We consider a design problem where experimental conditions (design points X i) are presented in the form of a sequence of i.i.d. random variables, generated with an unknown probability measure µ, and only a given proportion α ∈ (0, 1) can be selected. The objective is to select good candidates X i on the y and maximize a concave function Φ of the c...
Published in Pharmaceutical Research
PurposeIn 2010 the European Medicines Agency allowed a two-stage design in bioequivalence studies. However, in the public domain there are mainly articles describing the theoretical and statistical base for the application of the two-stage design. One of the reasons seems to be the lack of practical guidance for the Sponsors on when and how the two...
We consider a multi-step algorithm for the computation of the historical expected shortfall such as defined by the Basel Minimum Capital Requirements for Market Risk. At each step of the algorithm, we use Monte Carlo simulations to reduce the number of historical scenarios that potentially belong to the set of worst scenarios. The number of simulat...
Alors que la passion est un concept prometteur pour comprendre les comportements de jeux de hasard et d’argent, son influence chez les joueurs de poker était méconnue. À partir de l’exemple d’une étude mixte séquentielle en deux phases consécutives, l’objectif est de décrire le rationnel de l’utilisation d’une méthodologie mixte et ses implications...
Published in Applied Psychological Measurement
When calibrating new items online, it is practicable to first compare all new items according to some criterion and then assign the most suitable one to the current examinee who reaches a seeding location. The modified D-optimal design proposed by van der Linden and Ren (denoted as D-VR design) works within this practicable framework with the aim o...
Published in Journal of Systems Science and Complexity
Computer experiments are constructed to simulate the behavior of complex physical systems. Uniform designs have good performance in computer experiments from several aspects. In practical use, the experimenter needs to choose a small size uniform design at the beginning of an experiment due to a limit of time, budget, resources, and so on, and late...
In this paper we consider two nested computer codes, with the first code output as one of the second code inputs. A predictor of this nested code is obtained by coupling the Gaussian predictors of the two codes. This predictor is non Gaussian and computing its statistical moments can be cumbersome. Sequential designs aiming at improving the accurac...
Published in Statistical methods in medical research
We develop a nature-inspired stochastic population-based algorithm and call it discrete particle swarm optimization to find extended two-stage adaptive optimal designs that allow three target response rates for the drug in a phase II trial. Our proposed designs include the celebrated Simon's two-stage design and its extension that allows two target...
Published in Pharmaceutical statistics
A bioequivalence test is to compare bioavailability parameters, such as the maximum observed concentration (Cmax ) or the area under the concentration-time curve, for a test drug and a reference drug. During the planning of a bioequivalence test, it requires an assumption about the variance of Cmax or area under the concentration-time curve for the...
Published in Biometrical Letters
This paper investigates a stopping rule to be utilised in phase I clinical trials. The motivation is to develop a dynamic rule so that a trial stops early if the maximum tolerated dose lies towards the beginning of a dose region. Also, it will employ many patients if the maximum tolerated dose lies towards the end of a dose region. A two-parameter ...
