Related papers: Bayesian Optimization for Personalized Dose-Findin…
Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting…
Bayesian optimization is a popular formalism for global optimization, but its computational costs limit it to expensive-to-evaluate functions. A competing, computationally more efficient, global optimization framework is optimistic…
Scaling Bayesian optimization to high dimensions is challenging task as the global optimization of high-dimensional acquisition function can be expensive and often infeasible. Existing methods depend either on limited active variables or…
This study examines the application of Bayesian approach in the context of clinical trials, emphasizing their increasing importance in contemporary biomedical research. While conventional frequentist approach provides a foundational basis…
Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…
The probabilistic surrogates used by Bayesian optimizers make them popular methods when function evaluations are noisy or expensive to evaluate. While Bayesian optimizers are traditionally used for global optimization, their benefits are…
We propose a Bayesian optimal phase 2 design for jointly monitoring efficacy and toxicity, referred to as BOP2-TE, to improve the operating characteristics of the BOP2 design proposed by Zhou et al. (2017). BOP2-TE utilizes a…
We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…
Optimization problems with both control variables and environmental variables arise in many fields. This paper introduces a framework of personalized optimization to han- dle such problems. Unlike traditional robust optimization,…
Dose-finding clinical trials in oncology aim to determine the maximum tolerated dose (MTD) of a new drug, generally defined by the proportion of patients with short-term dose-limiting toxicities (DLTs). Model-based approaches for such phase…
Dose optimization in oncology clinical trials has shifted from seeking the maximum tolerated dose to identifying the Optimal Biological Dose (OBD) that balances therapeutic benefits and risks across multiple clinical attributes. Existing…
In preclinical investigations, e.g. in in vitro, in vivo and in silico studies, the pharmacokinetic, pharmacodynamic and toxicological characteristics of a drug are evaluated before advancing to first-in-man trial. Usually, each study is…
Drug combination trials are increasingly common nowadays in clinical research. However, very few methods have been developed to consider toxicity attributions in the dose escalation process. We are motivated by a trial in which the…
Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…
The purpose of this paper is twofold. On one side, we present a general framework for Bayesian optimization and we compare it with some related fields in active learning and Bayesian numerical analysis. On the other hand, Bayesian…
Optimal Bayesian design techniques provide an estimate for the best parameters of an experiment in order to maximize the value of measurements prior to the actual collection of data. In other words, these techniques explore the space of…
The increasing availability of structured but high dimensional data has opened new opportunities for optimization. One emerging and promising avenue is the exploration of unsupervised methods for projecting structured high dimensional data…
Dose optimization is a hallmark of Project Optimus for oncology drug development. The number of doses to include in a dose optimization study depends on the totality of evidence, which is often unclear in early-phase development. With equal…
Background: Phase I trials desire to identify the maximum tolerated dose (MTD) early and proceed quickly to an expansion cohort or phase II trial for efficacy. We propose an early completion method based on multiple dosages to accelerate…
We describe a method for Bayesian optimization by which one may incorporate data from multiple systems whose quantitative interrelationships are unknown a priori. All general (nonreal-valued) features of the systems are associated with…