10,059 research outputs found

    Efficient randomized-adaptive designs

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    Response-adaptive randomization has recently attracted a lot of attention in the literature. In this paper, we propose a new and simple family of response-adaptive randomization procedures that attain the Cramer--Rao lower bounds on the allocation variances for any allocation proportions, including optimal allocation proportions. The allocation probability functions of proposed procedures are discontinuous. The existing large sample theory for adaptive designs relies on Taylor expansions of the allocation probability functions, which do not apply to nondifferentiable cases. In the present paper, we study stopping times of stochastic processes to establish the asymptotic efficiency results. Furthermore, we demonstrate our proposal through examples, simulations and a discussion on the relationship with earlier works, including Efron's biased coin design.Comment: Published in at http://dx.doi.org/10.1214/08-AOS655 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Matching on-the-fly in Sequential Experiments for Higher Power and Efficiency

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    We propose a dynamic allocation procedure that increases power and efficiency when measuring an average treatment effect in sequential randomized trials. Subjects arrive iteratively and are either randomized or paired via a matching criterion to a previously randomized subject and administered the alternate treatment. We develop estimators for the average treatment effect that combine information from both the matched pairs and unmatched subjects as well as an exact test. Simulations illustrate the method's higher efficiency and power over competing allocation procedures in both controlled scenarios and historical experimental data.Comment: 20 pages, 1 algorithm, 2 figures, 8 table

    Handling Covariates in the Design of Clinical Trials

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    There has been a split in the statistics community about the need for taking covariates into account in the design phase of a clinical trial. There are many advocates of using stratification and covariate-adaptive randomization to promote balance on certain known covariates. However, balance does not always promote efficiency or ensure more patients are assigned to the better treatment. We describe these procedures, including model-based procedures, for incorporating covariates into the design of clinical trials, and give examples where balance, efficiency and ethical considerations may be in conflict. We advocate a new class of procedures, covariate-adjusted response-adaptive (CARA) randomization procedures that attempt to optimize both efficiency and ethical considerations, while maintaining randomization. We review all these procedures, present a few new simulation studies, and conclude with our philosophy.Comment: Published in at http://dx.doi.org/10.1214/08-STS269 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Multi-objective optimal designs in comparative clinical trials with covariates: The reinforced doubly adaptive biased coin design

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    The present paper deals with the problem of allocating patients to two competing treatments in the presence of covariates or prognostic factors in order to achieve a good trade-off among ethical concerns, inferential precision and randomness in the treatment allocations. In particular we suggest a multipurpose design methodology that combines efficiency and ethical gain when the linear homoscedastic model with both treatment/covariate interactions and interactions among covariates is adopted. The ensuing compound optimal allocations of the treatments depend on the covariates and their distribution on the population of interest, as well as on the unknown parameters of the model. Therefore, we introduce the reinforced doubly adaptive biased coin design, namely a general class of covariate-adjusted response-adaptive procedures that includes both continuous and discontinuous randomization functions, aimed to target any desired allocation proportion. The properties of this proposal are described both theoretically and through simulations.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1007 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Coined quantum walks on percolation graphs

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    Quantum walks, both discrete (coined) and continuous time, form the basis of several quantum algorithms and have been used to model processes such as transport in spin chains and quantum chemistry. The enhanced spreading and mixing properties of quantum walks compared with their classical counterparts have been well-studied on regular structures and also shown to be sensitive to defects and imperfections in the lattice. As a simple example of a disordered system, we consider percolation lattices, in which edges or sites are randomly missing, interrupting the progress of the quantum walk. We use numerical simulation to study the properties of coined quantum walks on these percolation lattices in one and two dimensions. In one dimension (the line) we introduce a simple notion of quantum tunneling and determine how this affects the properties of the quantum walk as it spreads. On two-dimensional percolation lattices, we show how the spreading rate varies from linear in the number of steps down to zero, as the percolation probability decreases to the critical point. This provides an example of fractional scaling in quantum walk dynamics.Comment: 25 pages, 14 figures; v2 expanded and improved presentation after referee comments, added extra figur

    A simple evolutionary game with feedback between perception and reality

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    We study an evolutionary game of chance in which the probabilities for different outcomes (e.g., heads or tails) depend on the amount wagered on those outcomes. The game is perhaps the simplest possible probabilistic game in which perception affects reality. By varying the `reality map', which relates the amount wagered to the probability of the outcome, it is possible to move continuously from a purely objective game in which probabilities have no dependence on wagers, to a purely subjective game in which probabilities equal the amount wagered. The reality map can reflect self-reinforcing strategies or self-defeating strategies. In self-reinforcing games, rational players can achieve increasing returns and manipulate the outcome probabilities to their advantage; consequently, an early lead in the game, whether acquired by chance or by strategy, typically gives a persistent advantage. We investigate the game both in and out of equilibrium and with and without rational players. We introduce a method of measuring the inefficiency of the game and show that in the large time limit the inefficiency decreases slowly in its approach to equilibrium as a power law with an exponent between zero and one, depending on the subjectivity of the game.Comment: 11 pages, 6 figure

    Structural Drift: The Population Dynamics of Sequential Learning

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    We introduce a theory of sequential causal inference in which learners in a chain estimate a structural model from their upstream teacher and then pass samples from the model to their downstream student. It extends the population dynamics of genetic drift, recasting Kimura's selectively neutral theory as a special case of a generalized drift process using structured populations with memory. We examine the diffusion and fixation properties of several drift processes and propose applications to learning, inference, and evolution. We also demonstrate how the organization of drift process space controls fidelity, facilitates innovations, and leads to information loss in sequential learning with and without memory.Comment: 15 pages, 9 figures; http://csc.ucdavis.edu/~cmg/compmech/pubs/sdrift.ht

    Directionally-unbiased unitary optical devices in discrete-time quantum walks

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    The optical beam splitter is a widely-used device in photonics-based quantum information processing. Specifically, linear optical networks demand large numbers of beam splitters for unitary matrix realization. This requirement comes from the beam splitter property that a photon cannot go back out of the input ports, which we call “directionally-biased”. Because of this property, higher dimensional information processing tasks suffer from rapid device resource growth when beam splitters are used in a feed-forward manner. Directionally-unbiased linear-optical devices have been introduced recently to eliminate the directional bias, greatly reducing the numbers of required beam splitters when implementing complicated tasks. Analysis of some originally directional optical devices and basic principles of their conversion into directionally-unbiased systems form the base of this paper. Photonic quantum walk implementations are investigated as a main application of the use of directionally-unbiased systems. Several quantum walk procedures executed on graph networks constructed using directionally-unbiased nodes are discussed. A significant savings in hardware and other required resources when compared with traditional directionally-biased beam-splitter-based optical networks is demonstrated.Accepted manuscriptPublished versio
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