Optimal Design of Experiments
The theory of optimal experimental designs is an important branch of statistics,
which aims at choosing optimally the experimental conditions of
statistical trials to be performed. This domain raises many interesting optimization problems,
some of which can be solved by second-order cone or semidefinite programming.
In this project, we want to develop new algorithms based on mathematical programming
to compute optimal experimental designs in various contexts, and promote the use of these methods.
Publikationen
2021
2020
2019
2018
2017
2017
2015
2014
2013
2012
2011
2021 |
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Luc Pronzato, Guillaume Sagnol | Removing inessential points in c- and A-optimal design | Journal of Statistical Planning and Inference, Vol.213, pp. 233-252, 2021 |
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2020 |
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Belmiro Duarte, Guillaume Sagnol | Approximate and exact optimal designs for 2^k factorial experiments for generalized linear models via second order cone programming | Statistical Papers, Vol.61, pp. 2737-2767, 2020 (preprint available as ZIB-Report 18-02) |
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2019 |
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Guillaume Sagnol, Edouard Pauwels | An unexpected connection between Bayes A-optimal designs and the group lasso | Statistical Papers, 60(2), pp. 215-234, 2019 (preprint available as ) |
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2018 |
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Belmiro P.M. Duarte, Guillaume Sagnol, Weng Kee Wong | An algorithm based on Semidefinite Programming for finding minimax optimal designs | Computational Statistics & Data Analysis, Vol.119, pp. 99-117, 2018 (preprint available as ZIB-Report 18-01) |
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2015 |
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Belmiro P.M. Duarte, Guillaume Sagnol, Nuno M.C. Oliveira | A Robust Minimax Semidefinite Programming Formulation for Optimal Design of Experiments for Model Parametrization | 12th International Symposium on Process Systems Engineering and 25th European Symposium on Computer Aided Process Engineering, pp. 905-910, Vol.37, Computer Aided Chemical Engineering, 2015 (preprint available as ZIB-Report 15-03) |
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Radoslav Harman, Guillaume Sagnol | Computing D-optimal experimental designs for estimating treatment contrasts under the presence of a nuisance time trend | Stochastic Models, Statistics and Their Applications, Ansgar Steland, Ewaryst Rafajłowicz, Krzysztof Szajowski (Eds.), pp. 83-91, Vol.122, Springer Proceedings in Mathematics & Statistics, 2015 (preprint available as ZIB-Report 15-02) |
PDF (ZIB-Report)
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Guillaume Sagnol, Radoslav Harman | Computing exact D-optimal designs by mixed integer second-order cone programming | The Annals of Statistics, 43(5), pp. 2198-2224, 2015 (in press, preprint available as ZIB-Report 13-39) |
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Guillaume Sagnol, Radoslav Harman | Optimal Designs for Steady-state Kalman filters | Stochastic Models, Statistics and Their Applications, Ansgar Steland, Ewaryst Rafajłowicz, Krzysztof Szajowski (Eds.), pp. 149-157, Vol.122, Springer Proceedings in Mathematics & Statistics, 2015 (preprint available as ZIB-Report 14-39) |
PDF (ZIB-Report)
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2013 |
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Guillaume Sagnol | Approximation of a maximum-submodular-coverage problem involving spectral functions, with application to experimental designs | Discrete Applied Mathematics, 161(1-2), pp. 258-276, 2013 (preprint available as ) |
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Guillaume Sagnol | On the semidefinite representation of real functions applied to symmetric matrices | Linear Algebra and its Applications, 439(10), pp. 2829-2843, 2013 (preprint available as ) |
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2012 |
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Guillaume Sagnol | Network-related problems in optimal experimental design and second order cone programming | Proceedings of PROBASTAT'2011, Tatra Mountains Mathematical Publications, pp. 161-171, Vol.51, 2012 (preprint available as ZIB-Report 11-52) |
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Guillaume Sagnol | Picos Documentation. Release 0.1.1. | ZIB-Report 12-48 |
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2011 |
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Guillaume Sagnol | A class of Semidefinite Programs with rank-one solutions | Linear Algebra and its Applications, 435(6), pp. 1446-1463, 2011 (preprint available as ZIB-Report 11-51) |
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