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A common way of characterizing minimax estimators in point estimation is by moving the problem into the Bayesian estimation domain and finding a least favorable prior distribution. The Bayesian estimator induced by a least favorable prior,…

Machine Learning · Statistics 2022-02-24 Alex Dytso , Mario Goldenbaum , H. Vincent Poor , Shlomo Shamai

Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…

Machine Learning · Computer Science 2025-04-30 Simon De Vos , Jente Van Belle , Andres Algaba , Wouter Verbeke , Sam Verboven

Addressing uncertainty is critical for autonomous systems to robustly adapt to the real world. We formulate the problem of model uncertainty as a continuous Bayes-Adaptive Markov Decision Process (BAMDP), where an agent maintains a…

There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces…

Econometrics · Economics 2023-04-06 Evan Munro

This paper considers multiple binary hypothesis tests with adaptive allocation of sensing resources from a shared budget over a small number of stages. A Bayesian formulation is provided for the multistage allocation problem of minimizing…

Methodology · Statistics 2014-11-05 Dennis Wei

We consider Bayesian optimization in settings where observations can be adversarially biased, for example by an uncontrolled hidden confounder. Our first contribution is a reduction of the confounded setting to the dueling bandit model.…

Machine Learning · Statistics 2021-06-10 Johannes Kirschner , Andreas Krause

It is proposed in the literature that in some complicated problems maximum likelihood estimates (MLE) are not suitable or even do not exist. An alternative to MLE for estimation of the parameters is the Bayesian method. The Markov chain…

Applications · Statistics 2019-10-08 Ali Reza Fotouhi

Most Bayesian response-adaptive designs unbalance randomization rates towards the most promising arms with the goal of increasing the number of positive treatment outcomes during the study, even though the primary aim of the trial is…

Applications · Statistics 2018-07-02 Steffen Ventz , Matteo Cellamare , Sergio Bacallado , Lorenzo Trippa

Aims: Combinations of treatments can offer additional benefit over the treatments individually. However, trials of these combinations are lower priority than the development of novel therapies, which can restrict funding, timelines and…

Imagine a world where clinical trials need far fewer patients to achieve the same statistical power, thanks to the knowledge encoded in large language models (LLMs). We present a novel framework for hierarchical Bayesian modeling of adverse…

Methodology · Statistics 2025-11-21 Shota Arai , David Selby , Andrew Vargo , Sebastian Vollmer

Two ideas taken from Bayesian optimization and classifier systems are presented for personnel scheduling based on choosing a suitable scheduling rule from a set for each persons assignment. Unlike our previous work of using genetic…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…

Methodology · Statistics 2016-10-28 Toby Kenney , Hao He , Hong Gu

Precision medicine has led to a paradigm shift allowing the development of targeted drugs that are agnostic to the tumor location. In this context, basket trials aim to identify which tumor types - or baskets - would benefit from the…

Methodology · Statistics 2026-01-05 Marcio A. Diniz , Hulya Kocyigit , Erin Moshier , Madhu Mazumdar , Deukwoo Kwon

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

A Bayesian optimization algorithm for the nurse scheduling problem is presented, which involves choosing a suitable scheduling rule from a set for each nurses assignment. Unlike our previous work that used Gas to implement implicit…

Neural and Evolutionary Computing · Computer Science 2010-07-05 Jingpeng Li , Uwe Aickelin

We propose a new integrated phase I/II trial design to identify the most efficacious dose combination that also satisfies certain safety requirements for drug-combination trials. We first take a Bayesian copula-type model for dose finding…

Applications · Statistics 2011-08-09 Ying Yuan , Guosheng Yin

The Bayesian learning rule is a natural-gradient variational inference method, which not only contains many existing learning algorithms as special cases but also enables the design of new algorithms. Unfortunately, when variational…

Machine Learning · Statistics 2020-10-27 Wu Lin , Mark Schmidt , Mohammad Emtiyaz Khan

Fueled by the call for formative assessments, diagnostic classification models (DCMs) have recently gained popularity in psychometrics. Despite their potential for providing diagnostic information that aids in classroom instruction and…

Computation · Statistics 2022-08-26 Motonori Oka , Kensuke Okada

Randomized experiments have been the gold standard for assessing the effectiveness of a treatment or policy. The classical complete randomization approach assigns treatments based on a prespecified probability and may lead to inefficient…

Methodology · Statistics 2023-10-26 Waverly Wei , Xinwei Ma , Jingshen Wang

This article proposes a novel adaptive design algorithm that can be used to find optimal treatment allocations in N-of-1 clinical trials. This new methodology uses two Laplace approximations to provide a computationally efficient estimate…

Computation · Statistics 2020-07-30 S. G. Jagath Senarathne , Antony M. Overstall , James M. McGree