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Related papers: Optimal sequential treatment allocation

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Consider a setting in which a policy maker assigns subjects to treatments, observing each outcome before the next subject arrives. Initially, it is unknown which treatment is best, but the sequential nature of the problem permits learning…

Econometrics · Economics 2020-08-13 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…

Econometrics · Economics 2022-04-06 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

Many policies involve dynamics in their treatment assignments, where individuals receive sequential interventions over multiple stages. We study estimation of an optimal dynamic treatment regime that guides the optimal treatment assignment…

Econometrics · Economics 2024-09-04 Shosei Sakaguchi

We consider a multi-armed bandit problem with covariates. Given a realization of the covariate vector, instead of targeting the treatment with highest conditional expectation, the decision maker targets the treatment which maximizes a…

Machine Learning · Statistics 2024-12-25 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may choose between postponing treatment (watchful…

Methodology · Statistics 2020-05-01 Xinkun Nie , Emma Brunskill , Stefan Wager

We consider the problem of selecting the optimal subgroup to treat when data on covariates is available from a randomized trial or observational study. We distinguish between four different settings including (i) treatment selection when…

Methodology · Statistics 2018-02-28 Tyler J. VanderWeele , Alex R. Luedtke , Mark J. van der Laan , Ronald C. Kessler

Consider a setup in which a decision maker is informed about the population by a finite sample and based on that sample has to decide whether or not to apply a certain treatment. We work out finite sample minimax regret treatment rules…

Econometrics · Economics 2026-01-08 Patrik Guggenberger , Nihal Mehta , Nikita Pavlov

There is increasing interest in allocating treatments based on observed individual characteristics: examples include targeted marketing, individualized credit offers, and heterogeneous pricing. Treatment personalization introduces…

Econometrics · Economics 2023-04-06 Evan Munro

Patients who are seriously ill may ask doctors to treat them with unapproved medication, about which not much is known, or else with known medication in a high dosage. Apart from strict legal constraints such cases may involve difficult…

Other Statistics · Statistics 2018-04-13 F. Thomas Bruss

We study the design of multi-armed parallel group clinical trials to estimate personalized treatment rules that identify the best treatment for a given patient with given covariates. Assuming that the outcomes in each treatment arm are…

Statistics Theory · Mathematics 2022-07-13 David Azriel , Yosef Rinott , Martin Posch

I study the problem of a decision maker choosing a policy which allocates treatment to a heterogeneous population on the basis of experimental data that includes only a subset of possible treatment values. The effects of new treatments are…

Econometrics · Economics 2025-07-17 Samuel Higbee

We consider the problem of learning how to optimally allocate treatments whose cost is uncertain and can vary with pre-treatment covariates. This setting may arise in medicine if we need to prioritize access to a scarce resource that…

Methodology · Statistics 2025-10-14 Hao Sun , Evan Munro , Georgy Kalashnov , Shuyang Du , Stefan Wager

In this paper, we explore optimal treatment allocation policies that target distributional welfare. Most literature on treatment choice has considered utilitarian welfare based on the conditional average treatment effect (ATE). While…

Methodology · Statistics 2025-04-30 Yifan Cui , Sukjin Han

Most clinical prediction studies are developed from retrospective cohorts and reported as if all patient information were observed at once. In practice, clinicians face a more consequential question: \emph{when is there already enough…

Methodology · Statistics 2026-04-27 Hui-Mean Foo , Yuan-chin Ivan Chang

The treatment allocation mechanism in a randomized clinical trial can be optimized by maximizing the nonparametric efficiency bound for a specific measure of treatment effect. Optimal treatment allocations which may or may not depend on…

Methodology · Statistics 2025-05-23 Wei Zhang , Zhiwei Zhang , Aiyi Liu

We study treatment assignment problems under capacity constraints, where a planner aims to maximize social welfare by assigning treatments based on observable covariates. Such constraints, common when treatments are costly or limited in…

Econometrics · Economics 2025-09-12 Keita Sunada , Kohei Izumi

Assessing causal effects in the presence of unobserved confounding is a challenging problem. Existing studies leveraged proxy variables or multiple treatments to adjust for the confounding bias. In particular, the latter approach attributes…

Methodology · Statistics 2023-10-17 Yong Wu , Mingzhou Liu , Jing Yan , Yanwei Fu , Shouyan Wang , Yizhou Wang , Xinwei Sun

Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…

Econometrics · Economics 2021-07-14 Sukjin Han

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

Econometrics · Economics 2023-04-25 Lihua Lei , Roshni Sahoo , Stefan Wager

Oversubscribed treatments are often allocated using randomized waiting lists. Applicants are ranked randomly, and treatment offers are made following that ranking until all seats are filled. To estimate causal effects, researchers often…

Methodology · Statistics 2018-10-24 Clement de Chaisemartin , Luc Behaghel
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