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Recently, a new testing approach for response-adaptive clinical trials was proposed based on the allocation probabilities (AP) rather than the outcome data. While original work on the AP test focused on binary and normal endpoints and…
Critical sectors of human society are progressing toward the adoption of powerful artificial intelligence (AI) agents, which are trained individually on behalf of self-interested principals but deployed in a shared environment. Short of…
Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…
In many practical applications of RL, it is expensive to observe state transitions from the environment. For example, in the problem of plasma control for nuclear fusion, computing the next state for a given state-action pair requires…
This paper proposes an overidentifying restriction test for high-dimensional linear instrumental variable models. The novelty of the proposed test is that it allows the number of covariates and instruments to be larger than the sample size.…
A computer model can be used for predicting an output only after specifying the values of some unknown physical constants known as calibration parameters. The unknown calibration parameters can be estimated from real data by conducting…
Computer experiments refer to the study of real systems using complex simulation models. They have been widely used as alternatives to physical experiments. Design and analysis of computer experiments have attracted great attention in past…
This paper develops a framework to study the statistical power of revealed-preference tests. With randomly sampled budgets and mild smoothness of demand, statistical learning implies that any model consistent with the data must approximate…
The complex and often safety-critical nature of cyber-physical energy systems makes validation a key challenge in facilitating the energy transition, especially when it comes to the testing on system level. Reliable and reproducible…
Test-time scaling is a promising new approach to language modeling that uses extra test-time compute to improve performance. Recently, OpenAI's o1 model showed this capability but did not publicly share its methodology, leading to many…
Among plausible causes for replicability failure, one that has not received sufficient attention is the environment in which the research is conducted. Consisting of the population, equipment, personnel, and various conditions such as…
Effective decision making from randomised controlled clinical trials relies on robust interpretation of the numerical results. However, the language we use to describe clinical trials can cause confusion both in trial design and in…
Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…
We demonstrate the use of Adaptive Stress Testing to detect and address potential vulnerabilities in a financial environment. We develop a simplified model for credit card fraud detection that utilizes a linear regression classifier based…
We consider one of the most basic multiple testing problems that compares expectations of multivariate data among several groups. As a test statistic, a conventional (approximate) $t$-statistic is considered, and we determine its rejection…
Generative probabilistic models have shown promise in designing artificial RNA and protein sequences but often suffer from high rates of false positives, where sequences predicted as functional fail experimental validation. To address this…
Response-adaptive clinical trial designs allow targeting a given objective by skewing the allocation of participants to treatments based on observed outcomes. Response-adaptive designs face greater regulatory scrutiny due to potential type…
Permutation-based partial-correlation tests guarantee finite-sample Type I error control under any fixed design and exchangeable noise, yet their power can collapse when the permutation-augmented design aligns too closely with the covariate…
Bayesian experimental design (BED) has been used as a method for conducting efficient experiments based on Bayesian inference. The existing methods, however, mostly focus on maximizing the expected information gain (EIG); the cost of…
Incentives in experimental design are often misaligned: experimenters design and finance experiments to seek regulatory approval, while regulators seek to maximize social-welfare. We propose a framework to resolve this conflict, wherein…