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Experimental design is crucial for inference where limitations in the data collection procedure are present due to cost or other restrictions. Optimal experimental designs determine parameters that in some appropriate sense make the data…

Machine Learning · Statistics 2016-03-11 Panagiotis Tsilifis , Roger G. Ghanem , Paris Hajali

We propose a new procedure named PASOA, for Bayesian experimental design, that performs sequential design optimization by simultaneously providing accurate estimates of successive posterior distributions for parameter inference. The…

Machine Learning · Statistics 2024-10-16 Jacopo Iollo , Christophe Heinkelé , Pierre Alliez , Florence Forbes

In the management of most chronic conditions characterized by the lack of universally effective treatments, adaptive treatment strategies (ATSs) have been growing in popularity as they offer a more individualized approach, and sequential…

Methodology · Statistics 2021-08-03 Armando Turchetta , Erica E. M. Moodie , David A. Stephens , Sylvie D. Lambert

We develop an empirical Bayes framework for experimental design that leverages information from prior related studies. When a researcher has access to estimates from previous studies on similar parameters, they can use empirical Bayes to…

Econometrics · Economics 2026-02-25 Zhiheng You

Optimization is becoming increasingly common in scientific and engineering domains. Oftentimes, these problems involve various levels of stochasticity or uncertainty in generating proposed solutions. Therefore, optimization in these…

Machine Learning · Statistics 2020-06-05 Peter D. Tonner , Daniel V. Samarov , A. Gilad Kusne

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

A platform trial is an innovative clinical trial design that uses a master protocol to evaluate multiple treatments, where patients are often assigned to different subsets of treatment arms based on individual characteristics, enrollment…

The construction of decision-theoretic Bayesian designs for realistically-complex nonlinear models is computationally challenging, as it requires the optimization of analytically intractable expected utility functions over high-dimensional…

Methodology · Statistics 2016-07-01 Antony Overstall , David Woods

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 development of a new diagnostic test ideally follows a sequence of stages which, amongst other aims, evaluate technical performance. This includes an analytical validity study, a diagnostic accuracy study and an interventional clinical…

There is increasing interest in flexible parametric models for the analysis of time-to-event data, yet Bayesian approaches that offer incorporation of prior knowledge remain underused. A flexible Bayesian parametric model has recently been…

This paper considers the optimal adaptive allocation of measurement effort for identifying the best among a finite set of options or designs. An experimenter sequentially chooses designs to measure and observes noisy signals of their…

Machine Learning · Computer Science 2018-06-11 Daniel Russo

We propose a novel approach to Bayesian analysis that is provably robust to outliers in the data and often has computational advantages over standard methods. Our technique is based on splitting the data into non-overlapping subgroups,…

Statistics Theory · Mathematics 2016-06-03 Stanislav Minsker , Sanvesh Srivastava , Lizhen Lin , David B. Dunson

Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…

Applications · Statistics 2026-01-29 Hoiyi Ng , Guido Imbens

The widespread adoption of online randomized controlled experiments (A/B Tests) for decision-making has created ongoing capacity constraints which necessitate interim analyses. As a consequence, platform users are increasingly motivated to…

Applications · Statistics 2025-11-11 Abbas Zaidi , Rina Friedberg , Samir Khan , Yao-Yang Leow , Maulik Soneji , Houssam Nassif , Richard Mudd

Background. Designing trials to reduce treatment duration is important in several therapeutic areas, including TB and antibiotics. We recently proposed a new randomised trial design to overcome some of the limitations of standard two-arm…

In recent years, basket trials, which allow the evaluation of an experimental therapy across multiple tumor types within a single protocol, have gained prominence in early-phase oncology development. Unlike traditional trials, which…

Applications · Statistics 2025-07-18 Haiming Zhou , Rex Shen , Sutan Wu , Philip He

This article discusses D-optimal Bayesian crossover designs for generalized linear models. Crossover trials with t treatments and p periods, for $t <= p$, are considered. The designs proposed in this paper minimize the log determinant of…

Computation · Statistics 2018-08-16 Satya Prakash Singh , Siuli Mukhopadhyay

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra
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