In Adaptive Designs, N. Flournoy and W.F. Rosenberger, eds.,
IMS Lecture Notes--Monograph Series
25, 1995, pp. 223-237.
Exact Computational Analyses for
Adaptive Designs
Janis Hardwick
Statistics Department, University of Michigan
Quentin F. Stout
EECS Department, University of Michigan
Abstract:
We show how to compute optimal designs and exact analyses of
allocation rules for various sequential allocation problems.
The problems we have solved include parameter estimation in
an industrial scenario, and testing in a clinical trial.
Our computational approach incorporates backward induction,
dynamic programming, and a new technique of forward induction.
By utilizing efficient algorithms and careful implementation, we are
able to determine exact solutions to practical problems previously
approached only through simulation or approximation.
Keywords: constrained dynamic programming, forward induction,
backward induction, bayesian design, multiple objective criteria,
clinical trials
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Last modified: 3 Mar 1997 |