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The problem of sequential anomaly detection and identification is considered, where multiple data sources are simultaneously monitored and the goal is to identify in real time those, if any, that exhibit ``anomalous" statistical behavior.…

Statistics Theory · Mathematics 2024-12-09 Aristomenis Tsopelakos , Georgios Fellouris

In randomised trials, continuous endpoints are often measured with some degree of error. This study explores the impact of ignoring measurement error, and proposes methods to improve statistical inference in the presence of measurement…

Methodology · Statistics 2019-08-30 Linda Nab , Rolf H. H. Groenwold , Paco M. J. Welsing , Maarten van Smeden

When prospectively developing a new clinical prediction model (CPM), fixed sample size calculations are typically conducted before data collection based on sensible assumptions. But if the assumptions are inaccurate the actual sample size…

In confirmatory clinical trials, survival outcomes are frequently studied and interim analyses for efficacy and/or futility are often desirable. Methods such as the log rank test and Cox regression model are commonly used to compare…

Methodology · Statistics 2024-03-27 Peter Zhang , Brent Logan , Michael Martens

The sequential multiple testing problem is considered under two generalized error metrics. Under the first one, the probability of at least $k$ mistakes, of any kind, is controlled. Under the second, the probabilities of at least $k_1$…

Statistics Theory · Mathematics 2019-02-18 Yanglei Song , Georgios Fellouris

In multi-center clinical trials, due to various reasons, the individual-level data are strictly restricted to be assessed publicly. Instead, the summarized information is widely available from published results. With the advance of…

Methodology · Statistics 2021-01-05 Jing Qin , Yukun Liu , Pengfei Li

Widely used methods and software for group sequential tests of a null hypothesis of no treatment difference that allow for early stopping of a clinical trial depend primarily on the fact that sequentially-computed test statistics have the…

Methodology · Statistics 2025-06-19 Anastasios A. Tsiatis , Marie Davidian

Many adaptive monitoring schemes adjust the required evidence toward a hypothesis to control Type I error. This shifts focus away from determining scientific relevance with an uncompromised degree of evidence. We propose sequentially…

Methodology · Statistics 2022-04-25 Jonathan J. Chipman , Robert A. Greevy , Lindsay Mayberry , Jeffrey D. Blume

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,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

Financial statement auditing is conducted under a risk-based evidence approach to obtain reasonable assurance. In practice, auditors often perform additional sampling or related procedures when an initial sample does not provide a…

Statistical Finance · Quantitative Finance 2026-04-08 Masahiro Kato , Kei Nakagawa

Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

It is common to conduct causal inference in matched observational studies by proceeding as though treatment assignments within matched sets are assigned uniformly at random and using this distribution as the basis for inference. This…

Methodology · Statistics 2023-11-14 Samuel D. Pimentel , Yaxuan Huang

We propose a new framework for online testing of heterogeneous treatment effects. The proposed test, named sequential score test (SST), is able to control type I error under continuous monitoring and detect multi-dimensional heterogeneous…

Methodology · Statistics 2020-02-11 Miao Yu , Wenbin Lu , Rui Song

It is quite common in modern research, for a researcher to test many hypotheses. The statistical (frequentist) hypothesis testing framework, does not scale with the number of hypotheses in the sense that naively performing many hypothesis…

Methodology · Statistics 2013-06-26 Jonathan Rosenblatt

Recent advances have shown that statistical tests for the rank of cross-covariance matrices play an important role in causal discovery. These rank tests include partial correlation tests as special cases and provide further graphical…

Machine Learning · Computer Science 2025-06-13 Xinshuai Dong , Ignavier Ng , Boyang Sun , Haoyue Dai , Guang-Yuan Hao , Shunxing Fan , Peter Spirtes , Yumou Qiu , Kun Zhang

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

Calibration of expensive simulation models involves an emulator based on simulation outputs generated across various parameter settings to replace the actual model. Noisy outputs of stochastic simulation models require many simulation…

Methodology · Statistics 2025-05-08 Özge Sürer

In oncology, conduct well-powered time-to-event randomized clinical trials may be challenging due to limited patietns number. Many designs for single-arm trials (SATs) have recently emerged as an alternative to overcome this issue. They…

Applications · Statistics 2026-04-10 Chloé Szurewsky , Guosheng Yin , Gwénaël Le Teuff

In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…

Methodology · Statistics 2026-03-23 Aditya Ghosh , Dominik Rothenhäusler

Count endpoints are common in clinical trials, particularly for recurrent events such as hypoglycemia. When interest centers on comparing overall event rates between treatment groups, negative binomial (NB) regression is widely used because…

Methodology · Statistics 2026-01-27 Jiren Sun , Linda Amoafo , Yongming Qu