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Given the cost and duration of phase III and phase IV clinical trials, the development of statistical methods for go/no-go decisions is vital. In this paper, we introduce a Bayesian methodology to compute the probability of success based on…

Methodology · Statistics 2020-10-27 Ethan M. Alt , Matthew A. Psioda , Joseph G. Ibrahim

We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a biascorrected adjustment of within-sample error. We focus on…

Methodology · Statistics 2013-07-24 Andrew Gelman , Jessica Hwang , Aki Vehtari

Background: The Expected Value of Sample Information (EVSI) determines the economic value of any future study with a specific design aimed at reducing uncertainty in a health economic model. This has potential as a tool for trial design;…

Methodology · Statistics 2018-04-26 Anna Heath , Ioanna Manolopoulou , Gianluca Baio

In oncology, phase II studies are crucial for clinical development plans as such studies identify potent agents with sufficient activity to continue development in the subsequent phase III trials. Traditionally, phase II studies are…

Methodology · Statistics 2023-08-08 Takuya Yoshimoto , Satoru Shinoda , Kouji Yamamoto , Kouji Tahata

Sample size criteria are often expressed in terms of the concentration of the posterior density, as controlled by some sort of error bound. Since this is done pre-experimentally, one can regard the posterior density as a function of the…

Statistics Theory · Mathematics 2007-06-13 B. Clarke , Ao Yuan

Simulation offers a simple and flexible way to estimate the power of a clinical trial when analytic formulae are not available. The computational burden of using simulation has, however, restricted its application to only the simplest of…

Determining the best model or models for a particular data set, a process known as Bayesian model comparison, is a critical part of probabilistic inference. Typically, this process assumes a fixed model-space (that is, a fixed set of…

Quantitative Methods · Quantitative Biology 2019-01-08 Thomas HB FitzGerald , Dorothea Hammerer , Thomas D Sambrook , Will D Penny

We study optimal sample allocation between treatment and control groups under Bayesian linear models. We derive an analytic expression for the Bayes risk, which depends jointly on sample size and covariate mean balance across groups. Under…

Statistics Theory · Mathematics 2025-09-03 André A. F. Fumis , Victor Fossaluza , Rafael B. Stern

The Bayesian approach provides powerful methods for variable selection. The ability to incorporate sparsity through prior beliefs and account for parameter uncertainty allows Bayesian variable selection to consistently identify which of the…

Methodology · Statistics 2026-03-05 Beniamino Hadj-Amar , Jack Jewson

Over the last few decades, various methods have been proposed for estimating prediction intervals in regression settings, including Bayesian methods, ensemble methods, direct interval estimation methods and conformal prediction methods. An…

Machine Learning · Statistics 2024-04-02 Nicolas Dewolf , Bernard De Baets , Willem Waegeman

The probabilities of causation are commonly used to solve decision-making problems. Tian and Pearl derived sharp bounds for the probability of necessity and sufficiency (PNS), the probability of sufficiency (PS), and the probability of…

Artificial Intelligence · Computer Science 2022-10-12 Ang Li , Ruirui Mao , Judea Pearl

Clinical researchers often select among and evaluate risk prediction models using standard machine learning metrics based on confusion matrices. However, if these models are used to allocate interventions to patients, standard metrics…

Machine Learning · Statistics 2020-06-03 Alejandro Schuler , Aashish Bhardwaj , Vincent Liu

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Most of the regularization methods such as the LASSO have one (or more) regularization parameter(s), and to select the value of the regularization parameter is essentially equal to select a model. Thus, to obtain a model suitable for the…

Methodology · Statistics 2025-11-07 Sumito Kurata , Kei Hirose

We propose and evaluate two methods that validate the computation of Bayes factors: one based on an improved variant of simulation-based calibration checking (SBC) and one based on calibration metrics for binary predictions. We show that in…

Methodology · Statistics 2026-03-18 Martin Modrák , Sebastian Stroppel , Paul-Christian Bürkner

Bayesian optimality criteria provide a robust design strategy to parameter misspecification. We develop an approximate design theory for Bayesian $D$-optimality for non-linear regression models with covariates subject to measurement errors.…

Methodology · Statistics 2016-05-16 Maria Konstantinou , Holger Dette

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal…

Methodology · Statistics 2013-10-21 George Karabatsos , Elizabeth Talbott , Stephen G. Walker

We give a finite-sample analysis of predictive inference procedures after model selection in regression with random design. The analysis is focused on a statistically challenging scenario where the number of potentially important…

Statistics Theory · Mathematics 2009-08-26 Hannes Leeb

In this work, a Bayesian model calibration framework is presented that utilizes goal-oriented a-posterior error estimates in quantities of interest (QoIs) for classes of high-fidelity models characterized by PDEs. It is shown that for a…

Numerical Analysis · Mathematics 2022-09-28 Prashant K. Jha , J. Tinsley Oden

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik
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