Related papers: A computational method for type I error rate contr…

When resources are scarce, an allocation policy is needed to decide who receives a resource. This problem occurs, for instance, when allocating scarce medical resources and is often solved using modern ML methods. This paper introduces…

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

Robust Markov Decision Processes (RMDPs) have received significant research interest, offering an alternative to standard Markov Decision Processes (MDPs) that often assume fixed transition probabilities. RMDPs address this by optimizing…

Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…

Dose selection is critical in pharmaceutical drug development, as it directly impacts therapeutic efficacy and patient safety of a drug. The Generalized Multiple Comparison Procedures and Modeling (MCP-Mod) approach is commonly used in…

Covariate-adaptive randomization is popular in clinical trials with sequentially arrived patients for balancing treatment assignments across prognostic factors which may have influence on the response. However, existing theory on tests for…

The paper investigates stochastic resource allocation problems with scarce, reusable resources and non-preemtive, time-dependent, interconnected tasks. This approach is a natural generalization of several standard resource management…

We study the problem of learning policies that maximize cumulative reward while satisfying safety constraints, even when the real environment differs from a simulator or nominal model. We focus on robust constrained Markov decision…

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Weighting the p-values is a well-established strategy that improves the power of multiple testing procedures while dealing with heterogeneous data. However, how to achieve this task in an optimal way is rarely considered in the literature.…

We study the Patient Assignment Scheduling (PAS) problem in a random environment that arises in the management of patient flow in the hospital systems, due to the stochastic nature of the arrivals as well as the Length of Stay distribution.…

Interval Markov Decision Processes (IMDPs) are finite-state uncertain Markov models, where the transition probabilities belong to intervals. Recently, there has been a surge of research on employing IMDPs as abstractions of stochastic…

We study the $(\varepsilon, \delta)$-PAC policy identification problem in finite-horizon episodic Markov Decision Processes. Existing approaches provide finite-time guarantees for approximate settings ($\varepsilon>0$) but suffer from high…

Improved procedures, in terms of smaller missed discovery rates (MDR), for performing multiple hypotheses testing with weak and strong control of the family-wise error rate (FWER) or the false discovery rate (FDR) are developed and studied.…

This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard…

In this paper we focus on comparative diagnostic trials which are frequently employed to compare two markers with continuous or ordinal results. We derive explicit expressions for the optimal sampling ratio based on a common variance…

In a sequential multiple-assignment randomized trial (SMART), a sequence of treatments is given to a patient over multiple stages. In each stage, randomization may be done to allocate patients to different treatment groups. Even though…

We present a model-free reinforcement learning algorithm to find an optimal policy for a finite-horizon Markov decision process while guaranteeing a desired lower bound on the probability of satisfying a signal temporal logic (STL)…

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…