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Article: Control of Type I Error Rates in Bayesian Sequential Designs
Title | Control of Type I Error Rates in Bayesian Sequential Designs |
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Authors | |
Keywords | Bayesian design group sequential method multiple testing phase II clinical trial posterior probability |
Issue Date | 2019 |
Publisher | International Society for Bayesian Analysis. The Journal's web site is located at http://ba.stat.cmu.edu/ |
Citation | Bayesian Analysis, 2019, v. 14 n. 2, p. 399-425 How to Cite? |
Abstract | Bayesian approaches to phase II clinical trial designs are usually based on the posterior distribution of the parameter of interest and calibration of certain threshold for decision making. If the posterior probability is computed and assessed in a sequential manner, the design may involve the problem of multiplicity, which, however, is often a neglected aspect in Bayesian trial designs. To effectively maintain the overall type I error rate, we propose solutions to the problem of multiplicity for Bayesian sequential designs and, in particular, the determination of the cutoff boundaries for the posterior probabilities. We present both theoretical and numerical methods for finding the optimal posterior probability boundaries with α-spending functions that mimic those of the frequentist group sequential designs. The theoretical approach is based on the asymptotic properties of the posterior probability, which establishes a connection between the Bayesian trial design and the frequentist group sequential method. The numerical approach uses a sandwich-type searching algorithm, which immensely reduces the computational burden. We apply least-square fitting to find the α-spending function closest to the target. We discuss the application of our method to single-arm and double-arm cases with binary and normal endpoints, respectively, and provide a real trial example for each case. |
Persistent Identifier | http://hdl.handle.net/10722/279512 |
ISSN | 2023 Impact Factor: 4.9 2023 SCImago Journal Rankings: 1.761 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | SHI, H | - |
dc.contributor.author | Yin, G | - |
dc.date.accessioned | 2019-11-01T07:18:47Z | - |
dc.date.available | 2019-11-01T07:18:47Z | - |
dc.date.issued | 2019 | - |
dc.identifier.citation | Bayesian Analysis, 2019, v. 14 n. 2, p. 399-425 | - |
dc.identifier.issn | 1931-6690 | - |
dc.identifier.uri | http://hdl.handle.net/10722/279512 | - |
dc.description.abstract | Bayesian approaches to phase II clinical trial designs are usually based on the posterior distribution of the parameter of interest and calibration of certain threshold for decision making. If the posterior probability is computed and assessed in a sequential manner, the design may involve the problem of multiplicity, which, however, is often a neglected aspect in Bayesian trial designs. To effectively maintain the overall type I error rate, we propose solutions to the problem of multiplicity for Bayesian sequential designs and, in particular, the determination of the cutoff boundaries for the posterior probabilities. We present both theoretical and numerical methods for finding the optimal posterior probability boundaries with α-spending functions that mimic those of the frequentist group sequential designs. The theoretical approach is based on the asymptotic properties of the posterior probability, which establishes a connection between the Bayesian trial design and the frequentist group sequential method. The numerical approach uses a sandwich-type searching algorithm, which immensely reduces the computational burden. We apply least-square fitting to find the α-spending function closest to the target. We discuss the application of our method to single-arm and double-arm cases with binary and normal endpoints, respectively, and provide a real trial example for each case. | - |
dc.language | eng | - |
dc.publisher | International Society for Bayesian Analysis. The Journal's web site is located at http://ba.stat.cmu.edu/ | - |
dc.relation.ispartof | Bayesian Analysis | - |
dc.subject | Bayesian design | - |
dc.subject | group sequential method | - |
dc.subject | multiple testing | - |
dc.subject | phase II clinical trial | - |
dc.subject | posterior probability | - |
dc.title | Control of Type I Error Rates in Bayesian Sequential Designs | - |
dc.type | Article | - |
dc.identifier.email | Yin, G: gyin@hku.hk | - |
dc.identifier.authority | Yin, G=rp00831 | - |
dc.description.nature | published_or_final_version | - |
dc.identifier.doi | 10.1214/18-BA1109 | - |
dc.identifier.scopus | eid_2-s2.0-85065503148 | - |
dc.identifier.hkuros | 308631 | - |
dc.identifier.volume | 14 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 399 | - |
dc.identifier.epage | 425 | - |
dc.identifier.isi | WOS:000461180700004 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 1931-6690 | - |