Li-Xin Zhang
A Gaussian Process Approximation for a two-color Randomly Reinforced Urns.
Tue, 04/19/2011 - 15:01 — SomNambulAuthors: Li-Xin Zhang
Subjects: Probability
AbstractWe prove a Gaussian process approximation for the sequence of random
compositions of a two-color randomly reinforced urn for both the cases with the
equal and unequal reinforcement means. By using the Gaussian approximation, the
law of the iterated logarithm and the functional limit central limit theorem in
both the stable convergence sense and the almost-sure conditional convergence
sense are established.Multi-color Randomly Reinforced Urn for Adaptive Designs.
Fri, 06/18/2010 - 15:01 — SomNambulAuthors: Feifang Hu, Li-Xin Zhang, Siu Hung Cheung, Wei Sum Chan
Subjects: Methodology
AbstractThis paper is withdrawn
Efficient randomized-adaptive designs.
Tue, 08/25/2009 - 22:41 — SomNambulAuthors: Feifang Hu, Li-Xin Zhang, Xuming He
Subjects: gr. Statistics
AbstractResponse-adaptive randomization has recently attracted a lot of attention in
the literature. In this paper, we propose a new and simple family of
response-adaptive randomization procedures that attain the Cramer--Rao lower
bounds on the allocation variances for any allocation proportions, including
optimal allocation proportions. The allocation probability functions of
proposed procedures are discontinuous. The existing large sample theory for
adaptive designs relies on Taylor expansions of the allocation probability
functions, which do not apply to nondifferentiable cases.
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