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In the experimental design literature, Neyman allocation refers to the practice of allocating units into treated and control groups, potentially in unequal numbers proportional to their respective standard deviations, with the objective of…

Methodology · Statistics 2026-01-15 Jinglong Zhao

This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…

Information Theory · Computer Science 2018-01-08 Meik Dörpinghaus , Izaak Neri , Édgar Roldán , Heinrich Meyr , Frank Jülicher

We study the problem of estimating a continuous ability parameter from sequential binary responses by actively asking questions with varying difficulties, a setting that arises naturally in adaptive testing and online preference learning.…

Machine Learning · Statistics 2025-10-10 Sanghwa Kim , Dohyun Ahn , Seungki Min

Capital allocation principles are used in various contexts in which a risk capital or a cost of an aggregate position has to be allocated among its constituent parts. We study capital allocation principles in a performance measurement…

Risk Management · Quantitative Finance 2014-07-15 Eduard Kromer , Ludger Overbeck

Time-to-event outcomes are commonly used as primary endpoints in randomized clinical trials. Despite this, relatively little work incorporates baseline covariate information while also accounting for stratified randomization, a common form…

Methodology · Statistics 2026-05-01 Raphael C. Kim , Brian Gilbert , Ramin Zabih , Michele Santacatterina , Ivan Diaz

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

Approximate Bayesian computation (ABC) is one of the most popular "likelihood-free" methods. These methods have been applied in a wide range of fields by providing solutions to intractable likelihood problems in which exact Bayesian…

Methodology · Statistics 2025-04-08 Chaya Weerasinghe , David T. Frazier , Ruben Loaiza-Maya , Christopher Drovandi

Probabilistic modeling is fundamental to the statistical analysis of complex data. In addition to forming a coherent description of the data-generating process, probabilistic models enable parameter inference about given data sets. This…

Populations and Evolution · Quantitative Biology 2018-05-01 Branden J. Olson , Frederick A. Matsen

Adaptive experiments are becoming increasingly popular in real-world applications for effectively maximizing in-sample welfare and efficiency by data-driven sampling. Despite their growing prevalence, however, the statistical foundations…

Statistics Theory · Mathematics 2026-04-15 Ziang Niu , Zhimei Ren

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

Software Engineering · Computer Science 2025-10-08 Yu Zhu

In this paper, we have developed an approach to generate test data for path coverage based testing. The main challenge of this kind testing lies in its ability to build efficiently such a test suite in order to minimize the number of…

Software Engineering · Computer Science 2017-11-30 Esmaeel Nikravan , Farid Feyzi , Saeed Parsa

Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…

Statistics Theory · Mathematics 2022-07-08 Wei Ma , Yichen Qin , Yang Li , Feifang Hu

In this work, we introduce a new framework for active experimentation, the Prediction-Guided Active Experiment (PGAE), which leverages predictions from an existing machine learning model to guide sampling and experimentation. Specifically,…

Machine Learning · Statistics 2024-11-22 Ruicheng Ao , Hongyu Chen , David Simchi-Levi

This paper introduces a novel conformal selection procedure, inspired by the Neyman--Pearson paradigm, to maximize the power of selecting qualified units while maintaining false discovery rate (FDR) control. Existing conformal selection…

Methodology · Statistics 2025-02-25 Jing Qin , Yukun Liu , Moming Li , Chiung-Yu Huang

As a common step in refining their scientific inquiry, investigators are often interested in performing some screening of a collection of given statistical hypotheses. For example, they may wish to determine whether any one of several…

Methodology · Statistics 2022-03-04 Adam Elder , Marco Carone , Peter Gilbert , Alex Luedtke

System modeling is a classical approach to ensure their reliability since it is suitable both for a formal verification and for software testing techniques. In the context of model-based testing an approach combining random testing and…

Software Engineering · Computer Science 2018-06-14 Julien Bernard , Pierre-Cyrille Héam , Olga Kouchnarenko

We propose new, optimal methods for analyzing randomized trials, when it is suspected that treatment effects may differ in two predefined subpopulations. Such sub-populations could be defined by a biomarker or risk factor measured at…

Methodology · Statistics 2016-11-26 Michael Rosenblum , Han Liu , and En-Hsu Yen

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

Machine Learning · Computer Science 2016-04-01 Ian Dewancker , Michael McCourt , Scott Clark , Patrick Hayes , Alexandra Johnson , George Ke

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

Adaptive experiments, including efficient average treatment effect estimation and multi-armed bandit algorithms, have garnered attention in various applications, such as social experiments, clinical trials, and online advertisement…

Methodology · Statistics 2021-03-24 Masahiro Kato
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