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Most statistical tests for treatment effects used in randomized clinical trials with survival outcomes are based on the proportional hazards assumption, which often fails in practice. Data from early exploratory studies may provide evidence…
We revisit outlier hypothesis testing, propose exponentially consistent low complexity fixed-length and sequential tests and show that our tests achieve better tradeoff between detection performance and computational complexity than…
We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected…
Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…
This paper addresses the following general scenario: A scientist wishes to perform a battery of experiments, each generating a sequential stream of data, to investigate some phenomenon. The scientist would like to control the overall error…
Wald's sequential probability ratio test (SPRT) is a cornerstone of sequential analysis. Based on desired type-I, II error levels $\alpha, \beta$, it stops when the likelihood ratio crosses certain thresholds, guaranteeing optimality of the…
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
Count data and recurrent events in clinical trials, such as the number of lesions in magnetic resonance imaging in multiple sclerosis, the number of relapses in multiple sclerosis, the number of hospitalizations in heart failure, and the…
We describe group sequential tests which efficiently incorporate information from multiple endpoints allowing for early stopping at pre-planned interim analyses. We formulate a testing procedure where several outcomes are examined, and…
The maximum type-I and type-II error exponents associated with the newly introduced almost-fixed-length hypothesis testing is characterized. In this class of tests, the decision-maker declares the true hypothesis almost always after…
In a group sequential clinical trial, accumulated data are analysed at numerous time-points in order to allow early decisions about a hypothesis of interest. These designs have historically been recommended for their ethical, administrative…
We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…
After a brief review of recent advances in sequential analysis involving sequential generalized likelihood ratio tests, we discuss their use in psychometric testing and extend the asymptotic optimality theory of these sequential tests to…
Discovery problems often require deciding whether additional sampling is needed to detect all categories whose prevalence exceeds a prespecified threshold. We study this question under a Bernoulli product (incidence) model, where categories…
We propose a model for multiclass classification of time series to make a prediction as early and as accurate as possible. The matrix sequential probability ratio test (MSPRT) is known to be asymptotically optimal for this setting, but…
Due to the high cost and high failure rate of Phase III trials, seamless Phase II/III designs are more and more popular to trial efficiency. A potential attraction of Phase II/III design is to allow a randomized proof-of-concept stage prior…
In this paper, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and identically distributed observations we obtain the form of…
The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…
This paper shows that sequential statistical analysis techniques can be generalised to the problem of selecting between alternative forecasting methods using scoring rules. A return to basic principles is necessary in order to show that…
This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…