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Switchback experiments, where a firm sequentially exposes an experimental unit to random treatments, are among the most prevalent designs used in the technology sector, with applications ranging from ride-hailing platforms to online…

Methodology · Statistics 2025-09-18 Iavor Bojinov , David Simchi-Levi , Jinglong Zhao

The current body of research on developing optimal treatment strategies often places emphasis on intention-to-treat analyses, which fail to take into account the compliance behavior of individuals. Methods based on instrumental variables…

Methodology · Statistics 2024-02-21 Cuong T. Pham , Kevin G. Lynch , James R. McKay , Ashkan Ertefaie

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

We consider the optimal experimental design problem of allocating subjects to treatment or control when subjects participate in multiple, separate controlled experiments within a short time-frame and subject covariate information is…

Methodology · Statistics 2024-12-16 William Fisher , Qiong Zhang , Lulu Kang , Xinwei Deng

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

Optimal treatment rules can improve health outcomes on average by assigning a treatment associated with the most desirable outcome to each individual. Due to an unknown data generation mechanism, it is appealing to use flexible models to…

Methodology · Statistics 2023-11-21 Lingjie Shen , Gijs Geleijnse , Maurits Kaptein

Interference is ubiquitous when conducting causal experiments over networks. Except for certain network structures, causal inference on the network in the presence of interference is difficult due to the entanglement between the treatment…

Methodology · Statistics 2023-12-08 Chencheng Cai , Xu Zhang , Edoardo M. Airoldi

We investigate adaptive protocols for the elimination or reduction of the use of medications or addictive substances. We formalize this problem as online optimization, minimizing the cumulative dose subject to constraints on well-being. We…

Optimization and Control · Mathematics 2023-09-22 Paula Gradu , Benjamin Recht

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal…

Statistics Theory · Mathematics 2019-10-29 Aditya Deshmukh , Srikrishna Bhashyam , Venugopal V. Veeravalli

In the first stage of a two-stage study, the researcher uses a statistical model to impute the unobserved exposures. In the second stage, imputed exposures serve as covariates in epidemiological models. Imputation error in the first stage…

Applications · Statistics 2021-07-19 Ron Sarafian , Itai Kloog , Jonathan D. Rosenblatt

Bayesian adaptive designs have gained popularity in all phases of clinical trials with numerous new developments in the past few decades. During the COVID-19 pandemic, the need to establish evidence for the effectiveness of vaccines,…

Methodology · Statistics 2022-03-08 Shirin Golchi

A number of important modern applications in optimal control can be formulated as open loop control problems in which the underlying dynamical systems are subject to random inputs. These so-called ensemble control problems require the…

Optimization and Control · Mathematics 2026-05-05 Alessandro Scagliotti , Thomas M. Surowiec

Phase I dose-finding trials are increasingly challenging as the relationship between efficacy and toxicity of new compounds (or combination of them) becomes more complex. Despite this, most commonly used methods in practice focus on…

Machine Learning · Computer Science 2020-06-16 Cong Shen , Zhiyang Wang , Sofia S. Villar , Mihaela van der Schaar

Over the recent past data-driven algorithms for solving stochastic optimal control problems in face of model uncertainty have become an increasingly active area of research. However, for singular controls and underlying diffusion dynamics…

Optimization and Control · Mathematics 2024-10-15 Sören Christensen , Asbjørn Holk Thomsen , Lukas Trottner

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter

The present paper deals with the problem of allocating patients to two competing treatments in the presence of covariates or prognostic factors in order to achieve a good trade-off among ethical concerns, inferential precision and…

Methodology · Statistics 2012-08-17 Alessandro Baldi Antognini , Maroussa Zagoraiou

Estimating the effects of interventions in networks is complicated when the units are interacting, such that the outcomes for one unit may depend on the treatment assignment and behavior of many or all other units (i.e., there is…

Methodology · Statistics 2014-08-15 Dean Eckles , Brian Karrer , Johan Ugander

Optimal experimental designs are probability measures with finite support enjoying an optimality property for the computation of least squares estimators. We present an algorithm for computing optimal designs on finite sets based on the…

Numerical Analysis · Mathematics 2022-01-11 Federico Piazzon

In this paper, the problem of choosing the best allocation of excitations and measurements for the identification of a dynamic network is formally stated and analyzed. The best choice will be one that achieves the most accurate…

Optimization and Control · Mathematics 2021-09-21 Eduardo Mapurunga , Alexandre Sanfelici Bazanella

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

Optimization and Control · Mathematics 2019-10-15 Omar El Housni , Vineet Goyal