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This paper develops a safety analysis method for stochastic systems that is sensitive to the possibility and severity of rare harmful outcomes. We define risk-sensitive safe sets as sub-level sets of the solution to a non-standard optimal…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Margaret P. Chapman , Riccardo Bonalli , Kevin M. Smith , Insoon Yang , Marco Pavone , Claire J. Tomlin

We extend recently proposed design-based capture-recapture (CRC) methods for prevalence estimation among registry participants, in order to enhance treatment effect evaluation among a trial-eligible target population. The so-called ``anchor…

Methodology · Statistics 2025-10-28 Lin Ge , Yuzi Zhang , Lance A. Waller , Robert H. Lyles

Prediction of mortality in intensive care unit (ICU) patients typically relies on black box models (that are unacceptable for use in hospitals) or hand-tuned interpretable models (that might lead to the loss in performance). We aim to…

Machine Learning · Computer Science 2025-01-09 Chloe Qinyu Zhu , Muhang Tian , Lesia Semenova , Jiachang Liu , Jack Xu , Joseph Scarpa , Cynthia Rudin

Background: Well-designed phase II trials must have acceptable error rates relative to a pre-specified success criterion, usually a statistically significant p-value. Such standard designs may not always suffice from a clinical perspective…

Applications · Statistics 2020-02-10 Satrajit Roychoudhury , Nicolas Scheuer , Beat Neuenschwander

Many in-hospital mortality risk prediction scores dichotomize predictive variables to simplify the score calculation. However, hard thresholding in these additive stepwise scores of the form "add x points if variable v is above/below…

Machine Learning · Statistics 2015-04-30 Natalia M. Arzeno , Karla A. Lawson , Sarah V. Duzinski , Haris Vikalo

Two-sample summary-data Mendelian randomization (MR) has become a popular research design to estimate the causal effect of risk exposures. With the sample size of GWAS continuing to increase, it is now possible to utilize genetic…

Applications · Statistics 2018-11-20 Qingyuan Zhao , Yang Chen , Jingshu Wang , Dylan S. Small

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Computation · Statistics 2025-08-08 David Kepplinger , Siqi Wei

The rapid expansion of large-scale electronic health record (EHR) data offers unique opportunities to improve the accuracy and efficiency of clinical risk estimation. Yet, because clinical events may occur outside the recording health…

Methodology · Statistics 2026-05-11 Jie Zhou , Enhao Wang , Xuan Wang

Cluster-randomized trials (CRTs) on fragile populations frequently encounter complex attrition problems where the reasons for missing outcomes can be heterogeneous, with participants who are known alive, known to have died, or with unknown…

Methodology · Statistics 2025-05-06 Guangyu Tong , Chenxi Li , Eric Velazquez , Michael O. Harhay , Fan Li

Causal inference analyses often use existing observational data, which in many cases has some clustering of individuals. In this paper we discuss propensity score weighting methods in a multilevel setting where within clusters individuals…

Applications · Statistics 2020-12-24 Youjin Lee , Trang Q. Nguyen , Elizabeth A. Stuart

Risk sensitive decision making finds important applications in current day use cases. Existing risk measures consider a single or finite collection of random variables, which do not account for the asymptotic behaviour of underlying…

Risk Management · Quantitative Finance 2024-05-24 Shivam Patel , Vivek Borkar

The Common Vulnerability Scoring System (CVSS) is a popular method for evaluating the severity of vulnerabilities in vulnerability management. In the evaluation process, a numeric score between 0 and 10 is calculated, 10 being the most…

Cryptography and Security · Computer Science 2024-05-09 Julia Wunder , Andreas Kurtz , Christian Eichenmüller , Freya Gassmann , Zinaida Benenson

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

Group number selection is a key problem for group panel data modeling. In this work, we develop a cross-validation (CV) method to tackle this problem. Specifically, we split the panel data into two data folds on the time span, with group…

Methodology · Statistics 2025-05-19 Zhe Li , Xuening Zhu , Changliang Zou

Background: The development of classification methods for personalized medicine is highly dependent on the identification of predictive genetic markers. In survival analysis it is often necessary to discriminate between influential and…

Methodology · Statistics 2018-02-27 Thomas Welchowski , Verena Zuber , Matthias Schmid

Randomized clinical trials are often designed to assess whether a test treatment prolongs survival relative to a control treatment. Increased patient heterogeneity, while desirable for generalizability of results, can weaken the ability of…

Methodology · Statistics 2020-04-30 Devan V. Mehrotra , Rachel Marceau West

There are multiple cluster randomised trial designs that vary in when the clusters cross between control and intervention states, when observations are made within clusters, and how many observations are made at that time point. Identifying…

Methodology · Statistics 2023-07-20 Samuel I. Watson , Alan Girling , Karla Hemming

In cluster-randomized crossover (CRXO) trials, groups of individuals are randomly assigned to two or more sequences of alternating treatments. Since clusters serve as their own control, the CRXO design is typically more statistically…

Methodology · Statistics 2026-01-30 Dane Isenberg , Michael O. Harhay , Andrew B. Forbes , Paul J. Young , Fan Li , Nandita Mitra

Post-click conversion rate (CVR) is a reliable indicator of online customers' preferences, making it crucial for developing recommender systems. A major challenge in predicting CVR is severe selection bias, arising from users' inherent…

Artificial Intelligence · Computer Science 2025-12-02 Wenbo Hu , Xin Sun , Qiang liu , Le Wu , Liang Wang

Cluster analysis requires many decisions: the clustering method and the implied reference model, the number of clusters and, often, several hyper-parameters and algorithms' tunings. In practice, one produces several partitions, and a final…

Machine Learning · Statistics 2023-08-14 Luca Coraggio , Pietro Coretto