Related papers: Randomized Urn Models revisited using Stochastic A…
Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…
This article describes a purely analytic approach to urn models of the generalized or extended P\'olya-Eggenberger type, in the case of two types of balls and constant ``balance,'' that is, constant row sum. The treatment starts from a…
In Anscombe's classical model, the objective is to find the optimal sequential rule for learning about the difference between two alternative treatments and subsequently selecting the superior one. The population for which the procedure is…
This work was motivated by observational studies in pregnancy with spontaneous abortion (SAB) as outcome. Clearly some women experience the SAB event but the rest do not. In addition, the data are left truncated due to the way pregnant…
We study (asymmetric) $U$-statistics based on a stationary sequence of $m$-dependent variables; moreover, we consider constrained $U$-statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps…
Covariate adjustment is widely recommended to improve statistical efficiency in randomized clinical trials (RCTs), yet empirical evidence comparing available strategies remains limited. This lack of real-world evaluation leaves unresolved…
Randomized controlled trials are not only the golden standard in medicine and vaccine trials but have spread to many other disciplines like behavioral economics, making it an important interdisciplinary tool for scientists. When designing…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
This paper proposes self-normalized tests for multistep conditional predictive ability in forecast comparison. By normalizing the sample mean of the transformed loss differential using functionals of its cumulative sum (CUSUM) process,…
This paper deals with a new design methodology for stratified comparative experiments based on interacting reinforced urn systems. The key idea is to model the interaction between urns for borrowing information across strata and to use it…
The expectation maximization (EM) algorithm is a widespread method for empirical Bayesian inference, but its expectation step (E-step) is often intractable. Employing a stochastic approximation scheme with Markov chain Monte Carlo (MCMC)…
Reliability analysis is a sub-field of uncertainty quantification that assesses the probability of a system performing as intended under various uncertainties. Traditionally, this analysis relies on deterministic models, where experiments…
Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…
In a clinical trial, the random allocation aims to balance prognostic factors between arms, preventing true confounders. However, residual differences due to chance may introduce near-confounders. Adjusting on prognostic factors is…
There has been a growing interest in covariate adjustment in the analysis of randomized controlled trials in past years. For instance, the U.S. Food and Drug Administration recently issued guidance that emphasizes the importance of…
Cluster randomized trials (CRTs) offer a practical alternative for addressing logistical challenges and ensuring feasibility in community health, education, and prevention studies, even though randomized controlled trials are considered the…
Sequential monitoring of randomized trials traditionally relies on parametric assumptions or asymptotic approximations. We discuss a family of nonparametric sequential tests - collectively called e-RT - for binary, event-only, and…
We study an urn process with two urns, initialized with a ball each. Balls are added sequentially, the urn being chosen independently with probability proportional to the $\alpha^{th}$ power $(\alpha >1)$ of the existing number of balls. We…
Randomized controlled trials (RCTs) are increasingly prevalent in education research, and are often regarded as a gold standard of causal inference. Two main virtues of randomized experiments are that they (1) do not suffer from…
Objectives: With accurate estimates of expected safety results, clinical trials could be better designed and monitored. We evaluated methods for predicting serious adverse event (SAE) results in clinical trials using information only from…