Mathematical Sciences: Computationally Aggressive Approaches to Sequential Design

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Proposal: DMS 95-04980 PI(s): Janis Hardwick - 1986, Quentin Stout - 1977 Institution: University of Michigan Title: Comutationally Aggressive Approaches to Sequential Design Abstract: This research is concerned with the design and analysis of sequential designs for experiments. Features of particular emphasis are i) obtaining optimal designs and exact analyses through new computer algorithms and use of high performance machines; ii) generating practical designs which protect against problems such as selection bias or time trends; iii) flexibility in design, allowing researchers to realistically represent their goals and resource constraints. These techniques are applicable to a wide range of applications, but particular attention will be paid to clinical trials, and industrial testing (particularly in reliability testing, using sequential approaches to reduce costs and/or time). Both Bayesian and frequentist models will be considered. This research explores the design and analysis of sequential designs of experiments, in which decisions adapt or change as information arising from the experiment accrues. Using new computer algorithms and high performance computers, new designs are developed for problems in areas such as clinical trials and industrial testing .