The Bauesian approach is being used increasingly in many areas of biomedical research. In particular, Bayesian sequential analysis provides a natural framework for early phase clinical trials. Traditional dose-finding clinical trial designs aim at identifying an optimal dose of a treatment with a given schedule. Without examining the schedule effects the investors may be at risk of misidentifying the best treatments for patients. In this talk, I will briefly introduce Bayesian analysis and discuss one Bayesian clinical trial design we have developed to find the optimal dose-schedule combination that is safe and has the highest efficacy.