Randomized urn models revisited using stochastic approximation
نویسندگان
چکیده
منابع مشابه
Randomized Urn Models revisited using Stochastic Approximation
This paper presents the link between stochastic approximation and clinical trials based on randomized urn models investigated in [5, 6, 7]. We reformulate the dynamics of both the urn composition and the assigned treatments as standard stochastic approximation (SA) algorithms with remainder. Then, we derive the a.s. convergence and the asymptotic normality (Central Limit Theorem CLT ) of the no...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2013
ISSN: 1050-5164
DOI: 10.1214/12-aap875