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Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka

The abundance of modern health data provides many opportunities for the use of machine learning techniques to build better statistical models to improve clinical decision making. Predicting time-to-event distributions, also known as…

Machine Learning · Statistics 2020-12-15 Zidi Xiu , Chenyang Tao , Benjamin A. Goldstein , Ricardo Henao

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens

Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…

Applications · Statistics 2026-02-13 Mohsen Sadatsafavi , Paul Gustafson , Solmaz Setayeshgar , Laure Wynants , Richard D Riley

Health impact simulation models are used to predict how a proposed intervention or scenario will affect public health outcomes, based on available data and knowledge of the process. The outputs of these models are uncertain due to…

In an era of data abundance, statistical evidence is increasingly critical for business and policy decisions. Yet, organizations lack empirical tools to assess the value of evidence-based decision making (EBDM), optimize statistical…

When evaluating the performance of a model for individualised risk prediction, the sample size needs to be large enough to precisely estimate the performance measures of interest. Current sample size guidance is based on precisely…

Determining the sample size of an experiment can be challenging, even more so when incorporating external information via a prior distribution. Such information is increasingly used to reduce the size of the control group in randomized…

Applications · Statistics 2019-07-10 Beat Neuenschwander , Sebastian Weber , Heinz Schmidli , Anthony O'Hagan

In ecological and environmental contexts, management actions must sometimes be chosen urgently. Value of information (VoI) analysis provides a quantitative toolkit for projecting the improved management outcomes expected after making…

Suppose we have a Bayesian model which combines evidence from several different sources. We want to know which model parameters most affect the estimate or decision from the model, or which of the parameter uncertainties drive the decision…

Applications · Statistics 2021-11-25 Christopher Jackson , Anne Presanis , Stefano Conti , Daniela De Angelis

Patient-level health economic data collected alongside clinical trials are an important component of the process of technology appraisal, with a view to informing resource allocation decisions. For end of life treatments, such as cancer…

Applications · Statistics 2020-11-24 Andrea Gabrio

We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…

Artificial Intelligence · Computer Science 2017-07-18 Yuxin Chen , Jean-Michel Renders , Morteza Haghir Chehreghani , Andreas Krause

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

Machine Learning · Computer Science 2017-09-05 Aryan Mokhtari , Alejandro Ribeiro

Computing value of information (VOI) is a crucial task in various aspects of decision-making under uncertainty, such as in meta-reasoning for search; in selecting measurements to make, prior to choosing a course of action; and in managing…

Artificial Intelligence · Computer Science 2015-03-13 David Tolpin , Solomon Eyal Shimony

In observational studies, accurately characterizing variance is critical for sample size determination, yet unaccounted-for variability from propensity score estimation and the resulting weights limit the accuracy of standard variance…

Methodology · Statistics 2026-04-24 Taekwon Hong , Daeyoung Lim , Woojung Bae , Yong Ma

Few Bayesian methods for analyzing high-dimensional sparse survival data provide scalable variable selection, effect estimation and uncertainty quantification. Such methods often either sacrifice uncertainty quantification by computing…

Methodology · Statistics 2022-07-06 Michael Komodromos , Eric Aboagye , Marina Evangelou , Sarah Filippi , Kolyan Ray

We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…

Numerical Analysis · Mathematics 2018-10-24 Robert J. Kunsch , Erich Novak , Daniel Rudolf

Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to…

Machine Learning · Computer Science 2026-03-02 Diana Shamsutdinova , Felix Zimmer , Oyebayo Ridwan Olaniran , Sarah Markham , Daniel Stahl , Gordon Forbes , Ewan Carr

Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…

Methodology · Statistics 2021-11-30 Donghui Yan , Zhiwei Qin , Songxiang Gu , Haiping Xu , Ming Shao

Trials enroll a large number of subjects in order to attain power, making them expensive and time-consuming. Sample size calculations are often performed with the assumption of an unadjusted analysis, even if the trial analysis plan…

Methodology · Statistics 2021-07-06 Alejandro Schuler