Fair adaptive experiments
Randomized experiments have been the gold standard for assessing the effectiveness of a
treatment, policy, or intervention, spanning various fields, including social sciences …
treatment, policy, or intervention, spanning various fields, including social sciences …
Adaptive principal component regression with applications to panel data
Principal component regression (PCR) is a popular technique for fixed-design error-in-
variables regression, a generalization of the linear regression setting in which the observed …
variables regression, a generalization of the linear regression setting in which the observed …
Non-stationary experimental design under linear trends
D Simchi-Levi, C Wang… - Advances in Neural …, 2023 - proceedings.neurips.cc
Experimentation has been critical and increasingly popular across various domains, such as
clinical trials and online platforms, due to its widely recognized benefits. One of the primary …
clinical trials and online platforms, due to its widely recognized benefits. One of the primary …
Stochastic multi-armed bandits: optimal trade-off among optimality, consistency, and tail risk
D Simchi-Levi, Z Zheng, F Zhu - Advances in Neural …, 2024 - proceedings.neurips.cc
We consider the stochastic multi-armed bandit problem and fully characterize the interplays
among three desired properties for policy design: worst-case optimality, instance-dependent …
among three desired properties for policy design: worst-case optimality, instance-dependent …
Adaptive neyman allocation
J Zhao - arXiv preprint arXiv:2309.08808, 2023 - arxiv.org
In experimental design, Neyman allocation refers to the practice of allocating subjects into
treated and control groups, potentially in unequal numbers proportional to their respective …
treated and control groups, potentially in unequal numbers proportional to their respective …
An experimental design for anytime-valid causal inference on multi-armed bandits
Typically, multi-armed bandit (MAB) experiments are analyzed at the end of the study and
thus require the analyst to specify a fixed sample size in advance. However, in many online …
thus require the analyst to specify a fixed sample size in advance. However, in many online …
Pricing experimental design: causal effect, expected revenue and tail risk
D Simchi-Levi, C Wang - International Conference on …, 2023 - proceedings.mlr.press
When launching a new product, historical sales data is often not available, leaving price as a
crucial experimental instrument for sellers to gauge market response. When designing …
crucial experimental instrument for sellers to gauge market response. When designing …
Semiparametric efficient inference in adaptive experiments
We consider the problem of efficient inference of the Average Treatment Effect in a
sequential experiment where the policy governing the assignment of subjects to treatment or …
sequential experiment where the policy governing the assignment of subjects to treatment or …
Achieving the pareto frontier of regret minimization and best arm identification in multi-armed bandits
We study the Pareto frontier of two archetypal objectives in multi-armed bandits, namely,
regret minimization (RM) and best arm identification (BAI) with a fixed horizon. It is folklore …
regret minimization (RM) and best arm identification (BAI) with a fixed horizon. It is folklore …
Machine Learning-Guided Design of Non-Reciprocal and Asymmetric Elastic Chiral Metamaterials
There has been significant recent interest in the mechanics community to design structures
that can either violate reciprocity, or exhibit elastic asymmetry or odd elasticity. While these …
that can either violate reciprocity, or exhibit elastic asymmetry or odd elasticity. While these …