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We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

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

We propose an optimal sequential methodology for obtaining confidence intervals for a binomial proportion $\theta$. Assuming that an i.i.d. random sequence of Benoulli($\theta$) trials is observed sequentially, we are interested in…

Methodology · Statistics 2017-11-21 Tony Yaacoub , George V. Moustakides , Yajun Mei

The current work is motivated by the need for robust statistical methods for precision medicine; as such, we address the need for statistical methods that provide actionable inference for a single unit at any point in time. We aim to learn…

Statistics Theory · Mathematics 2021-07-02 Ivana Malenica , Aurelien Bibaut , Mark J. van der Laan

This paper studies the use of highly stratified designs for the efficient estimation of a large class of treatment effect parameters that arise in the analysis of experiments. By a "highly stratified" design, we mean experiments in which…

Econometrics · Economics 2026-03-30 Yuehao Bai , Jizhou Liu , Azeem M. Shaikh , Max Tabord-Meehan

Background: Advanced adaptive randomised clinical trials are increasingly used. Compared to their conventional counterparts, their flexibility may make them more efficient, increase the probability of obtaining conclusive results without…

This paper considers the problem of design-based inference for the average treatment effect in finely stratified experiments. Here, by "design-based'' we mean that the only source of uncertainty stems from the randomness in treatment…

Econometrics · Economics 2025-05-08 Yuehao Bai , Xun Huang , Joseph P. Romano , Azeem M. Shaikh , Max Tabord-Meehan

Multi-Arm, Multi-Stage (MAMS) clinical trial designs allow for multiple therapies to be compared across a spectrum of clinical trial phases. MAMS designs can be categorized into several overarching design groups, including adaptive designs…

Most clinical prediction studies are developed from retrospective cohorts and reported as if all patient information were observed at once. In practice, clinicians face a more consequential question: \emph{when is there already enough…

Methodology · Statistics 2026-04-27 Hui-Mean Foo , Yuan-chin Ivan Chang

This work considers the problem of detecting signals from multiple sequentially observed data streams, where only one stream can be observed at every time instant. The goal is to detect signals as quickly as possible while controlling the…

Methodology · Statistics 2026-04-07 Yiming Xing , Georgios Fellouris

Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…

Methodology · Statistics 2025-01-03 Paul Lartaud , Philippe Humbert , Josselin Garnier

Adaptive sample size re-estimation, early stopping, and trial re-design at interim analyses can reduce expected sample sizes in randomised trials. Cluster randomised trials, in which groups of participants are randomly allocated to…

Methodology · Statistics 2026-03-09 Samuel I. Watson , James Martin

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit…

Machine Learning · Statistics 2024-03-05 Thomas Cook , Alan Mishler , Aaditya Ramdas

The graph based approach to multiple testing is an intuitive method that enables a study team to represent clearly, through a directed graph, its priorities for hierarchical testing of multiple hypotheses, and for propagating the available…

Methodology · Statistics 2025-01-07 Cyrus Mehta , Ajoy Mukhopadhyay , Martin Posch

We introduce the safe best-arm identification framework with linear feedback, where the agent is subject to some stage-wise safety constraint that linearly depends on an unknown parameter vector. The agent must take actions in a…

Machine Learning · Statistics 2023-09-19 Xuedong Shang , Igor Colin , Merwan Barlier , Hamza Cherkaoui

In healthcare, clinical risks are crucial for treatment decisions, yet the analysis of their associations is often overlooked. This gap is particularly significant when balancing risks that are weighed against each other, as in the case of…

Applications · Statistics 2024-06-03 Yajie Duan , Javier Cabrera , Davit Sargsyan

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

This study investigates minimax and Bayes optimal strategies for fixed-budget best-arm identification. We consider an adaptive procedure consisting of a sampling phase followed by a recommendation phase, and we design an adaptive experiment…

Econometrics · Economics 2026-02-05 Masahiro Kato

Trials enroll a large number of subjects in order to attain power, making them expensive and time-consuming. Sample size calculations are often performed with the assumption of an unadjusted analysis, even if the trial analysis plan…

Methodology · Statistics 2021-07-06 Alejandro Schuler

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…