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We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Zhou Qiao , Duan Xiaochang , Tang Wei

The Design of Experiments (DOEs) is a fundamental scientific methodology that provides researchers with systematic principles and techniques to enhance the validity, reliability, and efficiency of experimental outcomes. In this study, we…

Machine Learning · Statistics 2025-07-22 Miao Huang , Hongqiao Wang , Kunyu Wu

Adaptive approaches, allowing for more flexible trial design, have been proposed for individually randomized trials to save time or reduce sample size. However, adaptive designs for cluster-randomized trials in which groups of participants…

Methodology · Statistics 2022-01-10 Junwei Shen , Shirin Golchi , Erica E. M. Moodie , David Benrimoh

In this paper we study the asymptotic properties of Bayesian multiple testing procedures for a large class of Gaussian scale mixture pri- ors. We study two types of multiple testing risks: a Bayesian risk proposed in Bogdan et al. (2011)…

Statistics Theory · Mathematics 2017-11-27 Jean-Bernard Salomond

Traditionally Bayesian decision-theoretic design of experiments proceeds by choosing a design to minimise expectation of a given loss function over the space of all designs. The loss function encapsulates the aim of the experiment, and the…

Methodology · Statistics 2021-08-10 Antony M. Overstall , James M. McGree

Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary…

Methodology · Statistics 2025-02-25 Wenxuan Guo , Tengyuan Liang , Panos Toulis

Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed…

Machine Learning · Computer Science 2019-07-08 Javier Garcia-Barcos , Ruben Martinez-Cantin

Bayesian statistics plays a pivotal role in advancing medical science by enabling healthcare companies, regulators, and stakeholders to assess the safety and efficacy of new treatments, interventions, and medical procedures. The Bayesian…

Applications · Statistics 2023-12-04 Se Yoon Lee

As a means of improving analysis of biological shapes, we propose an algorithm for sampling a Riemannian manifold by sequentially selecting points with maximum uncertainty under a Gaussian process model. This greedy strategy is known to be…

Methodology · Statistics 2019-01-10 Tingran Gao , Shahar Z. Kovalsky , Ingrid Daubechies

When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…

Machine Learning · Computer Science 2013-02-08 David Heckerman , Christopher Meek

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

Primarily motivated by the drug development process, several publications have now presented methodology for the design of multi-arm multi-stage experiments with normally distributed outcome variables of known variance. Here, we extend…

Methodology · Statistics 2017-12-04 Michael Grayling , James Wason , Adrian Mander

Bayesian experimental design (BED) is a principled framework for data-efficient design of sequential experiments. However, existing BED methods are unable to adapt to dynamic constraints inherent in real-world tasks due to budget…

Machine Learning · Statistics 2026-05-27 Yujia Guo , Daolang Huang , Xinyu Zhang , Sammie Katt , Samuel Kaski , Ayush Bharti

Implicit stochastic models, where the data-generation distribution is intractable but sampling is possible, are ubiquitous in the natural sciences. The models typically have free parameters that need to be inferred from data collected in…

Machine Learning · Statistics 2020-08-17 Steven Kleinegesse , Michael U. Gutmann

Basket trials are increasingly used for the simultaneous evaluation of a new treatment in various patient subgroups under one overarching protocol. We propose a Bayesian approach to sample size determination in basket trials that permit…

Methodology · Statistics 2022-09-02 Haiyan Zheng , Michael J. Grayling , Pavel Mozgunov , Thomas Jaki , James M. S. Wason

Sparse estimation of the precision matrix under high-dimensional scaling constitutes a canonical problem in statistics and machine learning. Numerous regression and likelihood based approaches, many frequentist and some Bayesian in nature…

Methodology · Statistics 2020-05-20 Peyman Jalali , Kshitij Khare , George Michailidis

The Drift-Diffusion Model (DDM) is widely used in neuropsychological studies to understand the decision process by incorporating both reaction times and subjects' responses. Various models have been developed to estimate DDM parameters,…

Applications · Statistics 2025-07-03 Zekai Jin , Yaakov Stern , Seonjoo Lee

The regression discontinuity (RD) design is a popular approach to causal inference in non-randomized studies. This is because it can be used to identify and estimate causal effects under mild conditions. Specifically, for each subject, the…

Methodology · Statistics 2014-02-11 George Karabatsos , Stephen G. Walker

Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…

Machine Learning · Statistics 2024-11-11 Nicola Bariletto , Nhat Ho
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