Sequential Methods And Their Applications
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Group Sequential Methods with Applications to Clinical Trials
Group sequential methods answer the needs of clinical trial monitoring committees who must assess the data available at an interim analysis. These interim results may provide grounds for terminating the study-effectively reducing costs-or may benefit the general patient population by allowing early dissemination of its findings. Group sequential methods provide a means to balance the ethical and financial advantages of stopping a study early against the risk of an incorrect conclusion. Group Sequential Methods with Applications to Clinical Trials describes group sequential stopping rules designed to reduce average study length and control Type I and II error probabilities. The authors present one-sided and two-sided tests, introduce several families of group sequential tests, and explain how to choose the most appropriate test and interim analysis schedule. Their topics include placebo-controlled randomized trials, bio-equivalence testing, crossover and longitudinal studies, and linear and generalized linear models. Research in group sequential analysis has progressed rapidly over the past 20 years. Group Sequential Methods with Applications to Clinical Trials surveys and extends current methods for planning and conducting interim analyses. It provides straightforward descriptions of group sequential hypothesis tests in a form suited for direct application to a wide variety of clinical trials. Medical statisticians engaged in any investigations planned with interim analyses will find this book a useful and important tool.
Sequential Methods and Their Applications
Interactively Run Simulations and Experiment with Real or Simulated Data to Make Sequential Analysis Come AliveTaking an accessible, nonmathematical approach to this field, Sequential Methods and Their Applications illustrates the efficiency of sequential methodologies when dealing with contemporary statistical challenges in many areas.The book fir
Sequential Monte Carlo Methods in Practice
Author: Arnaud Doucet
language: en
Publisher: Springer Science & Business Media
Release Date: 2013-03-09
Monte Carlo methods are revolutionising the on-line analysis of data in fields as diverse as financial modelling, target tracking and computer vision. These methods, appearing under the names of bootstrap filters, condensation, optimal Monte Carlo filters, particle filters and survial of the fittest, have made it possible to solve numerically many complex, non-standarard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques, including convergence results and applications to tracking, guidance, automated target recognition, aircraft navigation, robot navigation, econometrics, financial modelling, neural networks,optimal control, optimal filtering, communications, reinforcement learning, signal enhancement, model averaging and selection, computer vision, semiconductor design, population biology, dynamic Bayesian networks, and time series analysis. This will be of great value to students, researchers and practicioners, who have some basic knowledge of probability. Arnaud Doucet received the Ph. D. degree from the University of Paris- XI Orsay in 1997. From 1998 to 2000, he conducted research at the Signal Processing Group of Cambridge University, UK. He is currently an assistant professor at the Department of Electrical Engineering of Melbourne University, Australia. His research interests include Bayesian statistics, dynamic models and Monte Carlo methods. Nando de Freitas obtained a Ph.D. degree in information engineering from Cambridge University in 1999. He is presently a research associate with the artificial intelligence group of the University of California at Berkeley. His main research interests are in Bayesian statistics and the application of on-line and batch Monte Carlo methods to machine learning.