A randomly reinforced urn

DOI10.1016/J.JSPI.2005.08.009zbMath1090.62082OpenAlexW2087221920MaRDI QIDQ2492926

Anna Maria Paganoni, Piercesare Secchi, Pietro Muliere

Publication date: 9 June 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2005.08.009

zbMATH Keywords

reinforced processesurn schemesgambling theorysequential clinical trialstwo-armed bandit problemsasymptotic exchangeability

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Sequential statistical design (62L05)

Related Items (18)

Randomly Reinforced Urn Designs with Prespecified Allocations ⋮ More nonparametric Bayesian inference in applications ⋮ A functional equation whose unknown is \(\mathcal{P}([0,1)\) valued] ⋮ A numerical study for comparing two response-adaptive designs for continuous treatment effects ⋮ Asymptotic Results for a Generalized Pólya Urn with “Multi-Updating” and Applications to Clinical Trials ⋮ Statistical properties of two-color randomly reinforced urn design targeting fixed allocations ⋮ AN URN MODEL FOR CASCADING FAILURES ON A LATTICE ⋮ On a notion of partially conditionally identically distributed sequences ⋮ Asymptotic Properties of Multicolor Randomly Reinforced Pólya Urns ⋮ On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions ⋮ An urn model to construct an efficient test procedure for response adaptive designs ⋮ Central limit theorems for multicolor urns with dominated colors ⋮ Generalized Pólya urn Designs with Null Balance ⋮ Alarm systems and catastrophes from a diverse point of view ⋮ The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes. ⋮ Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn ⋮ A central limit theorem, and related results, for a two-color randomly reinforced urn ⋮ Infinite-color randomly reinforced urns with dominant colors

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