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Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…

机器学习 · 计算机科学 2022-06-20 Tom Blau , Edwin V. Bonilla , Iadine Chades , Amir Dezfouli

Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…

机器学习 · 计算机科学 2026-01-23 Natasha Trinkle , Huong Ha , Jeffrey Chan

Three critical issues for causal inference that often occur in modern, complicated experiments are interference, treatment nonadherence, and missing outcomes. A great deal of research efforts has been dedicated to developing causal…

统计方法学 · 统计学 2023-04-06 Yuki Ohnishi , Arman Sabbaghi

We consider the problem of inference in shift-share research designs. The choice between existing approaches that allow for unrestricted spatial correlation involves tradeoffs, varying in terms of their validity when there are relatively…

计量经济学 · 经济学 2022-06-03 Luis Alvarez , Bruno Ferman , Raoni Oliveira

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

计量经济学 · 经济学 2020-08-17 Michael Zimmert

When conducting a paired $2\times2$ crossover design, each subject is paired with another subject with similar characteristics. The pair is then randomized to the same sequence of two treatments. That is, the two subjects receive the first…

统计理论 · 数学 2008-12-18 Laura J. Simon , Vernon M. Chinchilli

Designing sustainable medical devices requires balancing environmental, economic, and social demands, yet trade-offs across these pillars are difficult to identify using manual assessment alone. Current methods depend heavily on expert…

物理与社会 · 物理学 2025-12-16 Apala Chakrabarti

This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…

统计力学 · 物理学 2025-01-09 Michele Vodret , Cristiano Pacini , Christian Bongiorno

Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…

机器学习 · 计算机科学 2025-03-25 Xubo Yue , Raed Al Kontar , Albert S. Berahas , Yang Liu , Blake N. Johnson

Machine learning models nowadays play a crucial role for many applications in business and industry. However, models only start adding value as soon as they are deployed into production. One challenge of deployed models is the effect of…

机器学习 · 计算机科学 2020-11-06 Lucas Baier , Vincent Kellner , Niklas Kühl , Gerhard Satzger

Cross-validation is a common method for estimating the predictive performance of machine learning models. In a data-scarce regime, where one typically wishes to maximize the number of instances used for training the model, an approach…

统计方法学 · 统计学 2025-03-25 George I. Austin , Itsik Pe'er , Tal Korem

The bias-variance trade-off is a central concept in supervised learning. In classical statistics, increasing the complexity of a model (e.g., number of parameters) reduces bias but also increases variance. Until recently, it was commonly…

机器学习 · 统计学 2022-03-25 Jason W. Rocks , Pankaj Mehta

Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…

统计理论 · 数学 2024-01-18 Nabarun Deb , Debarghya Mukherjee

This paper shows how to use a randomized saturation experimental design to identify and estimate causal effects in the presence of spillovers--one person's treatment may affect another's outcome--and one-sided non-compliance--subjects can…

Clinical trials are an integral component of medical research. Trials require careful design to, for example, maintain the safety of participants, use resources efficiently and allow clinically meaningful conclusions to be drawn. Adaptive…

统计方法学 · 统计学 2025-07-17 James M. McGree , Antony M. Overstall , Mark Jones , Robert K. Mahar

Interim analyses are vital in clinical trials for early decision-making. While frequentist implications are well-established, the consequences of repeated Bayesian interim monitoring for efficacy, specifically regarding multiplicity, remain…

统计方法学 · 统计学 2025-12-30 Suyu Liu , Beibei Guo , Laura Thompson , Lei Nie , Ying Yuan

In model serving, having one fixed model during the entire often life-long inference process is usually detrimental to model performance, as data distribution evolves over time, resulting in lack of reliability of the model trained on…

人工智能 · 计算机科学 2020-12-16 Yiming Xu , Diego Klabjan

Global feature effects such as partial dependence (PD) and accumulated local effects (ALE) plots are widely used to interpret black-box models. However, they are only estimates of true underlying effects, and their reliability depends on…

机器学习 · 统计学 2026-03-18 Timo Heiß , Coco Bögel , Bernd Bischl , Giuseppe Casalicchio

Matching mechanisms play a central role in operations management across diverse fields including education, healthcare, and online platforms. However, experimentally comparing a new matching algorithm against a status quo presents some…

统计方法学 · 统计学 2026-01-30 Chonghuan Wang

We present a new experimental design procedure that divides a set of experimental units into two groups in order to minimize error in estimating an additive treatment effect. One concern is minimizing error at the experimental design stage…

统计方法学 · 统计学 2021-02-02 Abba M. Krieger , David Azriel , Adam Kapelner