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Sequential trial design is an important statistical approach to increase the efficiency of clinical trials. Bayesian sequential trial design relies primarily on conducting a Monte Carlo simulation under the hypotheses of interest and…

Methodology · Statistics 2025-12-01 Riko Kelter , Samuel Pawel

Structural reliability analysis is concerned with estimation of the probability of a critical event taking place, described by $P(g(\textbf{X}) \leq 0)$ for some $n$-dimensional random variable $\textbf{X}$ and some real-valued function…

Computation · Statistics 2021-04-13 Christian Agrell , Kristina Rognlien Dahl

Recently, methodology was presented to facilitate the incorporation of interim analyses in stepped-wedge (SW) cluster randomised trials (CRTs). Here, we extend this previous discussion. We detail how the stopping boundaries, allocation…

Methodology · Statistics 2018-03-28 Michael Grayling , David Robertson , James Wason , Adrian Mander

Bayesian Optimal Experimental Design (BOED) is a powerful tool to reduce the cost of running a sequence of experiments. When based on the Expected Information Gain (EIG), design optimization corresponds to the maximization of some…

Machine Learning · Statistics 2025-03-14 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

We consider Bayesian logistic regression models with group-structured covariates. In high-dimensional settings, it is often assumed that only small portion of groups are significant, thus consistent group selection is of significant…

Methodology · Statistics 2019-12-05 Kyoungjae Lee , Xuan Cao

The Ramsey sequence is a canonical example of a quantum phase measurement for a spin qubit. In Ramsey measurements, the measurement efficiency can be optimized through careful selection of settings for the phase accumulation time setting,…

Quantum Physics · Physics 2021-10-27 Robert D. McMichael , Sergey Dushenko , Sean M. Blakley

Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…

Statistics Theory · Mathematics 2017-03-27 Gregory Haber , Yaakov Malinovsky , Paul Albert

We propose a sequential design method aiming at the estimation of an extreme quantile based on a sample of dichotomic data corresponding to peaks over a given threshold. This study is motivated by an industrial challenge in material…

Methodology · Statistics 2020-04-06 Michel Broniatowski , Emilie Miranda

Adaptive sample size re-estimation, early stopping, and trial re-design at interim analyses can reduce expected sample sizes in randomised trials. Cluster randomised trials, in which groups of participants are randomly allocated to…

Methodology · Statistics 2026-03-09 Samuel I. Watson , James Martin

We consider sequential hypothesis testing based on observations which are received in groups of random size. The observations are assumed to be independent both within and between the groups. We assume that the group sizes are independent…

Methodology · Statistics 2021-10-11 Andrey Novikov , Xóchitl Itxel Popoca-Jiménez

It is crucial to design Phase II cancer clinical trials that balance the efficiency of treatment selection with clinical practicality. Sargent and Goldberg proposed a frequentist design that allow decision-making even when the primary…

Methodology · Statistics 2025-05-15 Moka Komaki , Satoru Shinoda , Haiyan Zheng , Kouji Yamamoto

In this paper, we propose a computer-oriented method of construction of optimal group sequential hypothesis tests with variable group sizes. In particular, for independent and identically distributed observations we obtain the form of…

Methodology · Statistics 2023-03-30 Andrey Novikov

In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…

Systems and Control · Computer Science 2014-07-22 T. Alamo , R. Tempo , A. Luque , D. R. Ramirez

We design a new myopic strategy for a wide class of sequential design of experiment (DOE) problems, where the goal is to collect data in order to to fulfil a certain problem specific goal. Our approach, Myopic Posterior Sampling (MPS), is…

We develop a method for the evaluation of extreme event statistics associated with nonlinear dynamical systems, using a small number of samples. From an initial dataset of design points, we formulate a sequential strategy that provides the…

Machine Learning · Computer Science 2022-06-08 Mustafa A. Mohamad , Themistoklis P. Sapsis

In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (2011) provide a powerful solution to this problem by the…

Methodology · Statistics 2026-01-23 Sebastian Arnold , Georgios Gavrilopoulos , Benedikt Schulz , Johanna Ziegel

In this study, we demonstrate a sequential experimental design for spectral measurements by active learning using parametric models as predictors. In spectral measurements, it is necessary to reduce the measurement time because of sample…

Machine Learning · Computer Science 2023-05-15 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Computation · Statistics 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

Scientific experiments are usually expensive due to complex experimental preparation and processing. Experimental design is therefore involved with the task of finding the optimal experimental input that results in the desirable output by…

Machine Learning · Statistics 2020-02-27 Cheng Li , Sunil Gupta , Santu Rana , Vu Nguyen , Antonio Robles-Kelly , Svetha Venkatesh

Count data and recurrent events in clinical trials, such as the number of lesions in magnetic resonance imaging in multiple sclerosis, the number of relapses in multiple sclerosis, the number of hospitalizations in heart failure, and the…

Applications · Statistics 2019-03-07 Tobias Mütze , Ekkehard Glimm , Heinz Schmidli , Tim Friede