Fractional Brownian motion and long term clinical trial recruitment.
Prediction of recruitment in clinical trials has been a challenging task. Many methods have been studied, including models based on Poisson process and its large sample approximation by Brownian motion (BM), however, when the independent incremental structure is violated for BM model, we could use fractional Brownian motion to model and approximate the underlying Poisson processes with random rates. In this paper, fractional Brownian motion (FBM) is considered for such conditions and compared to BM model with illustrated examples from different trials and simulations.
American College of Radiology, 1818 Market Street, Suite 1600, Philadelphia, PA, 19103, U.S.A.
Qiang
Q
Zhang
School of Public Health, University of Texas at Houston, Division of Biostatistics, Houston, TX, 77030, USA.
Dejian
D
Lai
Brownian motion; Fractional Brownian motion; Prediction; Recruitment