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Adaptive Gaussian Process Search for Simulation-Based Sample Size Estimation in Clinical Prediction Models: Validation of the pmsims R Package

arXiv 2603.23688 ↗First posted 24 Mar 2026stat.CO stat.AP stat.MEcited by 0

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Abstract (arXiv)

Background: Determining an adequate sample size is essential for developing reliable and generalisable clinical prediction models, yet practical guidance on selecting appropriate methods remains limited. Existing analytical and simulation-based approaches often rely on restrictive assumptions and focus on mean-based criteria. We present and validate pmsims, an R package that uses Gaussian process surrogate modelling to provide a flexible and computationally efficient simulation-based framework for sample size determination across diverse prediction settings. Methods: We conducted a comprehensive simulation study with two aims. First, we compared three search engines implemented in pmsims: a Gaussian process-based adaptive method, a deterministic bisection method, and a hybrid approach, across binary, continuous, and survival outcomes. Second, we benchmarked the best-performing pmsims engine against existing analytical (pmsampsize) and simulation-based (samplesizedev) methods, evaluating recommended sample sizes, computational time, and achieved performance on large independent validation datasets. Results: The Gaussian process-based method consistently produced the most stable sample size estimates, particularly in low-signal, high-dimensional settings. In benchmarking, pmsims achieved performance close to prespecified targets across all outcome types, matching simulation-based approaches and outperforming analytical methods in more challenging scenarios. Conclusions: pmsims provides an efficient and flexible framework for principled sample size planning in clinical prediction modelling, requiring fewer model evaluations than non-adaptive simulation approaches.

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References · 8

  1. 2017Using simulation studies to evaluate statistical methodscited by 47
  2. 2022Minimum Sample Size for Developing a Multivariable Prediction Model using Multinomial Logistic Regressioncited by 2
  3. 2025A general sample size framework for developing or updating a clinical prediction modelcited by 2
  4. 2025The Root Finding Problem Revisited: Beyond the Robbins-Monro procedurecited by 2
  5. 2025Formalising Sample Size Calculations for the Development of Risk Prediction Models: The Importance of Accounting for Performance Variabilitycited by 2
  6. 2019Efficient and flexible simulation-based sample size determination for clinical trials with multiple design parameterscited by 1
  7. 2025Bayesian sample size calculations for external validation studies of risk prediction modelscited by 1
  8. 2026Sample Size Calculations for Developing Clinical Prediction Models: Overview and pmsims R packagecited by 1

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