No Arabic abstract
The issue of determining not only an adequate dose but also a dosing frequency of a drug arises frequently in Phase II clinical trials. This results in the comparison of models which have some parameters in common. Planning such studies based on Bayesian optimal designs offers robustness to our conclusions since these designs, unlike locally optimal designs, are efficient even if the parameters are misspecified. In this paper we develop approximate design theory for Bayesian $D$-optimality for nonlinear regression models with common parameters and investigate the cases of common location or common location and scale parameters separately. Analytical characterisations of saturated Bayesian $D$-optimal designs are derived for frequently used dose-response models and the advantages of our results are illustrated via a numerical investigation.
In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions, accommodate non-local prior for regression effects without compromising ease of implementation via sampling based tools, and asymptotically select the true set of predictors even when the number of covariates increases in the same order of the sample size. We also extend our method to deal with some observations with very large errors. Via simulation studies and a re-analysis of a medical cost study with large number of potential predictors, we illustrate the ease of implementation and other practical advantages of our approach compared to existing methods for such studies.
In modern contexts, some types of data are observed in high-resolution, essentially continuously in time. Such data units are best described as taking values in a space of functions. Subject units carrying the observations may have intrinsic relations among themselves, and are best described by the nodes of a large graph. It is often sensible to think that the underlying signals in these functional observations vary smoothly over the graph, in that neighboring nodes have similar underlying signals. This qualitative information allows borrowing of strength over neighboring nodes and consequently leads to more accurate inference. In this paper, we consider a model with Gaussian functional observations and adopt a Bayesian approach to smoothing over the nodes of the graph. We characterize the minimax rate of estimation in terms of the regularity of the signals and their variation across nodes quantified in terms of the graph Laplacian. We show that an appropriate prior constructed from the graph Laplacian can attain the minimax bound, while using a mixture prior, the minimax rate up to a logarithmic factor can be attained simultaneously for all possible values of functional and graphical smoothness. We also show that in the fixed smoothness setting, an optimal sized credible region has arbitrarily high frequentist coverage. A simulation experiment demonstrates that the method performs better than potential competing methods like the random forest. The method is also applied to a dataset on daily temperatures measured at several weather stations in the US state of North Carolina.
We investigate R-optimal designs for multi-response regression models with multi-factors, where the random errors in these models are correlated. Several theoretical results are derived for Roptimal designs, including scale invariance, reflection symmetry, line and plane symmetry, and dependence on the covariance matrix of the errors. All the results can be applied to linear and nonlinear models. In addition, an efficient algorithm based on an interior point method is developed for finding R-optimal designs on discrete design spaces. The algorithm is very flexible, and can be applied to any multi-response regression model.
In this paper we derive locally D-optimal designs for discrete choice experiments based on multinomial probit models. These models include several discrete explanatory variables as well as a quantitative one. The commonly used multinomial logit model assumes independent utilities for different choice options. Thus, D-optimal optimal designs for such multinomial logit models may comprise choice sets, e.g., consisting of alternatives which are identical in all discrete attributes but different in the quantitative variable. Obviously such designs are not appropriate for many empirical choice experiments. It will be shown that locally D-optimal designs for multinomial probit models supposing independent utilities consist of counterintuitive choice sets as well. However, locally D-optimal designs for multinomial probit models allowing for dependent utilities turn out to be reasonable for analyzing decisions using discrete choice studies.
Optimal two-treatment, $p$ period crossover designs for binary responses are determined. The optimal designs are obtained by minimizing the variance of the treatment contrast estimator over all possible allocations of $n$ subjects to $2^p$ possible treatment sequences. An appropriate logistic regression model is postulated and the within subject covariances are modeled through a working correlation matrix. The marginal mean of the binary responses are fitted using generalized estimating equations. The efficiencies of some crossover designs for $p=2,3,4$ periods are calculated. The effect of misspecified working correlation matrix on design efficiency is also studied.