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Determining the sample size of an experiment can be challenging, even more so when incorporating external information via a prior distribution. Such information is increasingly used to reduce the size of the control group in randomized…

Applications · Statistics 2019-07-10 Beat Neuenschwander , Sebastian Weber , Heinz Schmidli , Anthony O'Hagan

Estimating the effective sample size (ESS) of a prior distribution is an age-old yet pivotal challenge, with great implications for clinical trials and various biomedical applications. Although numerous endeavors have been dedicated to this…

Methodology · Statistics 2025-07-23 Han Wang , Yan Dora Zhang , Guosheng Yin

The effective sample size (ESS) measures the informational value of a probability distribution in terms of an equivalent number of study participants. The ESS plays a crucial role in estimating the Expected Value of Sample Information…

Methodology · Statistics 2024-01-31 Linke Li , Hawre Jalal , Anna Heath

Randomized controlled trials (RCTs) often suffer from limited inferential efficiency in estimating treatment effects due to their small sample sizes. In recent years, incorporating external controls (ECs) has gained increasing attention as…

Methodology · Statistics 2026-04-16 Qinwei Yang , Jingyi Li , Peng Wu , Shu Yang

The effective sample size (ESS) is widely used in sample-based simulation methods for assessing the quality of a Monte Carlo approximation of a given distribution and of related integrals. In this paper, we revisit the approximation of the…

Computation · Statistics 2022-04-14 Víctor Elvira , Luca Martino , Christian P. Robert

Randomized controlled trials (RCTs) often exhibit limited inferential efficiency in estimating treatment effects due to small sample sizes. In recent years, the combination of external controls has gained increasing attention as a means of…

Methodology · Statistics 2025-10-06 Qinwei Yang , Jingyi Li , Peng Wu

With the advancement of precision medicine there is an increasing need for design and analysis methods in clinical trials with the objective of investigating effect heterogeneity and estimating subgroup effects. As this requires precise…

Methodology · Statistics 2026-03-12 Shirin Golchi , Satoshi Morita

We consider a Bayesian framework for estimating the sample size of a clinical trial. The new approach, called BESS, is built upon three pillars: Sample size of the trial, Evidence from the observed data, and Confidence of the final decision…

Methodology · Statistics 2026-01-21 Dehua Bi , Yuan Ji

There is growing interest in Bayesian clinical trial designs with informative prior distributions, e.g. for extrapolation of adult data to pediatrics, or use of external controls. While the classical type I error is commonly used to…

Methodology · Statistics 2023-09-06 Nicky Best , Maxine Ajimi , Beat Neuenschwander , Gaelle Saint-Hilary , Simon Wandel

The need to develop a general framework for architecture analysis is becoming increasingly important, given the expanding design space of sequence models. To this end, we draw insights from classical signal processing and control theory, to…

We distinguish two questions (i) how much information does the prior contain? and (ii) what is the effect of the prior? Several measures have been proposed for quantifying effective prior sample size, for example Clarke [1996] and Morita et…

Methodology · Statistics 2020-01-30 David E Jones , Robert N Trangucci , Yang Chen

In the Bayesian approach to structure learning of graphical models, the equivalent sample size (ESS) in the Dirichlet prior over the model parameters was recently shown to have an important effect on the maximum-a-posteriori estimate of the…

Machine Learning · Computer Science 2012-06-18 Harald Steck

External controls (ECs) from historical trials or real-world data have gained increasing attention as a way to augment hybrid and single-arm trials, especially when balanced randomization is infeasible. While most existing work has focused…

Methodology · Statistics 2025-12-15 Yujing Gao , Xiang Zhang , Shu Yang

The Effective Sample Size (ESS) is an important measure of efficiency of Monte Carlo methods such as Markov Chain Monte Carlo (MCMC) and Importance Sampling (IS) techniques. In the IS context, an approximation $\widehat{ESS}$ of the…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , F. Louzada

High-dimensional Bayesian procedures often exhibit behavior that is effectively low dimensional, even when the ambient parameter space is large or infinite-dimensional. This phenomenon underlies the success of shrinkage priors,…

Statistics Theory · Mathematics 2025-12-30 Sayantan Banerjee

Extrapolating treatment effects from related studies is a promising strategy for designing and analyzing clinical trials in situations where achieving an adequate sample size is challenging. Bayesian methods are well-suited for this…

Methodology · Statistics 2025-11-25 Tristan Fauvel , Julien Tanniou , Pascal Godbillot , Marie Génin , Billy Amzal

Externally controlled trials (ECTs) are increasingly used when randomized controls are infeasible, unethical, or insufficient, including applications in rare diseases, oncology, pediatrics, and post-approval effectiveness research. Although…

The selection of the assumed effect size (AES) critically determines the duration of an experiment, and hence its accuracy and efficiency. Traditionally, experimenters determine AES based on domain knowledge. However, this method becomes…

Machine Learning · Computer Science 2025-04-15 Yu Liu , Runzhe Wan , James McQueen , Doug Hains , Jinxiang Gu , Rui Song

We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert assessments -- whose external validity is uncertain. Each…

Econometrics · Economics 2026-03-24 Frederico Finan , Demian Pouzo

Across the empirical sciences, few statistical procedures rival the popularity of the frequentist t-test. In contrast, the Bayesian versions of the t-test have languished in obscurity. In recent years, however, the theoretical and practical…

Methodology · Statistics 2018-12-17 Quentin F. Gronau , Alexander Ly , Eric-Jan Wagenmakers
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