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To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…

Methodology · Statistics 2025-03-17 Luke Hagar , Nathaniel T. Stevens

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…

Statistics Theory · Mathematics 2023-05-03 David Azriel

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide…

Machine Learning · Computer Science 2024-07-31 Chao Qin , Daniel Russo

Prior information is often incorporated informally when planning a clinical trial. Here, we present an approach on how to incorporate prior information, such as data from historical clinical trials, into the nuisance parameter based sample…

Applications · Statistics 2019-03-08 Tobias Mütze , Heinz Schmidli , Tim Friede

Micro-randomized trials (MRTs) are widely used to assess the marginal and moderated effect of mobile health (mHealth) treatments delivered via mobile devices. In many applications, the mHealth treatments are categorical with multiple levels…

Methodology · Statistics 2025-04-23 Jeremy Lin , Tianchen Qian

A/B testing is gaining attention in the automotive sector as a promising tool to measure causal effects from software changes. Different from the web-facing businesses, where A/B testing has been well-established, the automotive domain…

Software Engineering · Computer Science 2021-11-12 Yuchu Liu , David Issa Mattos , Jan Bosch , Helena Holmström Olsson , Jonn Lantz

We use the lens of weak signal asymptotics to study a class of sequentially randomized experiments, including those that arise in solving multi-armed bandit problems. In an experiment with $n$ time steps, we let the mean reward gaps between…

Statistics Theory · Mathematics 2023-06-26 Xu Kuang , Stefan Wager

When developing a clinical prediction model, the sample size of the development dataset is a key consideration. Small sample sizes lead to greater concerns of overfitting, instability, poor performance and lack of fairness. Previous…

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 observational studies, accurately characterizing variance is critical for sample size determination, yet unaccounted-for variability from propensity score estimation and the resulting weights limit the accuracy of standard variance…

Methodology · Statistics 2026-04-24 Taekwon Hong , Daeyoung Lim , Woojung Bae , Yong Ma

We consider a decision maker who faces a binary treatment choice when their welfare is only partially identified from data. We contribute to the literature by anchoring our finite-sample analysis on mean square regret, a decision criterion…

Econometrics · Economics 2023-10-11 Toru Kitagawa , Sokbae Lee , Chen Qiu

Restricting randomization in the design of experiments (e.g., using blocking/stratification, pair-wise matching, or rerandomization) can improve the treatment-control balance on important covariates and therefore improve the estimation of…

Econometrics · Economics 2020-11-02 Brian Quistorff , Gentry Johnson

Achieving sample efficiency in online episodic reinforcement learning (RL) requires optimally balancing exploration and exploitation. When it comes to a finite-horizon episodic Markov decision process with $S$ states, $A$ actions and…

Machine Learning · Computer Science 2022-10-18 Gen Li , Laixi Shi , Yuxin Chen , Yuejie Chi

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 analysis and planning methods for competing risks model have been described in the literatures in recent decades, and non-inferiority clinical trials are helpful in current pharmaceutical practice. Analytical methods for non-inferiority…

Applications · Statistics 2021-06-22 Dong Han , Zheng Chen , Yawen Hou

Observational studies are needed when experiments are not possible. Within study comparisons (WSC) compare observational and experimental estimates that test the same hypothesis using the same treatment group, outcome, and estimand.…

Research often necessitates of samples, yet obtaining large enough samples is not always possible. When it is, the researcher may use one of two methods for deciding upon the required sample size: rules-of-thumb, quick yet uncertain, and…

Methodology · Statistics 2016-04-08 Jose D. Perezgonzalez

I study the problem of a decision maker choosing a policy which allocates treatment to a heterogeneous population on the basis of experimental data that includes only a subset of possible treatment values. The effects of new treatments are…

Econometrics · Economics 2025-07-17 Samuel Higbee

A two-stage adaptive optimal design is an attractive option for increasing the efficiency of clinical trials. In these designs, based on interim data, the locally optimal dose is chosen for further exploration, which induces dependencies…

Methodology · Statistics 2019-05-24 Zhantao Lin , Nancy Flournoy , William F. Rosenberger

2-in-1 design (Chen et al. 2018) is becoming popular in oncology drug development, with the flexibility of using different endpoints at different decision time. Based on the observed interim data, sponsors choose either to seamlessly…

Methodology · Statistics 2024-04-15 Runjia Li , Liwen Wu , Rachael Liu , Jianchang Lin