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Optimal design for model training is a critical topic in machine learning. Active Learning aims at obtaining improved models by querying samples with maximum uncertainty according to the estimation model for artificially labeling; this has…

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

Simulation-based optimal design techniques are a convenient tool for solving a particular class of optimal design problems. The goal is to find the optimal configuration of factor settings with respect to an expected utility criterion. This…

Methodology · Statistics 2013-05-21 Markus Hainy , Werner G. Müller , Helga Wagner

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

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

Complete reliance on the fitted model in response surface experiments is risky and relaxing this assumption, whether out of necessity or intentionally, requires an experimenter to account for multiple conflicting objectives. This work…

Methodology · Statistics 2023-06-16 Olga Egorova , Steven G. Gilmour

Locally optimal designs for generalized linear models are derived at certain values of the regression parameters. In the present paper a general setup of the generalized linear model is considered. Analytic solutions for optimal designs are…

Statistics Theory · Mathematics 2019-06-06 Osama Idais

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

Consideration set formation using non-compensatory screening rules is a vital component of real purchasing decisions with decades of experimental validation. Marketers have recently developed statistical methods that can estimate…

Applications · Statistics 2015-03-19 Minhua Long , W. Ross Morrow

We consider optimal designs for general multinomial logistic models, which cover baseline-category, cumulative, adjacent-categories, and continuation-ratio logit models, with proportional odds, non-proportional odds, or partial proportional…

Statistics Theory · Mathematics 2019-02-19 Xianwei Bu , Dibyen Majumdar , Jie Yang

In statistics, experimental designs are methods for making efficient experiments. E-optimal designs are the multisets of experimental conditions which minimize the maximum axis of the confidence ellipsoid of estimators. The aim of this…

Statistics Theory · Mathematics 2013-03-20 Takuma Takeuchi , Hiroto Sekido

In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…

Statistics Theory · Mathematics 2018-12-14 Holger Dette , Maria Konstantinou , Kirsten Schorning

We study random designs that minimize the asymptotic variance of a de-biased lasso estimator when a large pool of unlabeled data is available but measuring the corresponding responses is costly. The optimal sampling distribution arises as…

Statistics Theory · Mathematics 2020-10-27 Hamid Eftekhari , Moulinath Banerjee , Ya'acov Ritov

Many scientific and engineering applications require fitting regression models that are nonlinear in the parameters. Advances in computer hardware and software in recent decades have made it easier to fit such models. Relative to fitting…

Methodology · Statistics 2024-03-20 Peng Liu , William Q. Meeker

Experimental design is an approach for selecting samples among a given set so as to obtain the best estimator for a given criterion. In the context of linear regression, several optimal designs have been derived, each associated with a…

Statistics Theory · Mathematics 2021-01-01 Geovani Rizk , Igor Colin , Albert Thomas , Moez Draief

Significant progress has been made in developing identification and estimation techniques for missing data problems where modeling assumptions can be described via a directed acyclic graph. The validity of results using such techniques rely…

Methodology · Statistics 2023-06-13 Razieh Nabi , Rohit Bhattacharya

To avoid multicollinearity in regression analysis, Ye and Zhou(2013) proposed $K-$optimality criterion. By far the most popular models for modeling the response of a mixture experiment are the Scheff\'{e} models. However, there have been no…

Statistics Theory · Mathematics 2022-10-17 Hao-sheng Jiang , Jia-li Chen , Chong-qi Zhang

Optimal experimental design is a well studied field in applied science and engineering. Techniques for estimating such a design are commonly used within the framework of parameter estimation. Nonetheless, in recent years parameter…

Machine Learning · Statistics 2025-01-13 Md Shahriar Rahim Siddiqui , Arman Rahmim , Eldad Haber

In the classical setting of self-selection, the goal is to learn $k$ models, simultaneously from observations $(x^{(i)}, y^{(i)})$ where $y^{(i)}$ is the output of one of $k$ underlying models on input $x^{(i)}$. In contrast to mixture…

Statistics Theory · Mathematics 2022-12-13 Yeshwanth Cherapanamjeri , Constantinos Daskalakis , Andrew Ilyas , Manolis Zampetakis

Avoiding overfitting is a central challenge in machine learning, yet many large neural networks readily achieve zero training loss. This puzzling contradiction necessitates new approaches to the study of overfitting. Here we quantify…

Information Theory · Computer Science 2022-10-13 Vudtiwat Ngampruetikorn , David J. Schwab