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Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…

Risk Management · Quantitative Finance 2022-03-31 Kun Zhang , Ben Mingbin Feng , Guangwu Liu , Shiyu Wang

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

Data integration methods aim to extract low-dimensional embeddings from high-dimensional outcomes to remove unwanted variations, such as batch effects and unmeasured covariates, across heterogeneous datasets. However, multiple hypothesis…

Methodology · Statistics 2025-12-15 Jin-Hong Du , Kathryn Roeder , Larry Wasserman

We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric…

Applications · Statistics 2017-12-15 Jonathan Bates , Alexander Cloninger

We investigate the problem of practical output regulation, i.e., to design a controller that brings the system output in the vicinity of a desired target value while keeping the other variables bounded. We consider uncertain systems that…

Optimization and Control · Mathematics 2021-07-19 Mohammad Saeed Sarafraz , Anton V. Proskurnikov , Mohammad Saleh Tavazoei , Peyman Mohajerin Esfahani

Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is…

Risk Management · Quantitative Finance 2018-02-12 Valeria Bignozzi , Claudio Macci , Lea Petrella

Mathematical models simulate various events under different conditions, enabling an early overview of the system to be implemented in practice, reducing the waste of resources and in less time. In project optimization, these models play a…

Optimization and Control · Mathematics 2021-05-11 Gustavo Barbosa Libotte , Fran Sérgio Lobato , Francisco Duarte Moura Neto , Gustavo Mendes Platt

We study behavior of the restricted maximum likelihood (REML) estimator under a misspecified linear mixed model (LMM) that has received much attention in recent gnome-wide association studies. The asymptotic analysis establishes consistency…

Statistics Theory · Mathematics 2014-04-10 Jiming Jiang , Cong Li , Debashis Paul , Can Yang , Hongyu Zhao

The solution of high-dimensional inference and prediction problems in computational biology is almost always a compromise between mathematical theory and practical constraints such as limited computational resources. As time progresses,…

Quantitative Methods · Quantitative Biology 2009-01-13 Anagha Joshi , Riet De Smet , Kathleen Marchal , Yves Van de Peer , Tom Michoel

Robustness of linear systems with constant coefficients is considered. There exist methods and tools for analyzing the stability of systems with random or deterministic uncertainties. At the same time, there are no approaches for the…

Optimization and Control · Mathematics 2020-12-08 Andrey Tremba

Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives,…

Methodology · Statistics 2015-11-06 Aristidis K. Nikoloulopoulos

In many clinical trials, outcomes of interest include binary-valued endpoints. It is not uncommon that a binary-valued outcome is dichotomized from a continuous outcome at a threshold of clinical interest. To reach the objective, common…

Applications · Statistics 2021-08-05 Chenchen Ma , Xin Shen , Yongming Qu , Yu Du

In recent years, the need for neutral benchmark studies that focus on the comparison of methods from computational sciences has been increasingly recognised by the scientific community. While general advice on the design and analysis of…

Data from both a randomized trial and an observational study are sometimes simultaneously available for evaluating the effect of an intervention. The randomized data typically allows for reliable estimation of average treatment effects but…

Methodology · Statistics 2021-12-01 David Cheng , Tianxi Cai

Biological structure and function depend on complex regulatory interactions between many genes. A wealth of gene expression data is available from high-throughput genome-wide measurement technologies, but effective gene regulatory network…

Molecular Networks · Quantitative Biology 2016-03-28 Arwen Vanice Bradley , Ye Henry Li , Bokyung Choi , Wing Hung Wong

Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…

Statistics Theory · Mathematics 2026-03-31 Ingrid Dæhlen , Nils Lid Hjort , Ingrid Hobæk Haff

Beta regression models are a suitable choice for continuous response variables on the unity interval. Random effects add further flexibility to the models and accommodate data structures such as hierarchical, repeated measures and…

Applications · Statistics 2017-04-25 Wagner H. Bonat , Paulo J. Ribeiro , Walmes Marque Zeviani

Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on…

Methodology · Statistics 2020-10-27 Ethan M. Alt , Matthew A. Psioda , Joseph G. Ibrahim

Whereas confidence intervals are used to assess uncertainty due to unmeasured individuals, confounding intervals can be used to assess uncertainty due to unmeasured attributes. Previously, we have introduced a methodology for computing…

Methodology · Statistics 2025-08-13 Brian Knaeble , R Mitchell Hughes

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano
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