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We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

The doubly robust (DR) estimator, which consists of two nuisance parameters, the conditional mean outcome and the logging policy (the probability of choosing an action), is crucial in causal inference. This paper proposes a DR estimator for…

Machine Learning · Computer Science 2021-06-22 Masahiro Kato , Shota Yasui , Kenichiro McAlinn

Computer experiments with quantitative and qualitative inputs are widely used to study many scientific and engineering processes. Much of the existing work has focused on design and modeling or process optimization for such experiments.…

Methodology · Statistics 2025-04-30 A. Shahrokhian , X. Deng , C. D. Lin , P. Ranjan , L. Xu

Estimating heterogeneous treatment effects has become increasingly important in many fields and life and death decisions are now based on these estimates: for example, selecting a personalized course of medical treatment. Recently, a…

Methodology · Statistics 2019-04-01 Sören R. Künzel , Simon J. S. Walter , Jasjeet S. Sekhon

Adaptive importance sampling (AIS) algorithms are a rising methodology in signal processing, statistics, and machine learning. An effective adaptation of the proposals is key for the success of AIS. Recent works have shown that gradient…

Computation · Statistics 2025-03-27 Víctor Elvira , Émilie Chouzenoux , O. Deniz Akyildiz

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

In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional…

Statistics Theory · Mathematics 2026-04-28 Dogyoon Song

Due to ethical and economical reasons, sequential single-arm trial designs are used for assessing the therapeutic efficacy of new treatments in phase II trials. Simon's 2-stage design and Lan-DeMets' $\alpha$-spending function method with…

Methodology · Statistics 2023-03-31 Tasuku Inao , Isao Yokota

In randomized controlled trials, forest plots are frequently used to investigate the homogeneity of treatment effect estimates in subgroups. However, the interpretation of subgroup-specific treatment effect estimates requires great care due…

Methodology · Statistics 2024-07-17 Marcel Wolbers , Mar Vázquez Rabuñal , Ke Li , Kaspar Rufibach , Daniel Sabanés Bové

The difference-in-differences (DiD) design is a quasi-experimental method for estimating treatment effects. In staggered DiD with multiple treatment groups and periods, estimation based on the two-way fixed effects model yields negative…

Methodology · Statistics 2026-03-05 Yuhao Deng , Le Kang

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…

Methodology · Statistics 2024-01-09 Rik Ghosh , Bibhas Chakraborty , Inbal Nahum-Shani , Megan E. Patrick , Palash Ghosh

Targeted therapies on the basis of genomic aberrations analysis of the tumor have shown promising results in cancer prognosis and treatment. Regardless of tumor type, trials that match patients to targeted therapies for their particular…

Applications · Statistics 2018-04-18 Yanxun Xu , Peter Mueller , Apostolia M Tsimberidou , Donald Berry

This paper investigates the use of stratified sampling as a variance reduction technique for approximating integrals over large dimensional spaces. The accuracy of this method critically depends on the choice of the space partition, the…

Probability · Mathematics 2009-09-15 Pierre Etoré , Gersende Fort , Benjamin Jourdain , Eric Moulines

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2022-08-08 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…

Methodology · Statistics 2018-10-24 Clement de Chaisemartin , Luc Behaghel

This paper constructs improved estimators of the means in the Gaussian saturated one-way layout with an ordinal factor. The least squares estimator for the mean vector in this saturated model is usually inadmissible. The hybrid shrinkage…

Statistics Theory · Mathematics 2007-06-13 Rudolf Beran

The majority of response-adaptive randomisation (RAR) designs in the literature rely on efficacy data to guide dynamic patient allocation. However, their applicability becomes limited in settings where efficacy outcomes, such as survival,…

Methodology · Statistics 2026-02-23 Maria Vittoria Chiaruttini , Lukas Pin , Sofia S. Villar

We address the computational efficiency in solving the A-optimal Bayesian design of experiments problems for which the observational map is based on partial differential equations and, consequently, is computationally expensive to evaluate.…

Numerical Analysis · Mathematics 2023-08-14 Vinh Hoang , Luis Espath , Sebastian Krumscheid , Raúl Tempone

The recently published ICH E9 addendum on estimands in clinical trials provides a framework for precisely defining the treatment effect that is to be estimated, but says little about estimation methods. Here we report analyses of a clinical…

Applications · Statistics 2023-09-25 Camila Olarte Parra , Rhian M. Daniel , David Wright , Jonathan W. Bartlett

Two commonly used methods for improving precision and power in clinical trials are stratified randomization and covariate adjustment. However, many trials do not fully capitalize on the combined precision gains from these two methods, which…

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