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Causal analyses for observational studies are often complicated by covariate imbalances among treatment groups, and matching methodologies alleviate this complication by finding subsets of treatment groups that exhibit covariate balance. It…
We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability…
Recently, there as been an increasing interest in the use of heavily restricted randomization designs which enforces balance on observed covariates in randomized controlled trials. However, when restrictions are strict, there is a risk that…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
We develop a unified theory of designs for controlled experiments that balance baseline covariates a priori (before treatment and before randomization) using the framework of minimax variance and a new method called kernel allocation. We…
In randomized experiments, treatment and control groups should be roughly the same--balanced--in their distributions of pretreatment variables. But how nearly so? Can descriptive comparisons meaningfully be paired with significance tests?…
We introduce a new randomization procedure for experiments based on the cube method, which achieves near-exact covariate balance. This ensures compliance with standard balance tests and allows for balancing on many covariates, enabling more…
We obtain a perfect sampling characterization of weak ergodicity for backward products of finite stochastic matrices, and equivalently, simultaneous tail triviality of the corresponding nonhomogeneous Markov chains. Applying these ideas to…
We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized designs, we consider a setting in which the probability of…
In this review, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference,…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
Neyman[106]'s seminal work in 1923 has been a milestone in statistics over the century, which has motivated many fundamental statistical concepts and methodology. In this review, we delve into Neyman[106]'s groundbreaking contribution and…
The complete framework for the $\epsilon$-machine construction of the one dimensional Ising model is presented correcting previous mistakes on the subject. The approach follows the known treatment of the Ising model as a Markov random…
In our recent works, we developed a probabilistic framework for structural analysis in undirected networks and directed networks. The key idea of that framework is to sample a network by a symmetric and asymmetric bivariate distribution and…
Backwards analysis, first popularized by Seidel, is often the simplest most elegant way of analyzing a randomized algorithm. It applies to incremental algorithms where elements are added incrementally, following some random permutation,…
Multi-arm randomization has increasingly widespread applications recently and it is also crucial to ensure that the distributions of important observed covariates as well as the potential unobserved covariates are similar and comparable…
For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…
We investigate the equilibration of a small isolated quantum system by means of its matrix of asymptotic transition probabilities in a preferential basis. The trace of this matrix is shown to measure the degree of equilibration of the…
This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…
Randomized saturation designs are a family of designs which assign a possibly different treatment proportion to each cluster of a population at random. As a result, they generalize the well-known (stratified) completely randomized designs…