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Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

For three natural classes of dynamic decision problems; 1. additively separable problems, 2. discounted problems, and 3. discounted problems for a fixed discount factor; we provide necessary and sufficient conditions for one sequential…

Theoretical Economics · Economics 2024-05-24 Mark Whitmeyer , Cole Williams

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests:…

Methodology · Statistics 2023-07-25 Adam C. Sales

In confirmatory clinical trials, survival outcomes are frequently studied and interim analyses for efficacy and/or futility are often desirable. Methods such as the log rank test and Cox regression model are commonly used to compare…

Methodology · Statistics 2024-03-27 Peter Zhang , Brent Logan , Michael Martens

Adaptive trials are now mainstream science. Recently, researchers have taken the adaptive trial concept to its natural conclusion, proposing what we call "Global Cumulative Treatment Analysis" (GCTA). Similar to the adaptive trial, decision…

Applications · Statistics 2013-08-06 Jeff Shrager

How can we monitor, in real time, whether one uncertain prospect has any upside over another? To answer this question, we develop a novel family of sequential, anytime-valid tests for stochastic dominance (SD; also known as stochastic…

Methodology · Statistics 2026-04-24 Sebastian Arnold , Yo Joong Choe , Marco Scarsini , Ilia Tsetlin

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

Motivated by real-world machine learning applications, we consider a statistical classification task in a sequential setting where test samples arrive sequentially. In addition, the generating distributions are unknown and only a set of…

Machine Learning · Statistics 2021-02-11 Mahdi Haghifam , Vincent Y. F. Tan , Ashish Khisti

A probabilistic expert system emulates the decision-making ability of a human expert through a directional graphical model. The first step in building such systems is to understand data generation mechanism. To this end, one may try to…

Methodology · Statistics 2021-09-29 Vahid Partovi Nia , Xinlin Li , Masoud Asgharian , Shoubo Hu , Zhitang Chen , Yanhui Geng

An important objective in the development of targeted therapies is to identify the populations where the treatment under consideration has positive benefit risk balance. We consider pivotal clinical trials, where the efficacy of a treatment…

Experimental design has emerged as a powerful approach for improving the sample efficiency of A/B testing, yet existing designs rely critically on correctly specified models. We study robust sequential experimental design under model…

Machine Learning · Statistics 2026-05-14 Qianglin Wen , Xiangkun Wu , Chengchun Shi , Ting Li , Niansheng Tang , Yingying Zhang , Hongtu Zhu

The sequential analysis of series often requires nonparametric procedures, where the most powerful ones frequently use rank transformations. Re-ranking the data sequence after each new observation can become too intensive computationally.…

Statistics Theory · Mathematics 2018-12-27 W. J. Conover , Victor G. Tercero , Alvaro E. Cordero-Franco

This work investigates whether time series of natural phenomena can be understood as being generated by sequences of latent states which are ordered in systematic and regular ways. We focus on clinical time series and ask whether clinical…

Machine Learning · Computer Science 2025-08-29 Michael Hagmann , Michael Staniek , Stefan Riezler

N-of-1 trials, single participant trials in which multiple treatments are sequentially randomized over the study period, can give direct estimates of individual-specific treatment effects. Combining n-of-1 trials gives extra information for…

Methodology · Statistics 2021-10-19 Jiabei Yang , Jon A. Steingrimsson , Christopher H. Schmid

The question of how individual patient data from cohort studies or historical clinical trials can be leveraged for designing more powerful, or smaller yet equally powerful, clinical trials becomes increasingly important in the era of…

Methodology · Statistics 2022-09-01 Sandra Siegfried , Stephen Senn , Torsten Hothorn

A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…

Methodology · Statistics 2025-07-08 Michail Papathomas

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

This article studies experimental design in settings where the experimental units are large aggregate entities (e.g., markets), and only one or a small number of units can be exposed to the treatment. In such settings, randomization of the…

Methodology · Statistics 2025-04-24 Alberto Abadie , Jinglong Zhao

In single-arm phase II oncology trials, the most popular choice of design is Simon's two-stage design, which allows early stopping at one interim analysis. However, the expected trial sample size can be reduced further by allowing…

Methodology · Statistics 2019-09-09 Martin Law , Michael J. Grayling , Adrian P. Mander