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A reasonable confidence interval should have a confidence coefficient no less than the given nominal level and a small expected length to reliably and accurately estimate the parameter of interest, and the bootstrap interval is considered…

Statistics Theory · Mathematics 2024-02-15 Weizhen Wang , Chongxiu Yu , Zhongzhan Zhang

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…

Practitioners building classifiers often start with a smaller pilot dataset and plan to grow to larger data in the near future. Such projects need a toolkit for extrapolating how much classifier accuracy may improve from a 2x, 10x, or 50x…

Machine Learning · Computer Science 2023-12-01 Ethan Harvey , Wansu Chen , David M. Kent , Michael C. Hughes

Optimal propensity score matching has emerged as one of the most ubiquitous approaches for causal inference studies on observational data; However, outstanding critiques of the statistical properties of propensity score matching have cast…

We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…

Econometrics · Economics 2024-07-26 Neil Christy , A. E. Kowalski

We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…

Statistics Theory · Mathematics 2020-02-28 Jörg Martin , Clemens Elster

While there exists a large amount of literature on the general challenges of and best practices for trustworthy online A/B testing, there are limited studies on sample size estimation, which plays a crucial role in trustworthy and efficient…

Methodology · Statistics 2023-08-21 Jing Zhou , Jiannan Lu , Anas Shallah

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 paper develops a framework to study the statistical power of revealed-preference tests. With randomly sampled budgets and mild smoothness of demand, statistical learning implies that any model consistent with the data must approximate…

Theoretical Economics · Economics 2026-02-12 Charles Gauthier , Raghav Malhotra , Agustin Troccoli Moretti

Experimental studies often fail to appropriately account for the number of collected samples within a fixed time interval for functional responses. Data of this nature appropriately falls under an Infill Asymptotic domain that is…

Methodology · Statistics 2024-03-12 Cory W. Natoli , Edward D. White , Beau A. Nunnally , Alex J. Gutman , Raymond R. Hill

In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…

Physics and Society · Physics 2018-03-13 Riccardo Gallotti , Rémi Louf , Jean-Marc Luck , Marc Barthelemy

We study the problem of estimating the distribution of effect sizes (the mean of the test statistic under the alternate hypothesis) in a multiple testing setting. Knowing this distribution allows us to calculate the power (type II error) of…

Machine Learning · Statistics 2020-07-28 Jennifer Brennan , Ramya Korlakai Vinayak , Kevin Jamieson

We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…

Risk Management · Quantitative Finance 2022-10-03 Dirk Tasche

Bayesian design of experiments and sample size calculations usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power therefore often lack closed-form or…

Methodology · Statistics 2025-02-06 Riko Kelter , Samuel Pawel

Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…

Machine Learning · Computer Science 2015-11-11 Raef Bassily , Adam Smith , Thomas Steinke , Jonathan Ullman

Marginal structural models fit via inverse probability of treatment weighting are commonly used to control for confounding when estimating causal effects from observational data. When planning a study that will be analyzed with marginal…

Applications · Statistics 2020-03-16 Bonnie E. Shook-Sa , Michael G. Hudgens

We consider methods for transporting a prediction model and assessing its performance for use in a new target population, when outcome and covariate information for model development is available from a simple random sample from the source…

Applications · Statistics 2021-04-15 Jon A. Steingrimsson , Constantine Gatsonis , Issa J. Dahabreh

Learning joint probability distributions on n random variables requires exponential sample size in the generic case. Here we consider the case that a temporal (or causal) order of the variables is known and that the (unknown) graph of…

Machine Learning · Computer Science 2007-05-23 Pawel Wocjan , Dominik Janzing , Thomas Beth

Because large language models are expensive to pretrain on different datasets, using smaller-scale experiments to decide on data is crucial for reducing costs. Which benchmarks and methods of making decisions from observed performance at…

A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…

Machine Learning · Computer Science 2026-05-18 Moslem Noori , Elisabetta Valiante , Thomas Van Vaerenbergh , Masoud Mohseni , Ignacio Rozada
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