyuday Mandal

In this paper, we derive optimal designs for the Rasch Poisson counts model and the Rasch Poisson-Gamma counts model incorporating several binary predictors for the difficulty parameter. To efficiently estimate the regression coefficients…

Methodology · Statistics 2021-04-07 Ulrike Graßhoff , Heinz Holling , Rainer Schwabe

Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with…

Statistics Theory · Mathematics 2023-04-07 Henrik Imberg , Marina Axelson-Fisk , Johan Jonasson

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

In computational inverse problems, the optimal experimental design (OED) problem seeks the best locations in time and space at which to take measurements. We investigate the nonlinear OED problem in the context of continuously-indexed…

Numerical Analysis · Mathematics 2025-06-10 Ruhui Jin , Qin Li , Stephen O. Mussmann , Stephen J. Wright

We consider the problem of designing experiments for the comparison of two regression curves describing the relation between a predictor and a response in two groups, where the data between and within the group may be dependent. In order to…

Statistics Theory · Mathematics 2021-01-15 Kirsten Schorning , Holger Dette

Fractional polynomial models are potentially useful for response surfaces investigations. With the availability of routines for fitting nonlinear models in statistical packages they are increasingly being used. However, as in all…

Methodology · Statistics 2025-10-29 Luzia A. Trinca , Steven G. Gilmour

In this paper we investigate the possibility of obtaining a measure representation for function- als arising in the context of optimal design problems under non-standard growth conditions and perimeter penalization. Applications to…

Analysis of PDEs · Mathematics 2017-12-12 Ana Cristina Barroso , Elvira Zappale

We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special…

Machine Learning · Statistics 2021-06-16 Bowen Yuan , Yu-Sheng Li , Pengrui Quan , Chih-Jen Lin

We consider regression problems with binary weights. Such optimization problems are ubiquitous in quantized learning models and digital communication systems. A natural approach is to optimize the corresponding Lagrangian using variants of…

Machine Learning · Computer Science 2020-12-01 Nisan Chiprut , Amir Globerson , Ami Wiesel

A model-based optimal experiment design (OED) of nonlinear systems is studied. OED represents a methodology for optimizing the geometry of the parametric joint-confidence regions (CRs), which are obtained in an a posteriori analysis of the…

Optimization and Control · Mathematics 2020-08-14 Anwesh Reddy Gottu Mukkula , Radoslav Paulen