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The paper introduces a novel approach to global sensitivity analysis, grounded in the variance-covariance structure of random variables derived from random measures. The proposed methodology facilitates the application of…

Methodology · Statistics 2025-10-20 Caleb Deen Bastian , Herschel Rabitz , Grzegorz A Rempala

There are many different proposed procedures for sample size planning for the Wilcoxon-Mann-Whitney test at given type-I and type-II error rates $\alpha$ and $\beta$, respectively. Most methods assume very specific models or types of data…

Methodology · Statistics 2018-10-10 Martin Happ , Arne C. Bathke , Edgar Brunner

The FDA's Project Optimus initiative emphasizes patient-centered dose selection in oncology that balances efficacy and safety. We develop a framework for randomized dose optimization studies that uses clinically interpretable utility scores…

Applications · Statistics 2026-03-24 Xuemin Gu , Cong Xu , Lei Xu , Ying Yu

This short study presents an opportunistic approach to a (more) reliable validation method for prediction uncertainty average calibration. Considering that variance-based calibration metrics (ZMS, NLL, RCE...) are quite sensitive to the…

Machine Learning · Statistics 2024-08-27 Pascal Pernot

Composite binary endpoints are increasingly used as primary endpoints in clinical trials. When designing a trial, it is crucial to determine the appropriate sample size for testing the statistical differences between treatment groups for…

Applications · Statistics 2019-01-15 Marta Bofill Roig , Guadalupe Gómez Melis

A central task of artificial intelligence is the design of artificial agents that act towards specified goals in partially observed environments. Since such environments frequently include interaction over time with other agents with their…

Computer Science and Game Theory · Computer Science 2012-05-14 Miroslav Dudik , Geoffrey Gordon

Sample size determination for cluster randomised trials (CRTs) is challenging as it requires robust estimation of the intra-cluster correlation coefficient (ICC). Typically, the sample size is chosen to provide a certain level of power to…

Applications · Statistics 2023-08-23 S. Faye Williamson , Svetlana V. Tishkovskaya , Kevin J. Wilson

Importance sampling is a widely used technique to estimate properties of a distribution. This paper investigates trading-off some bias for variance by adaptively winsorizing the importance sampling estimator. The novel winsorizing…

Computation · Statistics 2021-02-10 Paulo Orenstein

An assurance calculation is a Bayesian alternative to a power calculation. One may be performed to aid the planning of a clinical trial, specifically setting the sample size or to support decisions about whether or not to perform a study.…

Applications · Statistics 2024-03-29 James Salsbury , Jeremy Oakley , Steven Julious , Lisa Hampson

Conformal prediction (CP) is a wrapper around traditional machine learning models, giving coverage guarantees under the sole assumption of exchangeability; in classification problems, for a chosen significance level $\varepsilon$, CP…

Machine Learning · Computer Science 2023-02-23 Javier Abad , Umang Bhatt , Adrian Weller , Giovanni Cherubin

The win ratio is a general method of comparing locations of distributions of two independent, ordinal random variables, and it can be estimated without distributional assumptions. In this paper we provide a unified theory of win ratio…

Composite endpoints are commonly used with an anticipation that clinically relevant endpoints as a whole would yield meaningful treatment benefits. The win ratio is a rank-based statistic to summarize composite endpoints, allowing…

Methodology · Statistics 2022-12-14 Di Zhang , Stephen R. Wisniewski , Jong-Hyeon Jeong

Estimating win probability is one of the classic modeling tasks of sports analytics. Many widely used win probability estimators use machine learning to fit the relationship between a binary win/loss outcome variable and certain game-state…

Methodology · Statistics 2025-08-21 Ryan S. Brill , Ronald Yurko , Abraham J. Wyner

Longitudinal biomarkers are frequently collected in clinical studies due to their strong association with time-to-event outcomes. While considerable progress has been made in methods for jointly modeling longitudinal and survival data,…

Methodology · Statistics 2026-02-18 Yuan Bian , Shelley B. Bull

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

The era of big data is coming, and evidence-based medicine is attracting increasing attention to improve decision making in medical practice via integrating evidence from well designed and conducted clinical research. Meta-analysis is a…

Methodology · Statistics 2016-10-05 Dehui Luo , Xiang Wan , Jiming Liu , Tiejun Tong

Given a large set $U$ where each item $a\in U$ has weight $w(a)$, we want to estimate the total weight $W=\sum_{a\in U} w(a)$ to within factor of $1\pm\varepsilon$ with some constant probability $>1/2$. Since $n=|U|$ is large, we want to do…

Data Structures and Algorithms · Computer Science 2021-10-29 Lorenzo Beretta , Jakub Tětek

In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…

Statistics Theory · Mathematics 2019-08-20 Xinjia Chen

We show that confidence intervals in a variance component model, with asymptotically correct uniform coverage probability, can be obtained by inverting certain test-statistics based on the score for the restricted likelihood. The results…

Methodology · Statistics 2024-11-05 Yiqiao Zhang , Karl Oskar Ekvall , Aaron J. Molstad

We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…

Econometrics · Economics 2024-07-26 Neil Christy , A. E. Kowalski