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An application of reinforced urn processes to determining maximum tolerated dose

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  • Mezzetti, Maura
  • Muliere, Pietro
  • Bulla, Paolo

Abstract

Based on reinforced urn process introduced by Muliere et al. [2000. Urn schemes and reinforced random walks. Stochastic Process. Appl. 88(1), 59-78] we propose a Bayesian nonparametric approach to analyse a design determining the maximum tolerated dose (MTD) in Phase I clinical trials for new drug development when intrapatient dose escalation is allowed. A predictive distribution of MTD is obtained and its point estimation may consist in the corresponding expected value.

Suggested Citation

  • Mezzetti, Maura & Muliere, Pietro & Bulla, Paolo, 2007. "An application of reinforced urn processes to determining maximum tolerated dose," Statistics & Probability Letters, Elsevier, vol. 77(7), pages 740-747, April.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:7:p:740-747
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    References listed on IDEAS

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    1. Mauro Gasparini & Jeffrey Eisele, 2000. "A Curve-Free Method for Phase I Clinical Trials," Biometrics, The International Biometric Society, vol. 56(2), pages 609-615, June.
    2. Muliere, P. & Secchi, P. & Walker, S. G., 2000. "Urn schemes and reinforced random walks," Stochastic Processes and their Applications, Elsevier, vol. 88(1), pages 59-78, July.
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    Cited by:

    1. Cheng, Dan & Cirillo, Pasquale, 2018. "A reinforced urn process modeling of recovery rates and recovery times," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 1-17.
    2. Pasquale Cirillo & Jürg Hüsler & Pietro Muliere, 2013. "Alarm Systems and Catastrophes from a Diverse Point of View," Methodology and Computing in Applied Probability, Springer, vol. 15(4), pages 821-839, December.
    3. Fortini, S. & Petrone, S., 2012. "Hierarchical reinforced urn processes," Statistics & Probability Letters, Elsevier, vol. 82(8), pages 1521-1529.
    4. Peluso, Stefano & Mira, Antonietta & Muliere, Pietro, 2015. "Reinforced urn processes for credit risk models," Journal of Econometrics, Elsevier, vol. 184(1), pages 1-12.

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