A modified randomly reinforced urn design

Keywords

Statistical learning
Code:
32/2011
Title:
A modified randomly reinforced urn design
Date:
Monday 25th July 2011
Author(s):
Aletti, G; Ghiglietti, A; Paganoni, A.
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Abstract:
We want to construct a response adaptive design, described in terms of two colors urn model targeting fixed asymptotic allocations. We prove asymptotic results for the process of colors generated by the urn and for the process of its compositions. Applications to sequential clinical trials are considered as well as connections with response-adaptive design of experiments.