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The use of Bayesian information criterion (BIC) in the model selection procedure is under the assumption that the observations are independent and identically distributed (i.i.d.). However, in practice, we do not always have i.i.d. samples.…

Applications · Statistics 2021-05-03 Nan Shen , Bárbara González

In a cluster-randomized experiment, treatment is assigned to clusters of individual units of interest--households, classrooms, villages, etc.--instead of the units themselves. The number of clusters sampled and the number of units sampled…

Methodology · Statistics 2020-02-20 Yeng Xiong , Michael J. Higgins

Adapting the final sample size of a trial to the evidence accruing during the trial is a natural way to address planning uncertainty. Designs with adaptive sample size need to account for their optional stopping to guarantee strict type-I…

Micro-randomized trials (MRTs) are widely used to assess the marginal and moderated effect of mobile health (mHealth) treatments delivered via mobile devices. In many applications, the mHealth treatments are categorical with multiple levels…

Methodology · Statistics 2025-04-23 Jeremy Lin , Tianchen Qian

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

Restricted mean survival time (RMST) is gaining attention as a measure to quantify the treatment effect on survival outcomes in randomized clinical trials. Several methods to determine sample size based on the RMST-based tests have been…

Methodology · Statistics 2022-12-19 Satoshi Hattori , Hajime Uno

In cluster-randomized trials (CRTs), entire clusters of individuals are randomized to treatment, and outcomes within a cluster are typically correlated. While frequentist approaches are standard practice for CRT analysis, Bayesian methods…

Methodology · Statistics 2025-11-27 Ruyi Liu , Joshua L. Warren , Yuki Ohnishi , Donna Spiegelman , Liangyuan Hu , Fan Li

We present a bayesassurance R package that computes the Bayesian assurance under various settings characterized by different assumptions and objectives. The package offers a constructive set of simulation-based functions suitable for…

Methodology · Statistics 2022-03-30 Jane Pan , Sudipto Banerjee

Sample size calculations can be challenging with skewed continuous outcomes in randomized controlled trials (RCTs). Standard t-test-based calculations may require data transformation, which may be difficult before data collection.…

Difference in proportions is frequently used to measure treatment effect for binary outcomes in randomized clinical trials. The estimation of difference in proportions can be assisted by adjusting for prognostic baseline covariates to…

Methodology · Statistics 2023-08-31 Jialuo Liu , Dong Xi

This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented…

Methodology · Statistics 2022-03-09 Haiyan Zheng , Thomas Jaki , James M. S. Wason

We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…

Computation · Statistics 2019-04-15 Jordan Franks

Basket trials are increasingly used for the simultaneous evaluation of a new treatment in various patient subgroups under one overarching protocol. We propose a Bayesian approach to sample size determination in basket trials that permit…

Methodology · Statistics 2022-09-02 Haiyan Zheng , Michael J. Grayling , Pavel Mozgunov , Thomas Jaki , James M. S. Wason

Importance sampling (IS) is valuable in reducing the variance of Monte Carlo sampling for many areas, including finance, rare event simulation, and Bayesian inference. It is natural and obvious to combine quasi-Monte Carlo (QMC) methods…

Numerical Analysis · Mathematics 2022-07-21 Zhijian He , Zhan Zheng , Xiaoqun Wang

Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…

Machine Learning · Computer Science 2026-04-28 Yunpeng Xu , Wenge Guo , Zhi Wei

Current practices for designing cluster-randomized trials (cRCTs) typically rely on closed-form formulas for power calculations. For cRCTs using covariate-constrained randomization, the utility of conventional calculations might be limited,…

Binary endpoints are common in clinical trials and conditional odds ratios have traditionally been used to assess treatment effects. However, the interpretation of odds ratios is difficult, they are non-collapsible and rely on strong…

Methodology · Statistics 2026-05-20 Martin Schnuerch , Alex Ocampo , Klaus Kähler Holst , Christian Stock

Determining whether an algorithmic decision-making system discriminates against a specific demographic typically involves comparing a single point estimate of a fairness metric against a predefined threshold. This practice is statistically…

Machine Learning · Computer Science 2026-03-20 Antonio Ferrara , Francesco Cozzi , Alan Perotti , André Panisson , Francesco Bonchi

Utilizing Bayesian methods in clinical trials has become increasingly popular, as they can incorporate historical data and expert opinions into the design and allow for smaller sample sizes to reduce costs while providing reliable and…

We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…

Portfolio Management · Quantitative Finance 2015-05-30 Francisco Rubio , Xavier Mestre , Daniel P. Palomar