Results 1 to 10 of about 107 (63)
Asymptotic optimality of sequential designs for estimation [PDF]
International Journal of Mathematics and Mathematical Sciences, Volume 18, Issue 1, Page 147-150, 1995., 1995 This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means with squared error loss. Introducing independent conjugate priors, a batch sequential procedure is proposed and compared with the optimal.
Kamel Rekab
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Asymptotic Optimality of Experimental Designs in Estimating a Product of Means [PDF]
International Journal of Stochastic Analysis, Volume 3, Issue 1, Page 15-25, 1990., 1990 In nonlinear estimation problems with linear models, one difficulty in obtaining optimal designs is their dependence on the true value of the unknown parameters.
Rekab, Kamel
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A Proof of the Bomber Problem's Spend-It-All Conjecture [PDF]
, 2010 The Bomber Problem concerns optimal sequential allocation of partially effective ammunition $x$ while under attack from enemies arriving according to a Poisson process over a time interval of length $t$.
Bartroff, Jay
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Exact properties of Efron's biased coin randomization procedure [PDF]
, 2010 Efron [Biometrika 58 (1971) 403--417] developed a restricted randomization procedure to promote balance between two treatment groups in a sequential clinical trial. He called this the biased coin design. He also introduced the concept of accidental bias,
Markaryan, Tigran +1 more
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, 2015 Motivated by practical applications, chiefly clinical trials, we study the regret achievable for stochastic bandits under the constraint that the employed policy must split trials into a small number of batches.
Chassang, Sylvain +3 more
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International Journal of Stochastic Analysis, Volume 4, Issue 4, Page 357-361, 1991., 1991 The problem of designing an experiment to estimate the product of the means of two normal populations is considered. A Bayesian approach is adopted in which the product of the means is estimated by its posterior mean. A fully sequential design is proposed and shown to be asymptotically optimal.
Kamel Rekab
wiley +1 more source
Asymptotic theorems of sequential estimation-adjusted urn models [PDF]
, 2006 The Generalized P\'{o}lya Urn (GPU) is a popular urn model which is widely used in many disciplines. In particular, it is extensively used in treatment allocation schemes in clinical trials.
Cheung, Siu Hung +2 more
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On Optimal Allocation of a Continuous Resource Using an Iterative Approach and Total Positivity [PDF]
, 2010 We study a class of optimal allocation problems, including the well-known Bomber Problem, with the following common probabilistic structure. An aircraft equipped with an amount~$x$ of ammunition is intercepted by enemy airplanes arriving according to a ...
Bartroff, Jay +3 more
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Sequential monitoring with conditional randomization tests
, 2012 Sequential monitoring in clinical trials is often employed to allow for early stopping and other interim decisions, while maintaining the type I error rate.
Plamadeala, Victoria +1 more
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, 2009 Computerized adaptive testing is becoming increasingly popular due to advancement of modern computer technology. It differs from the conventional standardized testing in that the selection of test items is tailored to individual examinee's ability level.
Chang, Hua-Hua, Ying, Zhiliang
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