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When developing a clinical prediction model, the sample size of the development dataset is a key consideration. Small sample sizes lead to greater concerns of overfitting, instability, poor performance and lack of fairness. Previous…

Clinical prediction models enable healthcare professionals to estimate individual outcomes using patient characteristics. Current sample size guidelines for developing or updating models with continuous outcomes aim to minimise overfitting…

Conformal prediction, which makes no distributional assumptions about the data, has emerged as a powerful and reliable approach to uncertainty quantification in practical applications. The nonconformity measure used in conformal prediction…

Machine Learning · Computer Science 2024-10-15 Yuko Kato , David M. J. Tax , Marco Loog

Risk prediction models are often advertised as deterministic functions that map covariates to predicted risks. However, they are typically trained using finite samples, and as such, their predictions are inherently uncertain. This…

Methodology · Statistics 2025-06-03 Abdollah Safari , Paul Gustafson , Mohsen Sadatsafavi

Background: Clinical prediction models are increasingly used to inform healthcare decisions, but determining the minimum sample size for their development remains a critical and unresolved challenge. Inadequate sample sizes can lead to…

Machine Learning · Computer Science 2026-03-02 Diana Shamsutdinova , Felix Zimmer , Oyebayo Ridwan Olaniran , Sarah Markham , Daniel Stahl , Gordon Forbes , Ewan Carr

Aims: To propose a general sample size framework for developing or updating a clinical prediction model using any statistical or machine learning method, based on drawing samples from anticipated posterior distributions and targeting…

Having a sufficient quantity of quality data is a critical enabler of training effective machine learning models. Being able to effectively determine the adequacy of a dataset prior to training and evaluating a model's performance would be…

Machine Learning · Computer Science 2026-04-28 Arya Hatamian , Lionel Levine , Haniyeh Ehsani Oskouie , Majid Sarrafzadeh

In clinical settings, we often face the challenge of building prediction models based on small observational data sets. For example, such a data set might be from a medical center in a multi-center study. Differences between centers might…

Model multiplicity refers to the existence of multiple machine learning models that describe the data equally well but may produce different predictions on individual samples. In medicine, these models can admit conflicting predictions for…

Causal inference in a program evaluation setting faces the problem of external validity when the treatment effect in the target population is different from the treatment effect identified from the population of which the sample is…

Methodology · Statistics 2021-12-23 Kyungchul Song , Zhengfei Yu

Background: Clinical prediction models for a health condition are commonly evaluated regarding performance for a population, although decisions are made for individuals. The classic view relates uncertainty in risk estimates for individuals…

This paper studies the propagation of finite-sample uncertainty under nonlinear transformations commonly used in statistical decision systems. In particular, we consider process capability indices, which are widely used in manufacturing…

Applications · Statistics 2026-05-11 Fei Jiang , Lei Yang

In medicine, both ethical and monetary costs of incorrect predictions can be significant, and the complexity of the problems often necessitates increasingly complex models. Recent work has shown that changing just the random seed is enough…

Causal inference from observational data provides strong evidence for the best action in decision-making without performing expensive randomized trials. The effect of an action is usually not identifiable under unobserved confounding, even…

Machine Learning · Computer Science 2026-02-02 Md Musfiqur Rahman , Ziwei Jiang , Hilaf Hasson , Murat Kocaoglu

Treatment effect estimation is a fundamental problem in causal inference. We focus on designing efficient randomized controlled trials, to accurately estimate the effect of some treatment on a population of $n$ individuals. In particular,…

Machine Learning · Computer Science 2022-10-14 Raghavendra Addanki , David Arbour , Tung Mai , Cameron Musco , Anup Rao

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…

We develop a new approach for quantifying uncertainty in finite populations, by using design distributions to calibrate sensitivity parameters in finite population identified sets. This yields uncertainty intervals that can be interpreted…

Econometrics · Economics 2026-05-12 Brendan Kline , Matthew A. Masten

The predictions from an accurate prognostic model can be of great interest to patients and clinicians. When predictions are reported to individuals, they may decide to take action to improve their health or they may simply be comforted by…

Quantitative Methods · Quantitative Biology 2019-09-10 Michael C Sachs , Arvid Sjölander , Erin E Gabriel

The goal of any estimation study is an interval estimation of a the parameter(s) of interest. These estimations are mostly expressed using empirical confidence intervals that are based on sample point estimates of the corresponding…

Methodology · Statistics 2018-07-03 Ilya Novikov

Estimation frameworks for statistical inference are preferred to hypothesis testing when quantifying uncertainty and precise estimation are more valuable than binary decisions about statistical significance. Study design for…

Methodology · Statistics 2025-10-29 Luke Hagar , Nathaniel T. Stevens
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