On the almost sure convergence of adaptive allocation procedures

DOI10.3150/13-BEJ591zbMATH Open1320.62189arXiv1212.0637OpenAlexW3104964616MaRDI QIDQ2348729FDOQ2348729

Authors: Alessandro Baldi Antognini, Maroussa Zagoraiou 

Publication date: 15 June 2015

Published in: Bernoulli (Search for Journal in Brave)

Abstract: In this paper, we provide some general convergence results for adaptive designs for treatment comparison, both in the absence and presence of covariates. In particular, we demonstrate the almost sure convergence of the treatment allocation proportion for a vast class of adaptive procedures, also including designs that have not been formally investigated but mainly explored through simulations, such as Atkinson's optimum biased coin design, Pocock and Simon's minimization method and some of its generalizations. Even if the large majority of the proposals in the literature rely on continuous allocation rules, our results allow to prove via a unique mathematical framework the convergence of adaptive allocation methods based on both continuous and discontinuous randomization functions. Although several examples of earlier works are included in order to enhance the applicability, our approach provides substantial insight for future suggestions, especially in the absence of a prefixed target and for designs characterized by sequences of allocation rules.

Full work available at URL: https://arxiv.org/abs/1212.0637

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Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50) Sequential statistical design (62L05) Adaptive control/observation systems (93C40)

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• On asymptotic normality of certain linear rank statistics
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