Related papers: Sample Size Determination Under Selection Bias: Ro…
We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…
Aims: To propose a general sample size framework for developing or updating a clinical prediction model using any statistical or machine learning method, based on drawing samples from anticipated posterior distributions and targeting…
Statistical modeling can involve a tension between assumptions and statistical identification. The law of the observable data may not uniquely determine the value of a target parameter without invoking a key assumption, and, while…
Let $S$ be a finite set, and $X_1,\ldots,X_n$ an i.i.d. uniform sample from $S$. To estimate the size $|S|$, without further structure, one can wait for repeats and use the birthday problem. This requires a sample size of the order…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
Empirical research shows that individuals' responses to treatments vary along latent characteristics, such as innate ability or motivation. Therefore, a policymaker seeking to maximize welfare may consider designing policies based on…
Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…
Coalescent theory combined with statistical modeling allows us to estimate effective population size fluctuations from molecular sequences of individuals sampled from a population of interest. When sequences are sampled serially through…
The analysis of a truncated sample can be hindered by censoring. Survival information may be lost to follow-up or the birthdate may be missing. The data can still be modeled as a truncated point process and it is close to a Poisson process,…
The increasing interest in subpopulation analysis has led to the development of various new trial designs and analysis methods in the fields of personalized medicine and targeted therapies. In this paper, subpopulations are defined in terms…
Determining the sample size of an experiment can be challenging, even more so when incorporating external information via a prior distribution. Such information is increasingly used to reduce the size of the control group in randomized…
In this paper we have proposed an almost unbiased estimator using known value of some population parameter(s) with known population proportion of an auxiliary variable. A class of estimators is defined which includes [1], [2] and [3]…
Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…
Adaptivity is an important feature of data analysis---typically the choice of questions asked about a dataset depends on previous interactions with the same dataset. However, generalization error is typically bounded in a non-adaptive…
Data analyses typically rely upon assumptions about missingness mechanisms that lead to observed versus missing data. When the data are missing not at random, direct assumptions about the missingness mechanism, and indirect assumptions…
Incomplete U-statistics have been proposed to accelerate computation. They use only a subset of the subsamples required for kernel evaluations by complete U-statistics. This paper gives a finite sample bound in the style of Bernstein's…
Sample size derivation is a crucial element of the planning phase of any confirmatory trial. A sample size is typically derived based on constraints on the maximal acceptable type I error rate and a minimal desired power. Here, power…
When randomized ensembles such as bagging or random forests are used for binary classification, the prediction error of the ensemble tends to decrease and stabilize as the number of classifiers increases. However, the precise relationship…
The statistical decision theory pioneered by Wald (1950) has used state-dependent mean loss (risk) to measure the performance of statistical decision functions across potential samples. We think it evident that evaluation of performance…
Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…