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多腕バンディット(UCB、トンプソンサンプリング)×適応的臨床試験デザイン×
分野実験計画法実験計画法
系統Hypothesis testHypothesis test
提唱年19521994
提唱者Robbins (1952); UCB1 by Auer et al. (2002); Thompson sampling by Thompson (1933)Bauer & Köhne
種類Sequential decision / bandit algorithmAdaptive hypothesis test with interim analyses
原典Auer, P., Cesa-Bianchi, N., & Fischer, P. (2002). Finite-Time Analysis of the Multiarmed Bandit Problem. Machine Learning, 47(2–3), 235–256. DOI ↗Bauer, P. & Köhne, K. (1994). Evaluation of Experiments with Adaptive Interim Analyses. Biometrics, 50(4), 1029–1041. DOI ↗
別名MAB, bandit algorithm, UCB1, Thompson samplingadaptive design, group sequential design, sample size re-estimation, platform trial
関連43
概要The multi-armed bandit (MAB) is an adaptive experimental framework that allocates trials sequentially across competing arms to minimise cumulative regret while simultaneously learning which arm performs best. Formalised by Robbins in 1952 and given finite-time guarantees by Auer et al. (2002), it balances exploration of uncertain options against exploitation of currently known best options — outperforming classical A/B testing whenever early stopping or cost-sensitive allocation matters.Adaptive clinical trial design is a flexible experimental framework, formalised by Bauer and Köhne in 1994, in which pre-specified rules allow the trial to be modified mid-course — adjusting sample size, treatment arms, or randomisation ratios — based on accumulating interim data while rigorously controlling the Type I error rate.
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ScholarGate手法を比較: Multi-Armed Bandit · Adaptive Clinical Trial Design. 2026-06-18に以下より取得 https://scholargate.app/ja/compare