Related papers: Sequential Adaptive Design for Jump Regression Est…
Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…
Group sequential designs drive innovation in clinical, industrial, and corporate settings. Early stopping for failure in sequential designs conserves experimental resources, whereas early stopping for success accelerates access to improved…
Sequential monitoring of images has broad applications across various domains, including climate science, ecosystem monitoring, medical diagnostics, and so forth. In many such applications, images acquired over time exhibit gradual changes,…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
Regression discontinuity designs have been widely used in observational studies to estimate causal effects of an intervention or treatment at a cutoff point. We propose a generalization of regression discontinuity designs to handle complex…
Traditional accelerated life test plans are typically based on optimizing the C-optimality for minimizing the variance of an interested quantile of the lifetime distribution. The traditional methods rely on some specified planning values…
We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…
The Regression Discontinuity (RD) design is a quasi-experimental design which emulates a randomised study by exploiting situations where treatment is assigned according to a continuous variable as is common in many drug treatment…
In the fight against hard-to-treat diseases such as cancer, it is often difficult to discover new treatments that benefit all subjects. For regulatory agency approval, it is more practical to identify subgroups of subjects for whom the…
Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…
Many policies hinge on a continuous variable exceeding a threshold, prompting strategic behavior by agents to stay on the favorable side. This creates density discontinuities at cutoffs, evident in contexts like taxable income, corporate…
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…
Regression Discontinuity Design (RDD) is a popular framework for estimating a causal effect in settings where treatment is assigned if an observed covariate exceeds a fixed threshold. We consider estimation and inference in the common…
This article is motivated by the objective of providing a new analytically tractable and fully frequentist framework to characterize and implement regression trees while also allowing a multivariate (potentially high dimensional) response.…
Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…
Point process modeling is gaining increasing attention, as point process type data are emerging in numerous scientific applications. In this article, motivated by a neuronal spike trains study, we propose a novel point process regression…
Decision trees are powerful for predictive modeling but often suffer from high variance when modeling continuous relationships. While algorithms like Multivariate Adaptive Regression Splines (MARS) excel at capturing such continuous…
We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…
Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…
The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn…