Related papers: Calculating Expected Value of Sample Information A…
Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…
Recent FDA guidance on adaptive clinical trial designs defines bias as "a systematic tendency for the estimate of treatment effect to deviate from its true value", and states that it is desirable to obtain and report estimates of treatment…
Computing expected information gain (EIG) from prior to posterior (equivalently, mutual information between candidate observations and model parameters or other quantities of interest) is a fundamental challenge in Bayesian optimal…
The expected value of partial perfect information (EVPPI) denotes the value of eliminating uncertainty on a subset of unknown parameters involved in a decision model. The EVPPI can be regarded as a decision-theoretic sensitivity index, and…
In an era of data abundance, statistical evidence is increasingly critical for business and policy decisions. Yet, organizations lack empirical tools to assess the value of evidence-based decision making (EBDM), optimize statistical…
In this paper we develop a very efficient approach to the Monte Carlo estimation of the expected value of partial perfect information (EVPPI) that measures the average benefit of knowing the value of a subset of uncertain parameters…
In adaptive clinical trials, the conventional end-of-trial point estimate of a treatment effect is prone to bias, that is, a systematic tendency to deviate from its true value. As stated in recent FDA guidance on adaptive designs, it is…
In recommender systems, post-click conversion rate (CVR) estimation is an essential task to model user preferences for items and estimate the value of recommendations. Sample selection bias (SSB) and data sparsity (DS) are two persistent…
A platform trial with a master protocol provides an infrastructure to ethically and efficiently evaluate multiple treatment options in multiple diseases. Given that certain study drugs can enter or exit a platform trial, the randomization…
The estimation of the Extreme Value Index (EVI) is fundamental in extreme value analysis but suffers from high variance due to reliance on only a few extreme observations. We propose a control variates based transfer learning approach in a…
To determine the value of perfect information in an influence diagram, one needs first to modify the diagram to reflect the change in information availability, and then to compute the optimal expected values of both the original diagram and…
Measurement error is a common challenge for causal inference studies using electronic health record (EHR) data, where clinical outcomes and treatments are frequently mismeasured. Researchers often address measurement error by conducting…
Sequential multiple assignment randomized trials (SMARTs) have grown in popularity in recent years, and many of their study protocols propose conducting a cost effectiveness analysis of the adaptive strategies embedded within them. The cost…
Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…
Federated learning paradigm to utilize datasets across multiple data providers. In FL, cross-silo data providers often hesitate to share their high-quality dataset unless their data value can be fairly assessed. Shapley value (SV) has been…
Randomized controlled trials generate experimental variation that can credibly identify causal effects, but often suffer from limited scale, while observational datasets are large, but often violate desired identification assumptions. To…
Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…
In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…
Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…
In industry, online randomized controlled experiment (a.k.a. A/B experiment) is a standard approach to measure the impact of a causal change. These experiments have small treatment effect to reduce the potential blast radius. As a result,…