Adaptive Experiments and a Rigorous Framework for Type I Error Verification and Computational Experiment Design

Abstract

This PhD thesis covers breakthroughs in several areas of adaptive experiment design: (i) (Chapter 2) Novel clinical trial designs and statistical methods in the era of precision medicine. (ii) (Chapter 3) Multi-armed bandit theory, with applications to learning healthcare systems and clinical trials. (iii) (Chapter 4) Bandit and covariate processes, with finite and non-denumerable set of arms. (iv) (Chapter 5) A rigorous framework for simulation-based verification of adaptive design properties.

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