Related papers: A framework for Multi-A(rmed)/B(andit) testing wit…
Restless Multi-Armed Bandits (RMABs) are a powerful framework for sequential decision-making, widely applied in resource allocation and intervention optimization challenges in public health. However, traditional RMABs assume independence…
We propose a nonparametric sequential test that aims to address two practical problems pertinent to online randomized experiments: (i) how to do a hypothesis test for complex metrics; (ii) how to prevent type $1$ error inflation under…
False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…
Simultaneous statistical inference has been a cornerstone in the statistics methodology literature because of its fundamental theory and paramount applications. The mainstream multiple testing literature has traditionally considered two…
False discovery rate (FDR) has been a key metric for error control in multiple hypothesis testing, and many methods have developed for FDR control across a diverse cross-section of settings and applications. We develop a closure principle…
Obtaining high-quality labels for large datasets is expensive, requiring massive annotations from human experts. While AI models offer a cost-effective alternative by predicting labels, their label quality is compromised by the unavoidable…
The gold standard for estimating causal effects is randomized controlled trial (RCT) or A/B testing where a random group of individuals from a population of interest are given treatment and the outcome is compared to a random group of…
Active-controlled trials with non-inferiority objectives are often used when effective interventions are available, but new options may offer advantages or meet public health needs. In these trials, participants are randomized to an…
The mitigation of false positives is an important issue when conducting multiple hypothesis testing. The most popular paradigm for false positives mitigation in high-dimensional applications is via the control of the false discovery rate…
Multiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses, with relatively few true signals. In this paper, we consider the multiple testing problem where…
In many practical applications of multiple hypothesis testing using the False Discovery Rate (FDR), the given hypotheses can be naturally partitioned into groups, and one may not only want to control the number of false discoveries (wrongly…
Federated multi-armed bandits (FMAB) is a new bandit paradigm that parallels the federated learning (FL) framework in supervised learning. It is inspired by practical applications in cognitive radio and recommender systems, and enjoys…
Multi-armed bandits (MAB) is a sequential decision-making model in which the learner controls the trade-off between exploration and exploitation to maximize its cumulative reward. Federated multi-armed bandits (FMAB) is an emerging…
A/B testing, a widely used form of Randomized Controlled Trial (RCT), is a fundamental tool in business data analysis and experimental design. However, despite its intent to maintain randomness, A/B testing often faces challenges that…
We study the problem of online clustering of data sequences in the multi-armed bandit (MAB) framework under the fixed-confidence setting. There are $M$ arms, each providing i.i.d. samples from a parametric distribution whose parameters are…
Multi-function radars (MFRs) are sophisticated types of sensors with the capabilities of complex agile inter-pulse modulation implementation and dynamic work mode scheduling. The developments in MFRs pose great challenges to modern…
Safety assessment plays a fundamental role in developing a new drug via clinical trials for ethical considerations. Due to complexity, manual review is typically conducted on the totality of data to draw safety conclusions. There are some…
The multi-armed bandit (MAB) model has been widely adopted for studying many practical optimization problems (network resource allocation, ad placement, crowdsourcing, etc.) with unknown parameters. The goal of the player here is to…
Online platforms routinely compare multi-armed bandit algorithms, such as UCB and Thompson Sampling, to select the best-performing policy. Unlike standard A/B tests for static treatments, each run of a bandit algorithm over $T$ users…
Response adaptive randomization (RAR) is appealing from methodological, ethical, and pragmatic perspectives in the sense that subjects are more likely to be randomized to better performing treatment groups based on accumulating data.…