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In this work, we study the optimal design of two-armed clinical trials to maximize the accuracy of parameter estimation in a statistical model, where the interaction between patient covariates and treatment are explicitly incorporated to enable precision medication decisions. Such a modeling extension leads to significant complexities for the produced optimization problems because they include optimization over design and covariates concurrently. We take a min-max optimization model and minimize (over design) the maximum (over population) variance of the estimated interaction effect between treatment and patient covariates. This results in a min-max bilevel mixed integer nonlinear programming problem, which is notably challenging to solve. To address this challenge, we introduce a surrogate optimization model by approximating the objective function, for which we propose two solution approaches. The first approach provides an exact solution based on reformulation and decomposition techniques. In the second approach, we provide a lower bound for the inner optimization problem and solve the outer optimization problem over the lower bound. We test our proposed algorithms with synthetic and real-world data sets and compare them with standard (re)randomization methods. Our numerical analysis suggests that the proposed approaches provide higher-quality solutions in terms of the variance of estimators and probability of correct selection. We also show the value of covariate information in precision medicine clinical trials by comparing our proposed approaches to an alternative optimal design approach that does not consider the interaction terms between covariates and treatment. Summary of Contribution: Precision medicine is the future of healthcare where treatment is prescribed based on each patient information. Designing precision medicine clinical trials, which are the cornerstone of precision medicine, is extremely challenging because sample size is limited and patient information may be multidimensional. This work proposes a novel approach to optimally estimate the treatment effect for each patient type in a two-armed clinical trial by reducing the largest variance of personalized treatment effect. We use several statistical and optimization techniques to produce efficient solution methodologies. Results have the potential to save countless lives by transforming the design and implementation of future clinical trials to ensure the right treatments for the right patients. Doing so will reduce patient risks and reduce costs in the healthcare system.
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Near-Optimal A-B Testing
We consider the problem of A-B testing when the impact of the treatment is marred by a large number of covariates. Randomization can be highly inefficient in such settings, and thus we consider the problem of optimally allocating test subjects to either treatment with a view to maximizing the precision of our estimate of the treatment effect. Our main contribution is a tractable algorithm for this problem in the online setting, where subjects arrive, and must be assigned, sequentially, with covariates drawn from an elliptical distribution with finite second moment. We further characterize the gain in precision afforded by optimized allocations relative to randomized allocations, and show that this gain grows large as the number of covariates grows. Our dynamic optimization framework admits several generalizations that incorporate important operational constraints such as the consideration of selection bias, budgets on allocations, and endogenous stopping times. In a set of numerical experiments, we demonstrate that our method simultaneously offers better statistical efficiency and less selection bias than state-of-the-art competing biased coin designs.
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- PAR ID:
- 10152064
- Date Published:
- Journal Name:
- Management Science
- ISSN:
- 0025-1909
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1287/mnsc.2019.3424
