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With the robust uptick in the applications of Bayesian external data borrowing, eliciting a prior distribution with the proper amount of information becomes increasingly critical. The prior effective sample size (ESS) is an intuitive and…

Estimating the effective sample size (ESS) of a prior distribution is an age-old yet pivotal challenge, with great implications for clinical trials and various biomedical applications. Although numerous endeavors have been dedicated to this…

Methodology · Statistics 2025-07-23 Han Wang , Yan Dora Zhang , Guosheng Yin

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

The effective sample size (ESS) is widely used in sample-based simulation methods for assessing the quality of a Monte Carlo approximation of a given distribution and of related integrals. In this paper, we revisit the approximation of the…

Computation · Statistics 2022-04-14 Víctor Elvira , Luca Martino , Christian P. Robert

The Effective Sample Size (ESS) is an important measure of efficiency of Monte Carlo methods such as Markov Chain Monte Carlo (MCMC) and Importance Sampling (IS) techniques. In the IS context, an approximation $\widehat{ESS}$ of the…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , F. Louzada

This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented…

Methodology · Statistics 2022-03-09 Haiyan Zheng , Thomas Jaki , James M. S. Wason

We distinguish two questions (i) how much information does the prior contain? and (ii) what is the effect of the prior? Several measures have been proposed for quantifying effective prior sample size, for example Clarke [1996] and Morita et…

Methodology · Statistics 2020-01-30 David E Jones , Robert N Trangucci , Yang Chen

Estimating the effective sample size (ESS) is fundamental in Bayesian phylogenetic inference to properly account for autocorrelation in MCMC samples. While methods for continuous parameters are well established, the discrete and…

Populations and Evolution · Quantitative Biology 2026-03-05 Jonathan Klawitter , Lars Berling , Jordan Douglas , Dong Xie , Alexei J. Drummond

Notion of effective size of support (Ess) of a random variable is introduced. A small set of natural requirements that a measure of Ess should satisfy is presented. The measure with prescribed properties is in a direct (exp-) relationship…

Statistics Theory · Mathematics 2007-06-13 M. Grendar

We consider a Bayesian framework for estimating the sample size of a clinical trial. The new approach, called BESS, is built upon three pillars: Sample size of the trial, Evidence from the observed data, and Confidence of the final decision…

Methodology · Statistics 2026-01-21 Dehua Bi , Yuan Ji

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

Clinical prediction models are estimated using a sample of limited size from the target population, leading to uncertainty in predictions, even when the model is correctly specified. Generally, not all patient profiles are observed…

Methodology · Statistics 2024-02-09 Doranne Thomassen , Saskia le Cessie , Hans van Houwelingen , Ewout Steyerberg

While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…

Machine Learning · Statistics 2024-03-12 Guneet S. Dhillon , George Deligiannidis , Tom Rainforth

Prior information is often incorporated informally when planning a clinical trial. Here, we present an approach on how to incorporate prior information, such as data from historical clinical trials, into the nuisance parameter based sample…

Applications · Statistics 2019-03-08 Tobias Mütze , Heinz Schmidli , Tim Friede

We consider Bayesian sample size determination using a criterion that utilizes the first two moments of the expected posterior variance. We study the resulting sample size in dependence on the chosen prior and explore the success rate for…

Statistics Theory · Mathematics 2020-02-28 Jörg Martin , Clemens Elster

Probability proportional to size (PPS) sampling schemes with a target sample size aim to produce a sample comprising a specified number $n$ of items while ensuring that each item in the population appears in the sample with a probability…

Methodology · Statistics 2024-11-14 Brian Hentschel , Peter J. Haas , Yuanyuan Tian

Randomized controlled clinical trials provide the gold standard for evidence generation in relation to the efficacy of a new treatment in medical research. Relevant information from previous studies may be desirable to incorporate in the…

Methodology · Statistics 2024-05-29 Lou E. Whitehead , James M. S. Wason , Oliver Sailer , Haiyan Zheng

In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

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

In the Bayesian approach to structure learning of graphical models, the equivalent sample size (ESS) in the Dirichlet prior over the model parameters was recently shown to have an important effect on the maximum-a-posteriori estimate of the…

Machine Learning · Computer Science 2012-06-18 Harald Steck
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