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The experimental design problem concerns the selection of k points from a potentially large design pool of p-dimensional vectors, so as to maximize the statistical efficiency regressed on the selected k design points. Statistical efficiency…

Machine Learning · Statistics 2017-11-15 Zeyuan Allen-Zhu , Yuanzhi Li , Aarti Singh , Yining Wang

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

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

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

Statistics Theory · Mathematics 2023-09-21 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

We provide novel theoretical results regarding local optima of regularized $M$-estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong convexity on the loss and suitable regularity conditions on the…

Statistics Theory · Mathematics 2015-01-05 Po-Ling Loh , Martin J. Wainwright

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

Design of experiments is a fundamental topic in applied statistics with a long history. Yet its application is often limited by the complexity and costliness of constructing experimental designs, which involve searching a high-dimensional…

Methodology · Statistics 2022-03-29 Matthew T. Pratola , C. Devon Lin , Peter F. Craigmile

In this paper we construct optimal designs for frequentist model averaging estimation. We derive the asymptotic distribution of the model averaging estimate with fixed weights in the case where the competing models are non-nested and none…

Methodology · Statistics 2019-08-27 Kira Alhorn , Holger Dette , Kirsten Schorning

We establish a new oscillation estimate for solutions of nonlinear partial differential equations of elliptic, degenerate type. This new tool yields a precise control on the growth rate of solutions near their set of critical points, where…

Analysis of PDEs · Mathematics 2020-01-03 Damião J. Araújo , Eduardo V. Teixeira , José Miguel Urbano

We consider the problem of efficient statistical inference for comparing two regression curves estimated from two samples of dependent measurements. Based on a representation of the best pair of linear unbiased estimators in continuous time…

Methodology · Statistics 2016-01-29 Holger Dette , Kirsten Schorning , Maria Konstantinou

Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…

Optimization and Control · Mathematics 2020-04-02 Simon Foucart

We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…

Machine Learning · Statistics 2016-04-15 Gilles Blanchard , Nicole Mücke

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

We present a method to derive local estimates for some classes of fully nonlinear elliptic equations. The advantage of our method is that we derive Hessian estimates directly from $C^0$ estimates. Also, the method is flexible and can be…

Analysis of PDEs · Mathematics 2007-05-23 Sophie Chen

The Poisson-Gamma model is a generalization of the Poisson model, which can be used for modelling count data. We show that the $D$-optimality criterion for the Poisson-Gamma model is equivalent to a combined weighted optimality criterion of…

Statistics Theory · Mathematics 2018-08-17 Marius Schmidt , Rainer Schwabe

We propose an algorithm to construct optimal exact designs (EDs). Most of the work in the optimal regression design literature focuses on the approximate design (AD) paradigm due to its desired properties, including the optimality…

Methodology · Statistics 2024-05-07 Chi-Kuang Yeh , Julie Zhou

This paper is devoted to the explicit construction of optimal designs for discrimination between two polynomial regression models of degree $n-2$ and $n$. In a fundamental paper, Atkinson and Fedorov [Biometrika 62 (1975a) 57--70] proposed…

Statistics Theory · Mathematics 2012-05-30 Holger Dette , Viatcheslav B. Melas , Petr Shpilev

In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank…

Data Structures and Algorithms · Computer Science 2021-11-04 Nadiia Chepurko , Kenneth L. Clarkson , Praneeth Kacham , David P. Woodruff