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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.

Optimal Design of Experiments
Heads
Sagnol, Guillaume, Dr.
Related projects
Optimal Toll Enforcement
Funding
ZIB

Publications

2021
Removing inessential points in c- and A-optimal design Journal of Statistical Planning and Inference, Vol.213, pp. 233-252, 2021 Luc Pronzato, Guillaume Sagnol BibTeX
DOI
2020
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) Belmiro Duarte, Guillaume Sagnol PDF (ZIB-Report)
BibTeX
DOI
2019
An unexpected connection between Bayes A-optimal designs and the group lasso Statistical Papers, 60(2), pp. 215-234, 2019 (preprint available as ) Guillaume Sagnol, Edouard Pauwels BibTeX
DOI
URN
2018
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) Belmiro P.M. Duarte, Guillaume Sagnol, Weng Kee Wong PDF (ZIB-Report)
BibTeX
DOI
2015
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) Belmiro P.M. Duarte, Guillaume Sagnol, Nuno M.C. Oliveira PDF (ZIB-Report)
BibTeX
DOI
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) Radoslav Harman, Guillaume Sagnol PDF (ZIB-Report)
BibTeX
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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) Guillaume Sagnol, Radoslav Harman PDF (ZIB-Report)
PDF (ZIB-Report)
PDF (ZIB-Report)
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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) Guillaume Sagnol, Radoslav Harman PDF (ZIB-Report)
BibTeX
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2013
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 ) Guillaume Sagnol BibTeX
DOI
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 ) Guillaume Sagnol BibTeX
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2012
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) Guillaume Sagnol PDF (ZIB-Report)
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Picos Documentation. Release 0.1.1. ZIB-Report 12-48 Guillaume Sagnol PDF
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URN
2011
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) Guillaume Sagnol PDF (ZIB-Report)
BibTeX
DOI