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An accurate estimation of the dose-response relationship is important to determine the optimal dose. For this purpose, a dose finding trial in which subjects are randomized to a few fixed dose levels is the most commonly used design. Often,…

Methodology · Statistics 2025-08-07 Jixian Wang , Zhiwei Zhang , Ram Tiwari

The comparison of Receiver Operating Characteristic (ROC) curves is frequently used in the literature to compare the discriminatory capability of different classification procedures based on diagnostic variables. The performance of these…

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

Optimal portfolio selection problems are determined by the (unknown) parameters of the data generating process. If an investor wants to realise the position suggested by the optimal portfolios, he/she needs to estimate the unknown…

Portfolio Management · Quantitative Finance 2023-04-19 Taras Bodnar , Holger Dette , Nestor Parolya , Erik Thorsén

In clinical practice, there is significant interest in integrating novel biomarkers with existing clinical data to construct interpretable and robust decision rules. Motivated by the need to improve decision-making for early disease…

Methodology · Statistics 2026-02-23 Albert Osom , Camden Lopez , Ashley Alexander , Suresh Chari , Ziding Feng , Ying-Qi Zhao

Breakthroughs in cancer biology have defined new research programs emphasizing the development of therapies that target specific pathways in tumor cells. Innovations in clinical trial design have followed with master protocols defined by…

Methodology · Statistics 2020-07-09 Alexander M. Kaizer , Joseph S. Koopmeiners , Nan Chen , Brian P. Hobbs

The optimal receiver operating characteristic (ROC) curve, giving the maximum probability of detection as a function of the probability of false alarm, is a key information-theoretic indicator of the difficulty of a binary hypothesis…

Information Theory · Computer Science 2025-06-10 Bruce Hajek , Xiaohan Kang

We consider conditional estimation in two-stage sample size adjustable designs and the following bias. More specifically, we consider a design which permits raising the sample size when interim results look rather promising, and, which…

Methodology · Statistics 2018-08-27 Per Broberg , Frank Miller

We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the…

Computation · Statistics 2020-01-29 HaiYing Wang , Yanyuan Ma

The receiver operating characteristic (ROC) curve is the most popular tool used to evaluate the discriminatory capability of diagnostic tests/biomarkers measured on a continuous scale when distinguishing between two alternative disease…

Methodology · Statistics 2021-03-22 Maria Xose Rodriguez-Alvarez , Vanda Inacio

Randomized experiments can provide unbiased estimates of sample average treatment effects. However, estimates of population treatment effects can be biased when the experimental sample and the target population differ. In this case, the…

Methodology · Statistics 2022-11-10 Wenqi Shi , Xi Lin

This paper deals with the problem of asymptotically optimal detection of changes in regime-switching stochastic models. We need to divide the whole obtained sample of data into several sub-samples with observations belonging to different…

Statistics Theory · Mathematics 2013-01-25 Boris Brodsky , Boris Darkhovsky

The receiver operating characteristic curve is widely applied in measuring the performance of diagnostic tests. Many direct and indirect approaches have been proposed for modelling the ROC curve, and because of its tractability, the…

Methodology · Statistics 2017-10-09 Amay Cheam , Paul D. McNicholas

In this paper, we propose improved estimation method for logistic regression based on subsamples taken according the optimal subsampling probabilities developed in Wang et al. 2018 Both asymptotic results and numerical results show that the…

Methodology · Statistics 2021-06-24 HaiYing Wang

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

Methods for the evaluation of the predictive accuracy of biomarkers with respect to survival outcomes subject to right censoring have been discussed extensively in the literature. In cancer and other diseases, survival outcomes are commonly…

Methodology · Statistics 2018-06-06 Yuan Wu , Xiaofei Wang , Jiaxing Lin , Beilin Jia , Kouros Owzar

When evaluating medical tests or biomarkers for disease classification, the area under the receiver-operating characteristic (ROC) curve is a widely used performance metric that does not require us to commit to a specific decision…

Methodology · Statistics 2013-10-21 Wanhua Su , Yan Yuan , Mu Zhu

We consider optimization problems with uncertain constraints that need to be satisfied probabilistically. When data are available, a common method to obtain feasible solutions for such problems is to impose sampled constraints, following…

Optimization and Control · Mathematics 2020-07-09 Henry Lam , Fengpei Li

We study two-sample variable selection: identifying variables that discriminate between the distributions of two sets of data vectors. Such variables help scientists understand the mechanisms behind dataset discrepancies. Although…

Machine Learning · Statistics 2025-11-06 Kensuke Mitsuzawa , Motonobu Kanagawa , Stefano Bortoli , Margherita Grossi , Paolo Papotti

We present an optimal strategy having finite outcomes for estimating a single parameter of the displacement operator on an arbitrary finite dimensional system using a finite number of identical samples. Assuming the uniform {\it a priori}…

Quantum Physics · Physics 2009-11-06 M. Sasaki , A. Carlini , A. Chefles