Confidence intervals for policy evaluation in adaptive experiments

V Hadad, DA Hirshberg, R Zhan… - Proceedings of the …, 2021 - National Acad Sciences
Adaptive experimental designs can dramatically improve efficiency in randomized trials. But
with adaptively collected data, common estimators based on sample means and inverse …

Post-contextual-bandit inference

A Bibaut, M Dimakopoulou, N Kallus… - Advances in neural …, 2021 - proceedings.neurips.cc
Contextual bandit algorithms are increasingly replacing non-adaptive A/B tests in e-
commerce, healthcare, and policymaking because they can both improve outcomes for …

A closer look at the worst-case behavior of multi-armed bandit algorithms

A Kalvit, A Zeevi - Advances in Neural Information …, 2021 - proceedings.neurips.cc
One of the key drivers of complexity in the classical (stochastic) multi-armed bandit (MAB)
problem is the difference between mean rewards in the top two arms, also known as the …

Online multi-armed bandits with adaptive inference

M Dimakopoulou, Z Ren… - Advances in Neural …, 2021 - proceedings.neurips.cc
During online decision making in Multi-Armed Bandits (MAB), one needs to conduct
inference on the true mean reward of each arm based on data collected so far at each step …

Are sample means in multi-armed bandits positively or negatively biased?

J Shin, A Ramdas, A Rinaldo - Advances in Neural …, 2019 - proceedings.neurips.cc
It is well known that in stochastic multi-armed bandits (MAB), the sample mean of an arm is
typically not an unbiased estimator of its true mean. In this paper, we decouple three …

Near-optimal inference in adaptive linear regression

K Khamaru, Y Deshpande, T Lattimore… - arXiv preprint arXiv …, 2021 - arxiv.org
When data is collected in an adaptive manner, even simple methods like ordinary least
squares can exhibit non-normal asymptotic behavior. As an undesirable consequence …

Adaptive linear estimating equations

M Ying, K Khamaru, CH Zhang - Advances in Neural …, 2024 - proceedings.neurips.cc
Sequential data collection has emerged as a widely adopted technique for enhancing the
efficiency of data gathering processes. Despite its advantages, such data collection …

Online debiasing for adaptively collected high-dimensional data with applications to time series analysis

Y Deshpande, A Javanmard… - Journal of the American …, 2023 - Taylor & Francis
Adaptive collection of data is commonplace in applications throughout science and
engineering. From the point of view of statistical inference, however, adaptive data collection …

Experimental design for causal inference through an optimization lens

J Zhao - … in Operations Research: Smarter Decisions for a …, 2024 - pubsonline.informs.org
The study of experimental design offers tremendous benefits for answering causal questions
across a wide range of applications, including agricultural experiments, clinical trials …

Adaptive experimental design and counterfactual inference

T Fiez, S Gamez, A Chen, H Nassif, L Jain - arXiv preprint arXiv …, 2022 - arxiv.org
Adaptive experimental design methods are increasingly being used in industry as a tool to
boost testing throughput or reduce experimentation cost relative to traditional A/B/N testing …