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Probability integral transforms (PITs) and empirical $p$-values are widely used to assess the calibration of predictive distributions. While exact PIT values are uniformly distributed under correct model specification, practical…

统计方法学 · 统计学 2026-05-18 Jakub Lis

Variance reduction is a family of powerful mechanisms for stochastic optimization that appears to be helpful in many machine learning tasks. It is based on estimating the exact gradient with some recursive sequences. Previously, many papers…

最优化与控制 · 数学 2025-11-07 Aleksandr Shestakov , Valery Parfenov , Aleksandr Beznosikov

We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…

统计方法学 · 统计学 2019-10-28 Stephen A. Lauer , Nicholas G. Reich , Laura B. Balzer

Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…

统计方法学 · 统计学 2026-05-27 Yi Liu , Huiman Barnhart , Sean O'Brien , Yuliya Lokhnygina , Roland A. Matsouaka

Matching and weighting methods for observational studies involve the choice of an estimand, the causal effect with reference to a specific target population. Commonly used estimands include the average treatment effect in the treated (ATT),…

统计方法学 · 统计学 2023-07-12 Noah Greifer , Elizabeth A. Stuart

We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to…

统计方法学 · 统计学 2025-10-28 Undral Byambadalai , Tomu Hirata , Tatsushi Oka , Shota Yasui

Estimation of the $\phi$-divergence between two unknown probability distributions using empirical data is a fundamental problem in information theory and statistical learning. We consider a multi-variate generalization of the data dependent…

概率论 · 数学 2018-01-04 Fengqiao Luo , Sanjay Mehrotra

The treatment allocation mechanism in a randomized clinical trial can be optimized by maximizing the nonparametric efficiency bound for a specific measure of treatment effect. Optimal treatment allocations which may or may not depend on…

统计方法学 · 统计学 2025-05-23 Wei Zhang , Zhiwei Zhang , Aiyi Liu

Comparative binary outcome data are of fundamental interest in statistics and are often pooled in meta-analyses. Here we examine the simplest case where for each study there are two patient groups and a binary event of interest, giving rise…

统计方法学 · 统计学 2018-06-12 Rose Baker , Dan Jackson

We study efficiency improvements in randomized experiments for estimating a vector of potential outcome means using regression adjustment (RA) when there are more than two treatment levels. We show that linear RA which estimates separate…

计量经济学 · 经济学 2025-01-13 Akanksha Negi , Jeffrey M. Wooldridge

In this paper, we propose a data-adaptive empirical likelihood-based approach for treatment effect estimation and inference, which overcomes the obstacle of the traditional empirical likelihood-based approaches in the high-dimensional…

统计方法学 · 统计学 2020-12-15 Wei Liang , Ying Yan

A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…

机器学习 · 计算机科学 2021-05-04 Tianyi Zhang , Ikko Yamane , Nan Lu , Masashi Sugiyama

Random allocation is essential for causal inference, but practical constraints often require assigning participants in clusters. They may be stratified pre-assignment, either of necessity or to reduce differences between treatment and…

统计方法学 · 统计学 2025-05-27 Xinhe Wang , Ben B. Hansen

For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a…

统计方法学 · 统计学 2020-11-12 Yanbo Xu , Divyat Mahajan , Liz Manrao , Amit Sharma , Emre Kiciman

Nonparametric covariate adjustment is considered for log-rank type tests of treatment effect with right-censored time-to-event data from clinical trials applying covariate-adaptive randomization. Our proposed covariate-adjusted log-rank…

统计方法学 · 统计学 2023-01-23 Ting Ye , Jun Shao , Yanyao Yi

Practitioners are interested in not only the average causal effect of the treatment on the outcome but also the underlying causal mechanism in the presence of an intermediate variable between the treatment and outcome. However, in many…

统计方法学 · 统计学 2016-02-04 Peng Ding , Jiannan Lu

Covariate adaptive randomization (CAR) procedures are extensively used to reduce the likelihood of covariate imbalances occurring in clinical trials. In literatures, a lot of CAR procedures have been proposed so that the specified…

统计理论 · 数学 2026-03-10 Zhang Li-Xin

Stratification in both the design and analysis of randomized clinical trials is common. Despite features in automated randomization systems to re-confirm the stratifying variables, incorrect values of these variables may be entered. These…

统计方法学 · 统计学 2023-07-24 Neal Thomas

The Win Ratio has gained significant traction in cardiovascular trials as a novel method for analyzing composite endpoints (Pocock and others, 2012). Compared with conventional approaches based on time to the first event, the Win Ratio…

统计方法学 · 统计学 2024-10-10 Baoshan Zhang , Yuan Wu

In this paper, we aim to compute numerical approximation integral by using an adaptive Monte Carlo algorithm. We propose a stratified sampling algorithm based on an iterative method which splits the strata following some quantities called…

数值分析 · 数学 2015-07-22 Toni Sayah