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The Multi-Armed Bandit (MAB) problem is challenging in non-stationary environments where reward distributions evolve dynamically. We introduce RAVEN-UCB, a novel algorithm that combines theoretical rigor with practical efficiency via…

Machine Learning · Computer Science 2025-06-04 Junyi Fang , Yuxun Chen , Yuxin Chen , Chen Zhang

There has been a split in the statistics community about the need for taking covariates into account in the design phase of a clinical trial. There are many advocates of using stratification and covariate-adaptive randomization to promote…

Methodology · Statistics 2011-02-21 William F. Rosenberger , Oleksandr Sverdlov

Risk-sensitive reinforcement learning (RL) aims to optimize policies that balance the expected reward and risk. In this paper, we present a novel risk-sensitive RL framework that employs an Iterated Conditional Value-at-Risk (CVaR)…

Machine Learning · Computer Science 2023-12-05 Yu Chen , Yihan Du , Pihe Hu , Siwei Wang , Desheng Wu , Longbo Huang

Randomized experiments are a crucial tool for causal inference in many different fields. Rerandomization addresses any covariate imbalance in such experiments by resampling treatment assignments until certain balance criteria are satisfied.…

Methodology · Statistics 2025-05-27 Jiuyao Lu , Daogao Liu , Zhanran Lin , Xiaomeng Wang

In randomized trials, repeated measures of the outcome are routinely collected. The mixed model for repeated measures (MMRM) leverages the information from these repeated outcome measures, and is often used for the primary analysis to…

Methodology · Statistics 2023-07-20 Bingkai Wang , Yu Du

Semi-competing risks data arise when both non-terminal and terminal events are considered in a model. Such data with multiple events of interest are frequently encountered in medical research and clinical trials. In this framework, terminal…

Methodology · Statistics 2022-11-21 Fatemeh Mahmoudi , Xuewen Lu

Basket trials can efficiently evaluate a single treatment across multiple diseases with a common shared target. Prior methods for randomized basket trials required baskets to have the same sample and effect sizes. To that end, we developed…

Methodology · Statistics 2024-11-22 Sahil S. Patel , Desmond Zeya Chen , David Castle , Clement Ma

We introduce a new multiple type I error criterion for clinical trials with multiple populations. Such trials are of interest in precision medicine where the goal is to develop treatments that are targeted to specific sub-populations…

Methodology · Statistics 2021-02-05 Werner Brannath , Charlie Hillner , Kornelius Rohmeyer

Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…

Machine Learning · Statistics 2018-10-22 Onur Atan , William R. Zame , Mihaela van der Schaar

Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…

Methodology · Statistics 2023-03-21 Yash Nair , Lucas Janson

Sharpe Ratio (SR) is a critical parameter in characterizing financial time series as it jointly considers the reward and the volatility of any stock/portfolio through its variance. Deriving online algorithms for optimizing the SR is…

Portfolio Management · Quantitative Finance 2024-06-12 Sabrina Khurshid , Mohammed Shahid Abdulla , Gourab Ghatak

Broken adaptive ridge (BAR) is a computationally scalable surrogate to $L_0$-penalized regression, which involves iteratively performing reweighted $L_2$ penalized regressions and enjoys some appealing properties of both $L_0$ and $L_2$…

Methodology · Statistics 2020-11-30 Zhihua Sun , Yi Liu , Kani Chen , Gang Li

Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…

Methodology · Statistics 2026-02-26 Yuyao Wang , Yu Lu , Tianni Zhang , Mengfei Ran

Randomized benchmarking (RB) is a widely used method for estimating the average fidelity of gates implemented on a quantum computing device. The stochastic error of the average gate fidelity estimated by RB depends on the sampling strategy…

Quantum Physics · Physics 2021-09-17 Toshinari Itoko , Rudy Raymond

Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…

Methodology · Statistics 2021-03-24 Masahiro Kato

Accurate benchmarking of quantum gates is crucial for understanding and enhancing the performance of quantum hardware. A standard method for this is interleaved benchmarking, a technique which estimates the error on an interleaved target…

Item response theory (IRT) is the statistical paradigm underlying a dominant family of generative probabilistic models for test responses, used to quantify traits in individuals relative to target populations. The graded response model…

Applications · Statistics 2022-05-03 Joshua C. Chang , Julia Porcino , Elizabeth K. Rasch , Larry Tang

Numerous publications have now addressed the principles of designing, analyzing, and reporting the results of, stepped-wedge cluster randomized trials. In contrast, there is little research available pertaining to the design and analysis of…

Methodology · Statistics 2018-06-29 Michael Grayling , Adrian Mander , James Wason

There is growing interest in platform trials that allow for adding of new treatment arms as the trial progresses as well as being able to stop treatments part way through the trial for either lack of benefit/futility or for superiority. In…

Methodology · Statistics 2021-12-14 Peter Greenstreet , Thomas Jaki , Alun Bedding , Chris Harbron , Pavel Mozgunov

Background. Designing trials to reduce treatment duration is important in several therapeutic areas, including TB and antibiotics. We recently proposed a new randomised trial design to overcome some of the limitations of standard two-arm…