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In many scientific and engineering domains, physical experiments are often costly, non-replicable, or time-consuming. The Kennedy and O'Hagan (KOH) model framework has become a widely used approach for combining simulator runs with limited…

Computation · Statistics 2026-03-18 Hao Zhu , Markus Hainy

Platform trials evaluate multiple experimental treatments against a common control group (and/or against each other), which often reduces the trial duration and sample size. Bayesian platform designs offer several practical advantages,…

Methodology · Statistics 2025-07-18 Luke Hagar , Lara Maleyeff , Shirin Golchi , Dick Menzies

High-dimensional data are crucial in biomedical research. Integrating such data from multiple studies is a critical process that relies on the choice of advanced statistical models, enhancing statistical power, reproducibility, and…

Applications · Statistics 2025-06-24 Mavis Liang , Blake Hansen , Alejandra Avalos-Pacheco , Roberta De Vito

The Win Ratio has gained significant traction in cardiovascular trials as a novel method for analyzing composite endpoints (Pocock and others, 2012). Compared with conventional approaches based on time to the first event, the Win Ratio…

Methodology · Statistics 2024-10-10 Baoshan Zhang , Yuan Wu

Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or…

Methodology · Statistics 2024-10-21 Fabio Vieira , Hongwei Zhao , Joris Mulder

The quality of a Bayes factor crucially depends on the number of regressors, the sample size and the prior on the regression parameters, and hence it has to be established in a case-by-case basis. In this paper we analyze the consistency of…

Statistics Theory · Mathematics 2025-05-20 Elías Moreno , J. J. Serrano-Pérez , F. Torres-Ruiz

Determining an appropriate sample size is a critical element of study design, and the method used to determine it should be consistent with the planned analysis. When the planned analysis involves Bayes factor hypothesis testing, the sample…

Methodology · Statistics 2024-11-14 Samuel Pawel , Leonhard Held

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Methodology · Statistics 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

This paper reviews recent developments in statistical structure learning; namely, Bayesian model reduction. Bayesian model reduction is a method for rapidly computing the evidence and parameters of probabilistic models that differ only in…

Methodology · Statistics 2019-10-15 Karl Friston , Thomas Parr , Peter Zeidman

This paper considers the problem of model selection within the context of finite element model updating. Given that a number of FEM updating models, with different updating parameters, can be designed, this paper proposes using the Bayesian…

Computation · Statistics 2008-10-16 Linda Mthembu , Tshilidzi Marwala , Michael I. Friswell , Sondipon Adhikari

Bayes factor, defined as the ratio of the marginal likelihood functions of two competing models, is the natural Bayesian procedure for model selection. Marginal likelihoods are usually computationally demanding and complex. This scenario is…

Methodology · Statistics 2022-09-09 Gabriel Calvo , Carmen Armero , Luigi Spezia , Maria Grazia Pennino

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount…

Methodology · Statistics 2021-03-30 Michele Zemplenyi , Jeffrey W. Miller

Understanding functional response within a predator-prey dynamic is a cornerstone for many quantitative ecological studies. Over the past 60 years, the methodology for modelling functional response has gradually transitioned from the…

Applications · Statistics 2020-04-29 Hayden Moffat , Markus Hainy , Nikos E. Papanikolaou , Christopher Drovandi

Bayesian Optimization aims at optimizing an unknown non-convex/concave function that is costly to evaluate. We are interested in application scenarios where concurrent function evaluations are possible. Under such a setting, BO could choose…

Artificial Intelligence · Computer Science 2012-05-02 Javad Azimi , Ali Jalali , Xiaoli Fern

Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…

Applications · Statistics 2020-05-08 Vitor G. C. da Silva , Kelly C. M. Gonçalves , João B. M. Pereira

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

Group sequential designs (GSDs) are widely used in confirmatory trials to allow interim monitoring while preserving control of the type I error rate. In the frequentist framework, O'Brien-Fleming-type stopping boundaries dominate practice…

Methodology · Statistics 2026-01-16 Zhangyi He , Feng Yu , Suzie Cro , Laurent Billot

Design of experiments has traditionally relied on the frequentist hypothesis testing framework where the optimal size of the experiment is specified as the minimum sample size that guarantees a required level of power. Sample size…

Methodology · Statistics 2025-08-07 Shirin Golchi , Luke Hagar

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

Methodology · Statistics 2021-03-15 J. Mulder , H. Hoijtink , X. Gu