Sequential and Adaptive Designs
Wald sequential analysis, multi-armed bandits, and adaptive trials.
Sequential and Adaptive Designs. Wald sequential analysis, multi-armed bandits, and adaptive trials.
Foundations and canonical references
The standard treatments of sequential and adaptive designs approach the subject from complementary angles. Wald, Sequential Analysis (1947) provides historical context and an early systematic exposition of the material. Lattimore, Bandit Algorithms (2020) is the anchor reference for the subject and lays out the core definitions, theorems, and worked examples that practitioners return to.
Open methodological questions for sequential and adaptive designs include sharpening the bridges between foundational theory and computational practice, extending classical results to broader or more structured settings, and integrating the techniques surveyed above with adjacent mathematical disciplines. The references listed in this page are the entry points that current work builds on.
Prerequisites
Sources
- textbook · historical · 1947Sequential Analysiswald-1947
- textbook · primary · 2020Bandit Algorithmslattimore-2020, szepesvari-2020
In context
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