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We study how to combine p-values and e-values, and design multiple testing procedures where both p-values and e-values are available for every hypothesis. Our results provide a new perspective on multiple testing with data-driven weights:…

Methodology · Statistics 2023-07-19 Nikolaos Ignatiadis , Ruodu Wang , Aaditya Ramdas

Covariate adjustment aims to improve the statistical efficiency of randomized trials by incorporating information from baseline covariates. Popular methods for covariate adjustment include analysis of covariance for continuous endpoints and…

Methodology · Statistics 2025-05-09 Zhiwei Zhang , Ya Wang , Dong Xi

This paper discusses a counterpart of conformal prediction for e-values, conformal e-prediction. Conformal e-prediction is conceptually simpler and had been developed in the 1990s as a precursor of conformal prediction. When conformal…

Machine Learning · Computer Science 2025-05-20 Vladimir Vovk

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

E-values and E-processes (nonnegative supermartingales) provide anytime-valid evidence for sequential testing via Ville's inequality, yet their connection to Bayesian reasoning, representational structure, and computational feasibility are…

Statistics Theory · Mathematics 2026-03-11 Nicholas G. Polson , Vadim Sokolov , Daniel Zantedeschi

Numerous publications have now addressed the principles of designing, analyzing, and reporting the results of, stepped-wedge cluster randomized trials. In contrast, there is little research available pertaining to the design and analysis of…

Methodology · Statistics 2018-06-29 Michael Grayling , Adrian Mander , James Wason

Bayesian optimal experimental design (BOED) is a principled framework for making efficient use of limited experimental resources. Unfortunately, its applicability is hampered by the difficulty of obtaining accurate estimates of the expected…

Machine Learning · Statistics 2020-01-15 Adam Foster , Martin Jankowiak , Eli Bingham , Paul Horsfall , Yee Whye Teh , Tom Rainforth , Noah Goodman

We show that a class of optimized e-value combinations, arising from a standard construction of e-processes, remains valid even when the tuning parameter is optimized based on the data. This result holds for independent e-values, and, more…

Methodology · Statistics 2026-03-12 Jiahao Ming , Yi Shen , Ruodu Wang

In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…

Methodology · Statistics 2026-02-10 Evan T. R. Rosenman , Kristen B. Hunter

Significant evidence has become available that emphasizes the importance of personalization in medicine. In fact, it has become a common belief that personalized medicine is the future of medicine. The core of personalized medicine is the…

Methodology · Statistics 2020-04-30 Qiong Zhang , Amin Khademi , Yongjia Song

The question of how individual patient data from cohort studies or historical clinical trials can be leveraged for designing more powerful, or smaller yet equally powerful, clinical trials becomes increasingly important in the era of…

Methodology · Statistics 2022-09-01 Sandra Siegfried , Stephen Senn , Torsten Hothorn

The determination of the sample size required by a crossover trial typically depends on the specification of one or more variance components. Uncertainty about the value of these parameters at the design stage means that there is often a…

Methodology · Statistics 2018-03-28 Michael Grayling , Adrian Mander , James Wason

Delayed outcomes are ubiquitous in online experimentation. When such a temporal dimension is present, treatment influences not only the outcome value but also the outcome timing, which can move in opposite directions. Motivated by the…

Methodology · Statistics 2026-03-30 Michael Lindon , Nathan Kallus

Digital twins require high-quality data to achieve predictive capability, but time and resource limitations make efficient experiment design essential. Model-based design of experiments can address this challenge, especially when coupled…

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Balancing influential covariates is crucial for valid treatment comparisons in clinical studies. While covariate-adaptive randomization is commonly used to achieve balance, its performance can be inadequate when the number of baseline…

Methodology · Statistics 2024-12-30 Ziqing Guo , Yang Liu , Lucy Xia

E-variables are nonnegative random variables with expected value at most one under any distribution from a given null hypothesis. Every nonasymptotically valid test can be obtained by thresholding some e-variable. As such, e-variables arise…

Statistics Theory · Mathematics 2026-02-06 Martin Larsson , Aaditya Ramdas , Johannes Ruf

In recent years, real-world external controls have grown in popularity as a tool to empower randomized placebo-controlled trials, particularly in rare diseases or cases where balanced randomization is unethical or impractical. However, as…

Methodology · Statistics 2024-11-14 Chenyin Gao , Shu Yang , Mingyang Shan , Wenyu Ye , Ilya Lipkovich , Douglas Faries

This work provides performance guarantees for the greedy solution of experimental design problems. In particular, it focuses on A- and E-optimal designs, for which typical guarantees do not apply since the mean-square error and the maximum…

Machine Learning · Computer Science 2018-02-01 Luiz F. O. Chamon , Alejandro Ribeiro

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

Methodology · Statistics 2024-11-06 Michelle Leeberg , Xianghua Luo , Thomas A. Murray
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