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Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

Methodology · Statistics 2023-03-01 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

Pragmatic trials evaluating health care interventions often adopt cluster randomization due to scientific or logistical considerations. Previous reviews have shown that co-primary endpoints are common in pragmatic trials but infrequently…

Methodology · Statistics 2022-05-03 Siyun Yang , Mirjam Moerbeek , Monica Taljaard , Fan Li

Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

Methodology · Statistics 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

We present a novel technique for tailoring Bayesian quadrature (BQ) to model selection. The state-of-the-art for comparing the evidence of multiple models relies on Monte Carlo methods, which converge slowly and are unreliable for…

Machine Learning · Computer Science 2019-03-04 Henry Chai , Jean-Francois Ton , Roman Garnett , Michael A. Osborne

We consider applying multi-armed bandits to model-assisted designs for dose-finding clinical trials. Multi-armed bandits are very simple and powerful methods to determine actions to maximize a reward in a limited number of trials. Among the…

Methodology · Statistics 2022-01-17 Masahiro Kojima

Heterogeneity in efficacy is sometimes observed across baskets in basket trials. In this study, we propose a model-free clustering framework that groups baskets based on transition probabilities derived from the trajectories of treatment…

Methodology · Statistics 2026-01-05 Masahiro Kojima , Keisuke Hanada , Atsuya Sato

Patient-centered outcomes, such as quality of life and length of hospital stay, are the focus in a wide array of clinical studies. However, participants in randomized trials for elderly or critically and severely ill patient populations may…

Methodology · Statistics 2024-04-17 Dane Isenberg , Michael Harhay , Nandita Mitra , Fan Li

Bayesian composite likelihood estimation of the tail index of a heavy-tailed distribution is addressed when data are randomly right-censored. Maximum a posteriori and mean posterior estimators are constructed under Jeffrey's prior…

Statistics Theory · Mathematics 2024-06-18 Abdelkader Ameraoui , Jean-François Dupuy , Kamal Boukhetala

In causal inference confounding may be controlled either through regression adjustment in an outcome model, or through propensity score adjustment or inverse probability of treatment weighting, or both. The latter approaches, which are…

Methodology · Statistics 2017-01-17 Olli Saarela , Léo R. Belzile , David A. Stephens

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

We propose a Bayesian elastic net that uses empirical likelihood and develop an efficient tuning of Hamiltonian Monte Carlo for posterior sampling. The proposed model relaxes the assumptions on the identity of the error distribution,…

Methodology · Statistics 2022-07-20 Chul Moon , Adel Bedoui

The randomization inference literature studying randomized controlled trials (RCTs) assumes that units' potential outcomes are deterministic. This assumption is unlikely to hold, as stochastic shocks may take place during the experiment. In…

Econometrics · Economics 2022-12-15 Antoine Deeb , Clément de Chaisemartin

We propose a Bayesian approach for model-based clustering of multivariate categorical data where variables are allowed to be associated within clusters and the number of clusters is unknown. The approach uses a two-layer mixture of finite…

Methodology · Statistics 2024-07-09 Gertraud Malsiner-Walli , Bettina Grün , Sylvia Frühwirth-Schnatter

Stepped-wedge cluster randomised trials (SW-CRTs) increasingly evaluate complex interventions, yet methodological guidance for analysing composite endpoints using generalized pairwise comparisons (GPC)remains limited. This work investigates…

We characterize a joint CLT of the number of pulls and the sample mean reward of the arms in a stochastic two-armed bandit environment under UCB algorithms. Several implications of this result are in place: (1) a nonstandard CLT of the…

Machine Learning · Statistics 2025-03-10 Yilun Chen , Jiaqi Lu

Practitioners of Bayesian statistics have long depended on Markov chain Monte Carlo (MCMC) to obtain samples from intractable posterior distributions. Unfortunately, MCMC algorithms are typically serial, and do not scale to the large…

Machine Learning · Statistics 2015-06-11 Maxim Rabinovich , Elaine Angelino , Michael I. Jordan

Cluster randomized trials (CRTs) with multiple unstructured mediators present significant methodological challenges for causal inference due to within-cluster correlation, interference among units, and the complexity introduced by multiple…

Methodology · Statistics 2025-04-21 Yuki Ohnishi , Fan Li

Bayesian inference under a set of priors, called robust Bayesian analysis, allows for estimation of parameters within a model and quantification of epistemic uncertainty in quantities of interest by bounded (or imprecise) probability.…

Computation · Statistics 2022-07-15 Ivette Raices Cruz , Johan Lindström , Matthias C. M. Troffaes , Ullrika Sahlin

The random-effects or normal-normal hierarchical model is commonly utilized in a wide range of meta-analysis applications. A Bayesian approach to inference is very attractive in this context, especially when a meta-analysis is based only on…

Computation · Statistics 2020-04-29 Christian Röver

The manuscript discusses how to incorporate random effects for quantile regression models for clustered data with focus on settings with many but small clusters. The paper has three contributions: (i) documenting that existing methods may…

Methodology · Statistics 2022-02-24 Maria Laura Battagliola , Helle Sørensen , Anders Tolver , Ana-Maria Staicu
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