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This paper analyzes the benefits of sampling intraday returns in intrinsic time for the realized variance (RV) estimator. We theoretically show in finite samples that depending on the permitted sampling information, the RV estimator is most…

External controls (ECs) from historical trials or real-world data have gained increasing attention as a way to augment hybrid and single-arm trials, especially when balanced randomization is infeasible. While most existing work has focused…

Methodology · Statistics 2025-12-15 Yujing Gao , Xiang Zhang , Shu Yang

Cross-validation (CV) is often used to select the regularization parameter in high dimensional problems. However, when applied to the sparse modeling method Lasso, CV leads to models that are unstable in high-dimensions, and consequently…

Methodology · Statistics 2015-10-28 Chinghway Lim , Bin Yu

To make informed health policy decisions regarding a treatment, we must consider both its cost and its clinical effectiveness. In past work, we introduced the net benefit separation (NBS) as a novel measure of cost-effectiveness. The NBS is…

Methodology · Statistics 2021-01-27 Nicholas Illenberger , Nandita Mitra , Andrew J. Spieker

Power and sample size analysis comprises a critical component of clinical trial study design. There is an extensive collection of methods addressing this problem from diverse perspectives. The Bayesian paradigm, in particular, has attracted…

Methodology · Statistics 2021-12-08 Jane Pan , Sudipto Banerjee

With the ubiquitous availability of unstructured data, growing attention is paid as how to adjust for selection bias in such non-probability samples. The majority of the robust estimators proposed by prior literature are either fully or…

Methodology · Statistics 2022-04-08 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…

Methodology · Statistics 2022-06-20 Kelly Van Lancker , Joshua Betz , Michael Rosenblum

Reducing the number of experimental units is one of the three pillars of the 3R principles (Replace, Reduce, Refine) in animal research. At the same time, statistical error rates need to be controlled to enable reliable inferences and…

Methodology · Statistics 2026-05-08 Leonhard Held , Fadoua Balabdaoui , Saverio Fontana , Samuel Pawel

Planning empirical experiments such as clinical trials or A/B tests requires sample size determination, which in many interesting cases has no closed-form solution (e.g. factorial or adaptive designs). adsasi is a new R package that enables…

Methodology · Statistics 2026-04-16 Skerdi Haviari

Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

We propose a test-based elastic integrative analysis of the randomized trial and real-world data to estimate treatment effect heterogeneity with a vector of known effect modifiers. When the real-world data are not subject to bias, our…

Methodology · Statistics 2022-11-30 Shu Yang , Chenyin Gao , Donglin Zeng , Xiaofei Wang

Biomedical researchers usually study the effects of certain exposures on disease risks among a well-defined population. To achieve this goal, the gold standard is to design a trial with an appropriate sample from that population. Due to the…

Applications · Statistics 2019-11-18 Cheng Zheng , Sayan Dasgupta , Yuxiang Xie , Asad Haris , Ying Qing Chen

Data collection costs can vary widely across variables in data science tasks. Two-phase designs can be employed to save data collection costs. This paper considers the two-phase studies where inexpensive variables are collected for all…

Methodology · Statistics 2025-12-04 Ruoyu Wang , Qihua Wang , Wang Miao

In data mining, estimating the number of distinct values (NDV) is a fundamental problem with various applications. Existing methods for estimating NDV can be broadly classified into two categories: i) scanning-based methods, which scan the…

Databases · Computer Science 2022-06-14 Jiajun Li , Zhewei Wei , Bolin Ding , Xiening Dai , Lu Lu , Jingren Zhou

Optimization problems with the objective function in the form of weighted sum and linear equality constraints are considered. Given that the number of local cost functions can be large as well as the number of constraints, a stochastic…

Optimization and Control · Mathematics 2026-05-26 Nataša Krejić , Nataša Krklec Jerinkić , Sanja Rapajić , Luka Rutešić

Support vector regression (SVR) has been widely used to reduce the high computational cost of computer simulation. SVR assumes the input parameters have equal sample sizes, but unequal sample sizes are often encountered in engineering…

Signal Processing · Electrical Eng. & Systems 2021-11-09 Maolin Shi , Wei Sun , Xueguan Song , Hongyou Li

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

Health economic models simulate the costs and effects of health technologies for use in health technology assessment (HTA) to inform efficient use of scarce resources. Models have historically been developed using spreadsheet software…

Applications · Statistics 2021-03-10 Devin Incerti , Jeroen P Jansen

The challenge of optimal design of experiments (DOE) pervades materials science, physics, chemistry, and biology. Bayesian optimization has been used to address this challenge in vast sample spaces, although it requires framing experimental…