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Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…
Adaptive designs are increasingly used in clinical trials and online experiments to improve participant outcomes by dynamically updating treatment allocation as data accumulate. In practice, experimenters often consider multiple candidate…
Model-based design of experiments (MBDOE) is essential for efficient parameter estimation in nonlinear dynamical systems. However, conventional adaptive MBDOE requires costly posterior inference and design optimization between each…
A molecular level analysis of segmental trajectories obtained from molecular dynamics simulations is used to obtain the full relaxation time spectrum in aging polymer glasses subject to three different deformation protocols. As in…
We define two minimum distance estimators for dependent data by minimizing some approximated Maximum Mean Discrepancy distances between the true empirical distribution of observations and their assumed (parametric) model distribution. When…
Nonlinear mixed effects models have become a standard platform for analysis when data is in the form of continuous and repeated measurements of subjects from a population of interest, while temporal profiles of subjects commonly follow a…
A well-known approach for identifying defect-prone parts of software in order to focus testing is to use different kinds of product metrics such as size or complexity. Although this approach has been evaluated in many contexts, the question…
Delayed processes are ubiquitous in biological systems and are often characterized by delay differential equations (DDEs) and their extension to include stochastic effects. DDEs do not explicitly incorporate intermediate states associated…
Advanced engineering materials design involves the exploration of massive multidimensional feature spaces, the correlation of materials properties and the processing parameters derived from disparate sources. The search for alternative…
Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…
In the era of precision medicine, more and more clinical trials are now driven or guided by biomarkers, which are patient characteristics objectively measured and evaluated as indicators of normal biological processes, pathogenic processes,…
Adaptive designs are commonly used in clinical and drug development studies for optimum utilization of available resources. In this article, we consider the problem of estimating the effect of the selected (better) treatment using a…
Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…
Deploying machine learning models in safety-critical domains poses a key challenge: ensuring reliable model performance on downstream user data without access to ground truth labels for direct validation. We propose the suitability filter,…
Many food products involve mixtures of ingredients, where the mixtures can be expressed as combinations of ingredient proportions. In many cases, the quality and the consumer preference may also depend on the way in which the mixtures are…
Wire-feed laser additive manufacturing is an emerging fabrication technique capable of highly automated large-scale volume production that can reduce both material waste and overall cost while improving product lead times. Quality assurance…
Product metrics, such as size or complexity, are often used to identify defect-prone parts or to focus quality assurance activities. In contrast, quality information that is available early, such as information provided by inspections, is…
Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…
Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied…
Adaptive finite element methods are a powerful tool to obtain numerical simulation results in a reasonable time. Due to complex chemical and mechanical couplings in lithium-ion batteries, numerical simulations are very helpful to…