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The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

Clinical trials usually involve sequential patient entry. When designing a clinical trial, it is often desirable to include a provision for interim analyses of accumulating data with the potential for stopping the trial early. We review…

Methodology · Statistics 2023-03-13 Tianjian Zhou , Yuan Ji

This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…

Econometrics · Economics 2021-10-05 Charles F. Manski

Many critical decisions, such as personalized medical diagnoses and product pricing, are made based on insights gained from designing, observing, and analyzing a series of experiments. This highlights the crucial role of experimental…

Machine Learning · Statistics 2025-01-03 Daolang Huang , Yujia Guo , Luigi Acerbi , Samuel Kaski

Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…

Machine Learning · Computer Science 2024-02-29 Rafael Orozco , Felix J. Herrmann , Peng Chen

Bayesian sample size calculations in clinical trials usually rely on complex Monte Carlo simulations in practice. Obtaining bounds on Bayesian notions of the false-positive rate and power often lack closed-form or approximate numerical…

Methodology · Statistics 2026-03-03 Riko Kelter

Bayesian optimization (BO) is a powerful paradigm for optimizing expensive black-box functions. Traditional BO methods typically rely on separate hand-crafted acquisition functions and surrogate models for the underlying function, and often…

Machine Learning · Computer Science 2025-07-10 Fengxue Zhang , Yuxin Chen

To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…

Methodology · Statistics 2025-03-17 Luke Hagar , Nathaniel T. Stevens

Adaptive approaches, allowing for more flexible trial design, have been proposed for individually randomized trials to save time or reduce sample size. However, adaptive designs for cluster-randomized trials in which groups of participants…

Methodology · Statistics 2022-01-10 Junwei Shen , Shirin Golchi , Erica E. M. Moodie , David Benrimoh

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language,…

Machine Learning · Statistics 2017-01-10 Valery A. Kalyagin , Alexander P. Koldanov , Petr A. Koldanov , Panos M. Pardalos

Determination of posterior probability for go-no-go decision and predictive power are becoming increasingly common for resource optimization in clinical investigation. There are vast published literature on these topics; however, the…

Methodology · Statistics 2023-02-09 Madan G. Kundu , Sandipan Samanta , Shoubhik Mondal

Bayesian optimization is a sample-efficient method for solving expensive, black-box optimization problems. Stochastic programming concerns optimization under uncertainty where, typically, average performance is the quantity of interest. In…

Machine Learning · Statistics 2025-02-19 Jack M. Buckingham , Ivo Couckuyt , Juergen Branke

Tissue-agnostic trials enroll patients based on their genetic biomarkers, not tumor type, in an attempt to determine if a new drug can successfully treat disease conditions based on biomarkers. The Bayesian hierarchical model (BHM) provides…

Methodology · Statistics 2020-12-07 Liyun Jiang , Lei Nie , Fangrong Yan , Ying Yuan

This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…

Methodology · Statistics 2026-01-16 Paramahansa Pramanik , Arnab Kumar Maity , Anjan Mandal , Haley Kate Robinson

The U.S. Food and Drug Administration (FDA) released a landmark draft guidance in January 2026 on the use of Bayesian methodology to support primary inference in clinical trials of drugs and biological products. For sponsors, the central…

Applications · Statistics 2026-01-22 Yuan Ji , Ph. D

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

Systems with both quantitative and qualitative responses are widely encountered in many applications. Design of experiment methods are needed when experiments are conducted to study such systems. Classic experimental design methods are…

Methodology · Statistics 2023-04-24 Lulu Kang , Xinwei Deng , Ran Jin

This paper introduces a novel multi-stage decision-making model that integrates hypothesis testing and dynamic programming algorithms to address complex decision-making scenarios.Initially,we develop a sampling inspection scheme that…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ziyang Liu , Yurui Hu , Yihan Deng

Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…

Machine Learning · Statistics 2018-02-16 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Svetha Venkatesh , Alistair Shilton

We propose a two-stage design for a clinical trial with an early stopping rule for safety. We use different criteria to assess early stopping and efficacy. The early stopping rule is based on a criteria that can be determined more quickly…

Methodology · Statistics 2013-07-25 Daniel Zelterman
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