Statistics and Data Science Seminar: Optimal Exact Design of Experiments: Challenges and Approaches, by Radoslav Harman
February 12, 2025
4:00 PM - 4:50 PM
Radoslav Harman (Comenius University (Slovak)): Optimal Exact Design of Experiments: Challenges and Approaches
The field of optimal experimental design has traditionally focused on approximate designs, which specify a finite set of experimental conditions along with the proportions of trials allocated to each condition. The main advantage of approximate designs is that they allow the use of powerful theoretical and numerical tools from convex optimization.
In practical applications, however, exact experimental designs are required. These designs determine a finite set of experimental conditions for conducting the trials. Although an exact design can often be derived from an approximate design using rounding algorithms, such procedures typically yield suboptimal results.
In this talk, I will first define and review the integer optimization problem underlying optimal exact design for statistical models with uncorrelated observations, emphasizing its theoretical and computational complexity. Next, I will survey various approaches for computing optimal exact designs numerically. In particular, I will highlight popular exchange methods and other heuristic strategies. I will also discuss methods based on mixed-integer mathematical programming formulations, including the latest developments in the field. Finally, I will illustrate these methods on several challenging problems involving exact optimal designs under non-standard experimental constraints.
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Date posted
Feb 10, 2025
Date updated
Feb 10, 2025
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