Study proposes an active subsampling method for estimating individualized thresholds in high-dimensional data.
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5 results for “measurement-constrained”
problem Estimating optimal individualized thresholds in high-dimensional data with limited labeled samples.
method Developed a K-step active subsampling algorithm to iteratively select and label the most informative data points.
result Revealed a phase transition phenomenon in the estimation of with respect to the smoothness of the conditional density.
Extends Langevin dynamics for constrained domains.
problem Optimization of constrained probability measures.
method Mirror mean-field Langevin dynamics (MMFLD).
result Linear convergence guarantees and propagation of chaos results.
On Computationally Tractable Selection of Experiments in Measurement-Constrained Regression Modelsstat.ML
We derive computationally tractable methods to select a small subset of experiment settings from a large pool of given design points. The primary focus is on linear regression models, while the technique extends to generalized linear models and Delta's method (estimating functions of linear regression models) as well. …
Optimal Sampling for Generalized Linear Model under Measurement Constraint with Surrogate Variablesstat.ME
Optimal sampling strategy improves prediction accuracy with surrogate variables under measurement constraints.
problem Measurement-constrained datasets and lack of labeled data.
method A-optimality criterion for optimal sampling, leveraging surrogate variables.
result Achieves lower asymptotic variance and reduced empirical mean squared error.
Optimizes trading portfolios considering risk and profit.
problem Balancing risk and profit in trading portfolios.
method Risk-Aware Trading Swarm (RATS) algorithm.
result RATS improves portfolio performance and risk management.