Strategic decision points in experiments: A predictive Bayesian optional stopping method

Fuente: arXiv
Salvato in:
Dettagli Bibliografici
Autori principali: Yang, Xiaomi, Flannagan, Carol, Bärgman, Jonas
Natura: Preprint
Pubblicazione: 2025
Soggetti:
Accesso online:
Tags: Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
_version_ 1866915179117150208
author Yang, Xiaomi
Flannagan, Carol
Bärgman, Jonas
author_facet Yang, Xiaomi
Flannagan, Carol
Bärgman, Jonas
contents Sample size determination is crucial in experimental design, especially in traffic and transport research. Frequentist statistics require a fixed sample size determined by power analysis, which cannot be adjusted once the experiment starts. Bayesian sample size determination, with proper priors, offers an alternative. Bayesian optional stopping (BOS) allows experiments to stop when statistical targets are met. We introduce predictive Bayesian optional stopping (pBOS), combining BOS with Bayesian rehearsal simulations to predict future data and stop experiments if targets are unlikely to be met within resource constraints. We identified and corrected a bias in predictions using multiple linear regression. pBOS shows up to 118% better cost benefit than traditional BOS and is more efficient than frequentist methods. pBOS allows researchers to, under certain conditions, stop experiments when resources are insufficient or when enough data is collected, optimizing resource use and cost savings.
format Preprint
id arxiv_https___arxiv_org_abs_2503_00818
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Strategic decision points in experiments: A predictive Bayesian optional stopping method
Yang, Xiaomi
Flannagan, Carol
Bärgman, Jonas
Methodology
Applications
Sample size determination is crucial in experimental design, especially in traffic and transport research. Frequentist statistics require a fixed sample size determined by power analysis, which cannot be adjusted once the experiment starts. Bayesian sample size determination, with proper priors, offers an alternative. Bayesian optional stopping (BOS) allows experiments to stop when statistical targets are met. We introduce predictive Bayesian optional stopping (pBOS), combining BOS with Bayesian rehearsal simulations to predict future data and stop experiments if targets are unlikely to be met within resource constraints. We identified and corrected a bias in predictions using multiple linear regression. pBOS shows up to 118% better cost benefit than traditional BOS and is more efficient than frequentist methods. pBOS allows researchers to, under certain conditions, stop experiments when resources are insufficient or when enough data is collected, optimizing resource use and cost savings.
title Strategic decision points in experiments: A predictive Bayesian optional stopping method
topic Methodology
Applications
url https://arxiv.org/abs/2503.00818