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Bayesian optimal experiments that maximize the information gained from collected data are critical to efficiently identify behavioral models. We extend a seminal method for designing Bayesian optimal experiments by introducing two…

Applications · Statistics 2025-03-19 Stefano Balietti , Brennan Klein , Christoph Riedl

Parameter fitting of data to a proposed equation almost always consider these parameters as independent variables. Here, the method proposed optimizes an arbitrary number of variables by the minimization of a function of a single variable.…

Chemical Physics · Physics 2010-06-15 Christopher G. Jesudason

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

Evaluating the influence of continuous covariates, like exposure time or dose, on a response variable is a pivotal objective in the assessment of a compound's effect, particularly when determining toxicity in pre-clinical research or…

Methodology · Statistics 2026-04-16 Lucia Ameis , Niklas Hagemann , Kathrin Möllenhoff

This work studies the properties of the maximum likelihood estimator (MLE) of a non-linear model with Gaussian errors and multidimensional parameter. The observations are collected in a two-stage experimental design and are dependent since…

Statistics Theory · Mathematics 2019-11-01 Nancy Flournoy , Caterina May , Chiara Tommasi

To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…

Methodology · Statistics 2025-03-17 Luke Hagar , Nathaniel T. Stevens

This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…

Statistics Theory · Mathematics 2010-01-13 Yuan Liao , Wenxin Jiang

Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

We consider an experiment with at least two stages or batches and $O(N)$ subjects per batch. First, we propose a semiparametric treatment effect estimator that efficiently pools information across the batches, and show it asymptotically…

Methodology · Statistics 2023-09-28 Harrison H. Li , Art B. Owen

We consider the classical problem of selecting the best of two treatments in clinical trials with binary response. The target is to find the design that maximizes the power of the relevant test. Many papers use a normal approximation to the…

Statistics Theory · Mathematics 2011-03-22 David Azriel , Micha Mandel , Yosef Rinott

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

When a novel treatment has successfully passed phase I, different options to design subsequent phase II trials are available. One approach is a single-arm trial, comparing the response rate in the intervention group against a fixed…

Methodology · Statistics 2020-08-03 Johannes Krisam , Dorothea Weber , Richard F. Schlenk , Meinhard Kieser

We discuss the problem of input design for uncertainty reduction in a parameter estimation procedure. Assuming a linear continuous-time control system with noisy measurements, we formulate an objective of variance reduction in a Bayesian…

Optimization and Control · Mathematics 2025-11-21 Ludovic Sacchelli , Alessandro Scagliotti

The design of biological systems is hindered by uncertainty arising from both intrinsic stochasticity of biomolecular reactions and variability across laboratory or experimental conditions. In this work, we present a sequential framework to…

Machine Learning · Computer Science 2026-05-08 Michal Kobiela , Diego A. Oyarzún , Michael U. Gutmann

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

Methodology · Statistics 2026-02-18 Luis G. Crespo

This article discusses $A$-, $D$- and $E$-optimality results for multivariate crossover designs, where more than one response is measured from every period for each subject. The motivation for these multivariate designs comes from a $3…

Methodology · Statistics 2025-09-22 Shubham Niphadkar , Siuli Mukhopadhyay

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

With new advancements in technology, it is now possible to collect data for a variety of different metrics describing tumor growth, including tumor volume, composition, and vascularity, among others. For any proposed model of tumor growth…

Quantitative Methods · Quantitative Biology 2020-09-08 Heyrim Cho , Allison L. Lewis , Kathleen M. Storey

This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jacob W. Knaup , Panagiotis Tsiotras

Adaptive enrichment trials aim to identify and recruit participants most likely to benefit from treatment based on evolving biomarker evidence, with the goal of informing individualized treatment recommendations. Bayesian methods are well…

Methodology · Statistics 2026-03-11 Lara Maleyeff , Shirin Golchi , Erica E. M. Moodie
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