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We construct an asymptotic prediction interval for the population-wise error rate (PWER), which is a multiple type I error criterion for clinical trials with overlapping patient populations. The PWER is the probability that a randomly…

Methodology · Statistics 2026-02-09 Remi Luschei , Werner Brannath

Experimental comparisons of performance represent an important aspect of research on optimization algorithms. In this work we present a methodology for defining the required sample sizes for designing experiments with desired statistical…

Neural and Evolutionary Computing · Computer Science 2018-10-16 Felipe Campelo , Fernanda Takahashi

Accurate power and sample size (PSS) calculations are essential for designing studies that use quasi-likelihood (QL) models, which extend generalized linear models (GLMs) to settings where the full distribution of the outcome is not…

Methodology · Statistics 2026-03-03 Shijie Yuan , Amy Cochran , Paul Rathouz

We consider the problem of deciding on sampling strategy, in particular sampling design. We propose a risk measure, whose minimizing value guides the choice. The method makes use of a superpopulation model and takes into account uncertainty…

Methodology · Statistics 2020-07-06 Edgar Bueno , Dan Hedlin

Propensity score (PS) weighting methods are often used in non-randomized studies to adjust for confounding and assess treatment effects. The most popular among them, the inverse probability weighting (IPW), assigns weights that are…

Methodology · Statistics 2020-11-04 Yunji Zhou , Roland A. Matsouaka , Laine Thomas

In recent years, the increasing interest in Stochastic model predictive control (SMPC) schemes has highlighted the limitation arising from their inherent computational demand, which has restricted their applicability to slow-dynamics and…

Systems and Control · Electrical Eng. & Systems 2020-05-22 Martina Mammarella , Teodoro Alamo , Fabrizio Dabbene , Matthias Lorenzen

We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic confidence intervals tend to be looser than the…

Sample size derivation is a crucial element of the planning phase of any confirmatory trial. A sample size is typically derived based on constraints on the maximal acceptable type I error rate and a minimal desired power. Here, power…

The increasing interest in subpopulation analysis has led to the development of various new trial designs and analysis methods in the fields of personalized medicine and targeted therapies. In this paper, subpopulations are defined in terms…

Methodology · Statistics 2020-12-01 Roland Gerard Gera , Tim Friede

Contemporary sample size calculations for external validation of risk prediction models require users to specify fixed values of assumed model performance metrics alongside target precision levels (e.g., 95% CI widths). However, due to the…

Applications · Statistics 2026-02-13 Mohsen Sadatsafavi , Paul Gustafson , Solmaz Setayeshgar , Laure Wynants , Richard D Riley

Let (X_n,Y_n) be i.i.d. random vectors. Let W(x) be the partial sum of Y_n just before that of X_n exceeds x>0. Motivated by stochastic models for neural activity, uniform convergence of the form $\sup_{c\in I}|a(c,x)\operatorname…

Probability · Mathematics 2009-09-29 Zhiyi Chi

Decision-makers often deploy the best-performing treatment from a randomized experiment, creating a winner's curse: selection favors treatments whose observed outcomes are high partly because of statistical noise, so the na\"ive estimate of…

Econometrics · Economics 2026-05-20 Ron Berman , Walter W. Zhang , Hangcheng Zhao

The importance of uncertainty quantification is increasingly recognized in the diverse field of machine learning. Accurately assessing model prediction uncertainty can help provide deeper understanding and confidence for researchers and…

Machine Learning · Computer Science 2024-12-03 Tianyi Chen , Yingzhou Lu , Nan Hao , Yuanyuan Zhang , Capucine Van Rechem , Jintai Chen , Tianfan Fu

Causal inference with observational studies often relies on the assumptions of unconfoundedness and overlap of covariate distributions in different treatment groups. The overlap assumption is violated when some units have propensity scores…

Methodology · Statistics 2022-07-19 Shu Yang , Peng Ding

Subsampling techniques can reduce the computational costs of processing big data. Practical subsampling plans typically involve initial uniform sampling and refined sampling. With a subsample, big data inferences are generally built on the…

Methodology · Statistics 2022-09-13 Yan Fan , Yang Liu , Yukun Liu , Jing Qin

In this modern era of overpopulation disease prediction is a crucial step in diagnosing various diseases at an early stage. With the advancement of various machine learning algorithms, the prediction has become quite easy. However, the…

Machine Learning · Computer Science 2022-03-23 Ishu Gupta , Vartika Sharma , Sizman Kaur , Ashutosh Kumar Singh

Sum-based global tests are highly popular in multiple hypothesis testing. In this paper we propose a general closed testing procedure for sum tests, which provides lower confidence bounds for the proportion of true discoveries (TDP),…

Methodology · Statistics 2023-04-21 Anna Vesely , Livio Finos , Jelle J. Goeman

We consider the problem of estimating quantile treatment effects without assuming strict overlap , i.e., we do not assume that the propensity score is bounded away from zero. More specifically, we consider an inverse probability weighting…

Statistics Theory · Mathematics 2026-02-24 Marco Avella-Medina , Richard Davis , Gennady Samorodnitsky

Weighted conformal prediction (WCP) has been commonly used to quantify prediction uncertainty under covariate shift. However, the effectiveness of WCP relies heavily on the degree of overlap between the training and test covariate…

Methodology · Statistics 2026-04-02 Mufang Ying , Wenge Guo , Koulik Khamaru , Ying Hung

In single-arm clinical trials with survival outcomes, the Kaplan-Meier estimator and its confidence interval are widely used to assess survival probability and median survival time. Since the asymptotic normality of the Kaplan-Meier…

Methodology · Statistics 2021-04-30 Kengo Nagashima , Hisashi Noma , Yasunori Sato , Masahiko Gosho
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