38,579 research outputs found

    Stochastic Approximation and Modern Model-Based Designs for Dose-Finding Clinical Trials

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    In 1951 Robbins and Monro published the seminal article on stochastic approximation and made a specific reference to its application to the "estimation of a quantal using response, nonresponse data." Since the 1990s, statistical methodology for dose-finding studies has grown into an active area of research. The dose-finding problem is at its core a percentile estimation problem and is in line with what the Robbins--Monro method sets out to solve. In this light, it is quite surprising that the dose-finding literature has developed rather independently of the older stochastic approximation literature. The fact that stochastic approximation has seldom been used in actual clinical studies stands in stark contrast with its constant application in engineering and finance. In this article, I explore similarities and differences between the dose-finding and the stochastic approximation literatures. This review also sheds light on the present and future relevance of stochastic approximation to dose-finding clinical trials. Such connections will in turn steer dose-finding methodology on a rigorous course and extend its ability to handle increasingly complex clinical situations.Comment: Published in at http://dx.doi.org/10.1214/10-STS334 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Active Clinical Trials for Personalized Medicine

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    Individualized treatment rules (ITRs) tailor treatments according to individual patient characteristics. They can significantly improve patient care and are thus becoming increasingly popular. The data collected during randomized clinical trials are often used to estimate the optimal ITRs. However, these trials are generally expensive to run, and, moreover, they are not designed to efficiently estimate ITRs. In this paper, we propose a cost-effective estimation method from an active learning perspective. In particular, our method recruits only the "most informative" patients (in terms of learning the optimal ITRs) from an ongoing clinical trial. Simulation studies and real-data examples show that our active clinical trial method significantly improves on competing methods. We derive risk bounds and show that they support these observed empirical advantages.Comment: 48 Page, 9 Figures. To Appear in JASA--T&

    MLP: a MATLAB toolbox for rapid and reliable auditory threshold estimation

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    In this paper, we present MLP, a MATLAB toolbox enabling auditory thresholds estimation via the adaptive Maximum Likelihood procedure proposed by David Green (1990, 1993). This adaptive procedure is particularly appealing for those psychologists that need to estimate thresholds with a good degree of accuracy and in a short time. Together with a description of the toolbox, the current text provides an introduction to the threshold estimation theory and a theoretical explanation of the maximum likelihood adaptive procedure. MLP comes with a graphical interface and it is provided with several built-in, classic psychoacoustics experiments ready to use at a mouse click
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