Stochastic Approximation and Modern Model-Based Designs for Dose-Finding Clinical Trials

TL;DR

This paper reviews the connection between stochastic approximation methods and modern dose-finding clinical trial designs, highlighting potential for more rigorous and adaptable methodologies in complex clinical settings.

Contribution

It explores the historical and conceptual links between stochastic approximation and dose-finding, proposing integration to improve clinical trial methodologies.

Findings

Stochastic approximation has been underutilized in clinical trials.

Dose-finding methods can benefit from stochastic approximation techniques.

The review suggests future integration of these fields for better trial designs.

Abstract

In 1951 Robbins and Monro published the seminal article on stochastic approximation and made a specific reference to its application to the "estimation of a quantal using response, nonresponse data." Since the 1990s, statistical methodology for dose-finding studies has grown into an active area of research. The dose-finding problem is at its core a percentile estimation problem and is in line with what the Robbins--Monro method sets out to solve. In this light, it is quite surprising that the dose-finding literature has developed rather independently of the older stochastic approximation literature. The fact that stochastic approximation has seldom been used in actual clinical studies stands in stark contrast with its constant application in engineering and finance. In this article, I explore similarities and differences between the dose-finding and the stochastic approximation literatures. This review also sheds light on the present and future relevance of stochastic approximation to dose-finding clinical trials. Such connections will in turn steer dose-finding methodology on a rigorous course and extend its ability to handle increasingly complex clinical situations.