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Combining the mutual information criterion with a forward feature selection strategy offers a good trade-off between optimality of the selected feature subset and computation time. However, it requires to set the parameter(s) of the mutual…

Machine Learning · Computer Science 2007-09-26 Damien François , Fabrice Rossi , Vincent Wertz , Michel Verleysen

This paper explores an approach to Bayesian sample size determination in clinical trials. The approach falls into the category of what is often called "proper Bayesian", in that it does not mix frequentist concepts with Bayesian ones. A…

Methodology · Statistics 2012-04-23 Robb J. Muirhead , Adina I. Soaita

In variety testing, multi-environment trials (MET) are essential for evaluating the genotypic performance of crop plants. A persistent challenge in the statistical analysis of MET data is the estimation of variance components, which are…

Methodology · Statistics 2026-04-20 Stephan Bark , Waqas Ahmed Malik , Maryna Prus , Hans-Peter Piepho , Volker Schmid

Replication studies are essential for assessing the credibility of claims from original studies. A critical aspect of designing replication studies is determining their sample size; a too small sample size may lead to inconclusive studies…

Methodology · Statistics 2023-08-14 Samuel Pawel , Guido Consonni , Leonhard Held

This work considers an estimation task in compressive sensing, where the goal is to estimate an unknown signal from compressive measurements that are corrupted by additive pre-measurement noise (interference, or clutter) as well as…

Machine Learning · Statistics 2013-11-25 Swayambhoo Jain , Akshay Soni , Jarvis Haupt

In statistical exercises where there are several candidate models, the traditional approach is to select one model using some data driven criterion and use that model for estimation, testing and other purposes, ignoring the variability of…

Statistics Theory · Mathematics 2008-12-18 Snigdhansu Chatterjee , Nitai D. Mukhopadhyay

External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…

Methodology · Statistics 2025-05-08 Ke Zhu , Shu Yang , Xiaofei Wang

Bayesian estimation is increasingly popular for performing model based inference to support policymaking. These data are often collected from surveys under informative sampling designs where subject inclusion probabilities are designed to…

Methodology · Statistics 2018-07-13 Luis G. Leon-Novelo , Terrance D. Savitsky

External data borrowing in clinical trial designs has increased in recent years. This is accomplished in the Bayesian framework by specifying informative prior distributions. To mitigate the impact of potential inconsistency (bias) between…

We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert assessments -- whose external validity is uncertain. Each…

Econometrics · Economics 2026-03-24 Frederico Finan , Demian Pouzo

Historical data about disease outcomes can be integrated into the analysis of clinical trials in many ways. We build on existing literature that uses prognostic scores from a predictive model to increase the efficiency of treatment effect…

Methodology · Statistics 2020-12-25 David Walsh , Alejandro Schuler , Diana Hall , Jon Walsh , Charles Fisher

Experimental research on behavior and cognition frequently rests on stimulus or subject selection where not all characteristics can be fully controlled, even when attempting strict matching. For example, when contrasting patients to…

Methodology · Statistics 2016-08-29 Jona Sassenhagen , Phillip M. Alday

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar

This paper introduces a framework for incorporating prior information into the design of sequential experiments. These sources may include past experiments, expert opinions, or the experimenter's intuition. We model the problem using a…

Econometrics · Economics 2024-10-01 Frederico Finan , Demian Pouzo

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

Researchers increasingly use meta-analysis to synthesize the results of several studies in order to estimate a common effect. When the outcome variable is continuous, standard meta-analytic approaches assume that the primary studies report…

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

It is becoming increasingly common for researchers to consider incorporating external information from large studies to improve the accuracy of statistical inference instead of relying on a modestly sized dataset collected internally. With…

Methodology · Statistics 2021-07-20 Tian Gu , Jeremy M. G. Taylor , Bhramar Mukherjee

Calculating the expected information gain in optimal Bayesian experimental design typically relies on nested Monte Carlo sampling. When the model also contains nuisance parameters, which are parameters that contribute to the overall…

Numerical Analysis · Mathematics 2023-02-24 Arved Bartuska , Luis Espath , Raúl Tempone

If the prior probability distributions of all possible hypothetical true means and all possible observed means of a continuous variable are conditional on the universal set of all numbers (i.e., before the nature of a study is known and a…

Methodology · Statistics 2025-06-05 Huw Llewelyn