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We propose a robust optimization approach for constructing confidence bands for stochastic processes using a finite number of simulated sample paths. Our approach can be used to quantify uncertainty in realizations of stochastic processes…

Optimization and Control · Mathematics 2025-08-13 Timothy Chan , Jangwon Park , Vahid Sarhangian

Typically, trials investigate the impact of either an individual-level intervention on participant outcomes, or the impact of a cluster-level intervention on participant outcomes. Factorial designs consider two (or more) treatments for each…

Methodology · Statistics 2026-05-04 Rhys Bowden , Rebecca Walwyn , Jessica Kasza , Andrew Copas , Fan Li , James Wason , Andrew Forbes

Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

Methodology · Statistics 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

Personalized medicine seeks to identify the causal effect of treatment for a particular patient as opposed to a clinical population at large. Most investigators estimate such personalized treatment effects by regressing the outcome of a…

Machine Learning · Statistics 2021-09-02 Eric V. Strobl , Shyam Visweswaran

The method of difference-in-differences (DID) is widely used to study the causal effect of policy interventions in observational studies. DID employs a before and after comparison of the treated and control units to remove bias due to…

Methodology · Statistics 2022-06-15 Ting Ye , Luke Keele , Raiden Hasegawa , Dylan S. Small

This article explores combinations of weighted bootstraps, like the Bayesian bootstrap, with the bootstrap $t$ method for setting approximate confidence intervals for the mean of a random variable in small samples. For this problem the…

Statistics Theory · Mathematics 2025-08-21 Art B. Owen

Shared controls in platform trials comprise concurrent and non-concurrent controls. For a given experimental arm, non-concurrent controls refer to data from patients allocated to the control arm before the arm enters the trial. The use of…

Pragmatic trials increasingly define outcomes using real-world data such as electronic health records, where assessments are collected during routine care rather than at fixed timepoints. Consequently, these uncontrolled assessments may be…

Background: When planning a cluster randomized trial, evaluators often have access to an enumerated cohort representing the target population of clusters. Practicalities of conducting the trial, such as the need to oversample clusters with…

Methodology · Statistics 2024-09-19 Sarah E. Robertson , Jon A. Steingrimsson , Issa J. Dahabreh

Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…

Applications · Statistics 2017-03-16 Adam Smith , Sofia S. Villar

Background: We aimed to design a Bayesian adaption trial through extensive simulations to determine values for key design parameters, demonstrate error rates, and establish the expected sample size. The complexity of the proposed outcome…

We study the out-of-sample properties of robust empirical optimization problems with smooth $\phi$-divergence penalties and smooth concave objective functions, and develop a theory for data-driven calibration of the non-negative "robustness…

Machine Learning · Statistics 2020-05-20 Jun-Ya Gotoh , Michael Jong Kim , Andrew E. B. Lim

Increasingly, medical research is dependent on data collected for non-research purposes, such as electronic health records data (EHR). EHR data and other large databases can be prone to measurement error in key exposures, and unadjusted…

Methodology · Statistics 2020-05-13 Kyunghee Han , Thomas Lumley , Bryan E. Shepherd , Pamela A. Shaw

Biomarker-guided designs are increasingly used to evaluate personalized treatments based on patients' biomarker status in Phase II and III clinical trials. With adaptive enrichment, these designs can improve the efficiency of evaluating the…

Methodology · Statistics 2024-06-11 Kaiyuan Hua , Hwanhee Hong , Xiaofei Wang

We develop a conservative continuous-time stochastic control framework for treatment optimization from irregularly sampled patient trajectories. The unknown patient dynamics are modeled as a controlled stochastic differential equation with…

Machine Learning · Computer Science 2026-03-18 Nora Schneider , Georg Manten , Niki Kilbertus

This paper proposes a model-based optimization method for the production of automotive seals in an extrusion process. The high production throughput, coupled with quality constraints and the inherent uncertainty of the process, encourages…

Systems and Control · Electrical Eng. & Systems 2024-10-31 Raul Cruz-Oliver , Luis Monzon , Edgar Ramirez-Laboreo , Jose-Manuel Rodriguez-Fortun

Dynamic treatment regimes (DTRs) have received an increasing interest in recent years. DTRs are sequences of treatment decision rules tailored to patient-level information. The main goal of the DTR study is to identify an optimal DTR, a…

Methodology · Statistics 2024-04-09 Dan Liu , Wenqing He

We are interested in building low-dimensional surrogate models to reduce optimization costs, while having theoretical guarantees that the optimum will satisfy the constraints of the full-size model, by making conservative approximations.…

Numerical Analysis · Mathematics 2025-11-12 Philippe-André Luneau

Bootstrap smoothed (bagged) estimators have been proposed as an improvement on estimators found after preliminary data-based model selection. Efron, 2014, derived a widely applicable formula for a delta method approximation to the standard…

Methodology · Statistics 2019-07-11 Paul Kabaila , Christeen Wijethunga

Estimating dynamic treatment regimes (DTRs) from retrospective observational data is challenging as some degree of unmeasured confounding is often expected. In this work, we develop a framework of estimating properly defined "optimal" DTRs…

Methodology · Statistics 2021-04-19 Shuxiao Chen , Bo Zhang
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