Related papers: On the Complexity of A/B Testing
We provide a theoretical framework to understand how widely used measures of choice difficulty relate. In a binary-option Bayesian expected-utility framework, we show that three measures of difficulty, (i) understanding (ex-ante value),…
Stability is a central property in learning and statistics promising the output of an algorithm $A$ does not change substantially when applied to similar datasets $S$ and $S'$. It is an elementary fact that any sufficiently stable algorithm…
A/B testing is gaining attention in the automotive sector as a promising tool to measure causal effects from software changes. Different from the web-facing businesses, where A/B testing has been well-established, the automotive domain…
A/B tests are the gold standard for evaluating digital experiences on the web. However, traditional "fixed-horizon" statistical methods are often incompatible with the needs of modern industry practitioners as they do not permit continuous…
It often happens that the same problem presents itself to different communities and the solutions proposed or adopted by those communities are different. We take the case of the variance estimation of the population average treatment effect…
Experiments often yield non-identically distributed data for statistical analysis. Tests of hypothesis under such set-ups are generally performed using the likelihood ratio test, which is non-robust with respect to outliers and model…
We revisit the fundamental question of simple-versus-simple hypothesis testing with an eye towards computational complexity, as the statistically optimal likelihood ratio test is often computationally intractable in high-dimensional…
The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…
Many AI synthesis problems such as planning or scheduling may be modelized as constraint satisfaction problems (CSP). A CSP is typically defined as the problem of finding any consistent labeling for a fixed set of variables satisfying all…
Necessary and sufficient conditions of uniform consistency are explored. A hypothesis is simple. Nonparametric sets of alternatives are bounded convex sets in $\mathbb{L}_p$, $p >1$ with "small" balls deleted. The "small" balls have the…
We present a fully probabilistic approach for solving binary optimization problems with black-box objective functions and with budget constraints. In the probabilistic approach, the optimization variable is viewed as a random variable and…
We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…
This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search problem studied here is to find one…
We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that of selecting a sequence of payoff functions that maximize the…
We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…
Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…
We study sequential testing for a binary disease outcome when risk follows an unknown logistic model. At each round, the decision maker may either pay for a test revealing the true label or predict the outcome based on patient features and…
Nonparametric two sample testing deals with the question of consistently deciding if two distributions are different, given samples from both, without making any parametric assumptions about the form of the distributions. The current…
Most active learning research has focused on methods which perform well when many labels are available, but can be dramatically worse than random selection when label budgets are small. Other methods have focused on the low-budget regime,…
We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…