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Some critical issues in adaptive experimental designs for treatment comparisons

Monday 6th July 2015 - 14:15 to 15:00
INI Seminar Room 1
The study of adaptive designs has received impetus over the past 20 years, mainly because of its potential in applications to clinical trials, and a large number of these designs is now available in the statistical and biomedical literature, starting from simple ones like Efron’s Biased Coin Design and Zelen’s Play-the-Winner, to the more sophisticated ones: D_A-optimum Biased Coin designs, Doubly-Adaptive designs, ERADE, Randomly Reinforced Urns, Reinforced Doubly-Adaptive Biased Coins, etc., not forgetting covariates (Covariate-Adjusted Response-Adaptive, Covariate-Adaptive Biased Coin, Covariate-adjusted Doubly-adaptive Biased Coin designs, etc.).

A complicating factor is that nowadays adaptive experiments are in general multipurpose: they try to simultaneously achieve inferential efficiency, bias avoidance, and utilitarian or ethical gains. Another is the very nature of an adaptive design, which is a random experiment that may or may not converge to a fixed treatment allocation.

This talk does not intend to be a survey of the existing literature, rather it is an effort to highlight potentially critical points: inference after an adaptive experiment, combined versus constrained optimization, speed of convergence to a desired target, possible misuse of simulations. Each of these points will be discussed with reference to one or more specific adaptive designs.

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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons