Fixed-width confidence interval for covariate-adjusted response-adaptive designs

In this paper, we obtain fixed-width confidence interval for covariate-adjusted response-adaptive designs. Specifically, we consider logistic regression model and the normal regression model for binary and continuous responses, respectively, both in the situations for presence and absence of treatment–covariate interactions. Simulation study and real-data analysis are carried out.     

Optimal response-adaptive allocation designs in phase III clinical trials: Incorporating ethics in optimality

Optimal response-adaptive designs have been studied by various authors in the context for allocating patients among two competing treatments in a phase III clinical trial. However, depending on the variabilities of the responses, most of these designs may allocate a smaller number of patients to the better treatment. In the current work, we obtain an optimal target for a general class of responses maintaining a prefixed lower bound for the allocation to the better treatment, in addition to an ensured level of statistical precision. Various properties of the proposed procedure are investigated, and compared with the existing competitors. A data study is also included for the assessment of the proposed procedure in real situation.     

Bayesian doubly adaptive randomization in clinical trials

Bayesian adaptive randomization has attracted increasingly attention in the literature and has been implemented in many phase II clinical trials. Doubly adaptive biased coin design (DBCD) is a superior choice in response-adaptive designs owing to its promising properties. In this paper, we propose a randomized design by combining Bayesian adaptive randomization with doubly adaptive biased coin design. By selecting a fixed tuning parameter, the proposed randomization procedure can target an explicit allocation proportion, and assign more patients to the better treatment simultaneously. Moreover, the proposed randomization is efficient to detect treatment differences. We illustrate the proposed design by its applications to both discrete and continuous responses, and evaluate its operating features through simulation studies.     

Split-plot designs with general minimum lower-order confounding

Split-plot designs have been widely used in industrial experiments.Up to now,most methods for choosing this kind of designs are based on the minimum aberration (MA) criterion.Recently,by introducing a new pattern,called aliased effect-number pattern (AENP),Zhang et al.proposed a general minimum lowerorder confounding (denoted by GMC for short) criterion and established a general minimum confounding (also denoted by GMC for saving notations) theory.It is proved that,the GMC criterion selects optimal designs ...     

Covariate-Adjusted Nonparametric Regression for Time Series

The covariate-adjusted regression model was initially proposed for the situations where both the predictors and the response variables are not directly observed, but are distorted by some common observable covariates. In this paper, we investigate a covariate-adjusted nonparametric regression (CANR) model and consider the proposed model on time series setting. We develop a two-step estimation procedure to estimate the regression function. The asymptotic property of the proposed estimation is investigated under the -mixing conditions. Both the real data and simulated examples are provided for illustration.     

正交平衡区组设计统计分析模型参数估计的矩阵表达

正交平衡区组设计(或者广义正交表)是一种类似于正交拉丁方(或者正交表)的新设计,但试验次数大幅减少.定义了一种基于正交相遇平衡区组设计(或者广义正交表)的统计分析模型,根据这个模型,给出了参数的最小二乘估计的矩阵形式.     

Derivatives trading for insurers

We investigate optimal strategies for a constant absolute risk aversion (CARA) insurer to manage its business risk through not only equity investment and proportional reinsurance but also trading derivatives of the equity. We obtain the optimal strategies in closed-form and quantify the value of derivatives trading by means of certainty-equivalence. Some numerical examples and sensitivity analysis are presented to illustrate our theoretical results. Our numerical results show that, unlike standard CRRA investors, the gain from trading derivatives to a CARA insurer is small and the insurer needs to expose itself to a relatively large position to fully enjoy the gain.     

An optimal response-adaptive design with dual constraints

The article deals with an optimal response-adaptive design for allocating patients among two competing treatments in a phase III clinical trial. An optimal response-adaptive target is developed for a general class of response distributions subject to two clinically relevant constraints. Various theoretical and numerical properties of the proposed procedure are investigated and compared with some existing competitors. A data study is also included for the assessment of the proposed procedure in real situation.     

Small Box-Behnken design

Box-Behnken design has been popularly used for the second-order response surface model. It is formed by combining two-level factorial designs with incomplete block designs in a special manner—the treatments in each block are replaced by an identical design. In this paper, we construct small Box-Behnken design. These designs can fit the second-order response surface model with reasonably high efficiencies but with only a much smaller run size. The newly constructed designs make use of balanced incomplete block design (BIBD) or partial BIBD, and replace treatments partly by 2_III³⁻¹ designs and partly by full factorial designs. It is shown that the orthogonality properties in the original Box and Behnken designs will be kept in the new designs. Furthermore, we classify the parameters into groups and introduce Group Moment Matrix (GMM) to estimate all the parameters in each group. This allows us to significantly reduce the amount of computational costs in the construction of the designs.     

Trading Signed Designs and Some New 4-(12, 5, 4) Designs

Variations of the trade-off method exist in the literature of design theory and have been utilized by some authors to produce some t-designs with or without repeated blocks. In this paper we explore a new version of this algorithmic method (i) to produce 20 nonisomorphic and rigid 4-(12,5,4) designs, (ii) to study the spectrum of support sizes of 4-(12,5,4) designs. Along these, we also present a new design invariant for testing isomorphism among designs and a new way of representing t-designs.     

投影均匀分片拉丁超立方体设计

空间填充设计是有效的计算机试验设计,比如均匀设计、最大最小距离拉丁超立方体设计等.虽然这些设计在整个试验空间中有较好的均匀性,但其低维投影均匀性可能并不理想.对于因子是定量的计算机试验,已有文献构造了诸如最大投影设计、均匀投影设计等相适应的设计;而对于同时含有定性因子和定量因子的计算机试验,尚未有投影均匀设计的相关文献.文章提出了综合投影均匀准则,利用门限接受算法构造了投影均匀的分片拉丁超立方体设计.在新构造设计中,整体设计与每一片设计均具有良好的投影均匀性.模拟结果显示,与随机分片拉丁超立方体设计相比,利用新构造设计进行试验而拟合的高斯过程模型具有更小的均方根预测误差.     

On the Isomorphism of Fractional Factorial Designs

Two fractional factorial designs are called isomorphic if one can be obtained from the other by relabeling the factors, reordering the runs, and switching the levels of factors. To identify the isomorphism of two s-factor n-run designs is known to be an NP hard problem, when n and s increase. There is no tractable algorithm for the identification of isomorphic designs. In this paper, we propose a new algorithm based on the centered L₂-discrepancy, a measure of uniformity, for detecting the isomorphism of fractional factorial designs. It is shown that the new algorithm is highly reliable and can significantly reduce the complexity of the computation. Theoretical justification for such an algorithm is also provided. The efficiency of the new algorithm is demonstrated by using several examples that have previously been discussed by many others.     

Self-Orthogonal and Self-Dual Codes Constructed via Combinatorial Designs and Diophantine Equations

Combinatorial designs have been widely used, in the construction of self-dual codes. Recently, new methods of constructing self-dual codes are established using orthogonal designs (ODs), generalized orthogonal designs (GODs), a set of four sequences and Diophantine equations over GF(p). These methods had led to the construction of many new self-dual codes over small finite fields and rings. In this paper, we used some methods to construct self-orthogonal and self dual codes over GF(p), for some primes p. The construction is achieved by using some special kinds of combinatorial designs like orthogonal designs and GODs. Moreover, we combine eight circulant matrices, a system of Diophantine equations over GF(p), and a recently discovered array to obtain a new construction method. Using this method new self-dual and self-orthogonal codes are obtained. Specifically, we obtain new self-dual codes [32,16,12] over GF(11) and GF(13) which improve the previously known distances.     

Construction of supersaturated design with large number of factors by the complementary design method

Supersaturated designs (SSDs) have been widely used in factor screening experiments. The present paper aims to prove that the maximal balanced designs are a kind of special optimal SSDs under the E(f _NOD) criterion. We also propose a new method, called the complementary design method, for constructing E(f _NOD) optimal SSDs. The basic principle of this method is that for any existing E(f _NOD) optimal SSD whose E(fNOD) value reaches its lower bound, its complementary design in the corresponding maximal balanced design is also E(f _NOD) optimal. This method applies to both symmetrical and asymmetrical (mixed-level) cases. It provides a convenient and efficient way to construct many new designs with relatively large numbers of factors. Some newly constructed designs are given as examples.     

Unitals and Unitary Polarities in Symmetric Designs

We extend the notion of unital as well as unitary polarity from finite projective planes to arbitrary symmetric designs. The existence of unitals in several families of symmetric designs has been proved. It is shown that if a unital in a point-hyperplane design PG _d-1(d,q) exists, then d = 2 or 3; in particular, unitals and ovoids are equivalent in case d = 3. Moreover, unitals have been found in two designs having the same parameters as the PG ₄(5,2), although the latter does not have a unital. It had been not known whether or not a nonclassical design exists, which has a unitary polarity. Fortunately, we have discovered a unitary polarity in a symmetric 2-(45,12,3) design. To a certain extent this example seems to be exceptional for designs with these parameters.     

A Note on the Construction of Orthogonal Latin Hypercube Designs

Latin hypercube designs have been found very useful for designing computer experiments. In recent years, several methods of constructing orthogonal Latin hypercube designs have been proposed in the literature. In this article, we report some more results on the construction of orthogonal Latin hypercubes which result in several new designs.     

Effects of time delays on the stability of collocated and noncollocated point control of discrete dynamic structural systems

The effects of time delays on collocated as well as noncollocated point control of discrete dynamic systems have been examined. Controllers of proportional-integral-derivative (PID) type have been considered. Analytical estimates of time delays to maintain/obtain stability for small gains have been given. Several new results dealing with the effect of time delays on collocated and noncollocated control designs are obtained. It is shown that undamped structural systems cannot be stabilized with pure velocity (or integral) feedback without time delays while using a controller which is not collocated with the sensor when the mass matrix is diagonal. However, with the appropriate choice of time delays for certain classes of commonly occurring structural systems, stable noncollocated control can be achieved. Analytical results providing the upper bound on the controller's gain necessary for stability have been presented. The theoretical results obtained are illustrated and verified with numerical examples.     

Construction of optimal supersaturated designs by the packing method

A supersaturated design is essentially a factorial design with the equal occurrence of levels property and no fully aliased factors in which the number of main effects is greater than the number of runs. It has received much recent interest because of its potential in factor screening experiments. A packing design is an important object in combinatorial design theory. In this paper, a strong link between the two apparently unrelated kinds of designs is shown. Several criteria for comparing supersaturated designs are proposed, their properties and connections with other existing criteria are discussed. A combinatorial approach, called the packing method, for constructing optimal supersaturated designs is presented, and properties of the resulting designs are also investigated. Comparisons between the new designs and other existing designs are given, which show that our construction method and the newly constructed designs have good properties.     

MDS Self-Dual Codes over Large Prime Fields

Combinatorial designs have been used widely in the construction of self-dual codes. Recently a new method of constructing self-dual codes was established using orthogonal designs. This method has led to the construction of many new self-dual codes over small finite fields and rings. In this paper, we generalize this method by using generalized orthogonal designs, and we give another new method that creates and solves Diophantine equations over GF(p) in order to find suitable generator matrices for self-dual codes. We show that under the necessary conditions these methods can be applied as well to small and large fields. We apply these two methods to study self-dual codes over GF(31) and GF(37). Using these methods we obtain some new maximum distance separable self-dual codes of small orders.     

An efficient method for constructing uniform designs with large size

Many construction methods for (nearly) uniform designs have been proposed under the centered $L_2$ -discrepancy, and most of them are only suitable for constructing designs with small size. This paper proposes a new method, called mixture method (MM), to construct nearly symmetrical/asymmetrical uniform designs with large number of runs and/or large number of factors. The new method has the “better than given” property, i.e., the resulting design is better than existing designs in the sense of the pre-decided criterion. Moreover, the computational speed of MM is faster than most existing methods.