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Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…

Statistics Theory · Mathematics 2019-07-10 Denis Chetverikov

We propose a variance-penalized formulation of Bayesian optimal experimental design for nonlinear models that augments the classical expected utility criterion with a penalty on utility variability, yielding a mean--variance objective that…

Methodology · Statistics 2026-04-07 Wanggang Shen , Xun Huan

This paper develops a theory and methodology for estimation of Gini index such that both cost of sampling and estimation error are minimum. Methods in which sample size is fixed in advance, cannot minimize estimation error and sampling cost…

Methodology · Statistics 2017-09-21 Shyamal Krishna De , Bhargab Chattopadhyay

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Computation · Statistics 2016-02-17 Phaedon-Stelios Koutsourelakis

Predictions and generations from large language models are increasingly being explored as an aid in limited data regimes, such as in computational social science and human subjects research. While prior technical work has mainly explored…

Machine Learning · Computer Science 2025-10-09 Yewon Byun , Shantanu Gupta , Zachary C. Lipton , Rachel Leah Childers , Bryan Wilder

The case-cohort design is a commonly used cost-effective sampling strategy for large cohort studies, where some covariates are expensive to measure or obtain. In this paper, we consider regression analysis under a case-cohort study with…

Methodology · Statistics 2023-10-24 Qingning Zhou , Kin Yau Wong

Considerations regarding clinical effectiveness and cost are essential in comparing the overall value of two treatments. There has been growing interest in methodology to integrate cost and effectiveness measures in order to inform policy…

Methodology · Statistics 2019-12-04 Andrew J. Spieker , Nicholas Illenberger , Jason A. Roy , Nandita Mitra

We consider large scale empirical risk minimization (ERM) problems, where both the problem dimension and variable size is large. In these cases, most second order methods are infeasible due to the high cost in both computing the Hessian…

Optimization and Control · Mathematics 2017-05-24 Mark Eisen , Aryan Mokhtari , Alejandro Ribeiro

As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Computational Engineering, Finance, and Science · Computer Science 2023-11-22 Hendrik Geisler , Cem Erdogan , Jan Nagel , Philipp Junker

We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…

Machine Learning · Computer Science 2025-05-14 Sarmad Mehrdad , Avadesh Meduri , Ludovic Righetti

When developing a clinical prediction model, the sample size of the development dataset is a key consideration. Small sample sizes lead to greater concerns of overfitting, instability, poor performance and lack of fairness. Previous…

Reliable effort estimation remains an ongoing challenge to software engineers. Accurate effort estimation is the state of art of software engineering, effort estimation of software is the preliminary phase between the client and the…

Software Engineering · Computer Science 2010-04-09 Saleem Basha , Dhavachelvan Ponnurangam

Covariate adjustment is desired by both practitioners and regulators of randomized clinical trials because it improves precision for estimating treatment effects. However, covariate adjustment presents a particular challenge in…

Methodology · Statistics 2023-07-20 Yunfan Li , Jessica L. Ross , Aaron M. Smith , David P. Miller

We propose BaySize, a sample size calculator for phase I clinical trials using Bayesian models. BaySize applies the concept of effect size in dose finding, assuming the MTD is defined based on an equivalence interval. Leveraging a decision…

Methodology · Statistics 2023-03-29 Xiaolei Lin , Jiaying Lyu , Shijie Yuan , Sue-Jane Wang , Yuan Ji

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

Computation · Statistics 2017-05-12 Youhan Fang , Yudong Cao , Robert D. Skeel

We study a data analyst's problem of acquiring data from self-interested individuals to obtain an accurate estimation of some statistic of a population, subject to an expected budget constraint. Each data holder incurs a cost, which is…

Computer Science and Game Theory · Computer Science 2019-05-15 Yiling Chen , Shuran Zheng

Software effort estimation in the early stages of the software life cycle is one of the most essential and daunting tasks for project managers. In this research, a new model based on non-linear regression analysis is proposed to predict…

Software Engineering · Computer Science 2020-03-24 Ali Bou Nassif , Manar AbuTaleb , Luiz Fernando Capretz

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Recently discovered identities in statistical mechanics have enabled the calculation of equilibrium ensemble averages from realizations of driven nonequilibrium processes, including single-molecule pulling experiments and analogous computer…

Statistical Mechanics · Physics 2011-11-21 David D. L. Minh , John D. Chodera

Dose-finding trials are a key component of the drug development process and rely on a statistical design to help inform dosing decisions. Triallists wishing to choose a design require knowledge of operating characteristics of competing…

Computation · Statistics 2025-03-11 Michael Sweeting , Daniel Slade , Dan Jackson , Kristian Brock