Related papers: On Post-Selection Inference in A/B Tests
External controls from historical trials or observational data can augment randomized controlled trials when large-scale randomization is impractical or unethical, such as in drug evaluation for rare diseases. However, non-randomized…
Quality statistical inference requires a sufficient amount of data, which can be missing or hard to obtain. To this end, prediction-powered inference has risen as a promising methodology, but existing approaches are largely limited to…
A/B testing plays a central role in data-driven product development, guiding launch decisions for new features and designs. However, treatment effect estimates are often noisy due to short horizons, early stopping, and slowly accumulating…
A/B testing refers to the task of determining the best option among two alternatives that yield random outcomes. We provide distribution-dependent lower bounds for the performance of A/B testing that improve over the results currently…
We study the stability of posterior predictive inferences to the specification of the likelihood model and perturbations of the data generating process. In modern big data analyses, useful broad structural judgements may be elicited from…
We discuss the use of empirical Bayes for data integration, in the sense of transfer learning. Our main interest is in settings where one wishes to learn structure (e.g. feature selection) and one only has access to incomplete data from…
Neural network based Artificial Intelligence (AI) has reported increasing scales in experiments. However, this paper raises a rarely reported stage in such experiments called Post-Selection alter the reader to several possible protocol…
In modern data analysis, it is common to use machine learning methods to predict outcomes on unlabeled datasets and then use these pseudo-outcomes in subsequent statistical inference. Inference in this setting is often called…
Postselected weak measurement is a useful protocol for amplifying weak physical effects. However, there has recently been controversy over whether it gives any advantage in precision. While it is now clear that retaining failed…
Booming in business and a staple analysis in medical trials, the A/B test assesses the effect of an intervention or treatment by comparing its success rate with that of a control condition. Across many practical applications, it is…
In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesis being true. We measure the posterior significance of each…
Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…
Confounding matters in almost all observational studies that focus on causality. In order to eliminate bias caused by connfounders, oftentimes a substantial number of features need to be collected in the analysis. In this case, large p…
Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false…
Binary observations are often repeated to improve data quality, creating technical replicates. Several scoring methods are commonly used to infer the actual individual state and obtain a probability for each state. The common practice of…
Using more test-time computation during language model inference, such as generating more intermediate thoughts or sampling multiple candidate answers, has proven effective in significantly improving model performance. This paper takes an…
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We show both theoretically and empirically that naively treating…
Simulation-based inference has been popular for amortized Bayesian computation. It is typical to have more than one posterior approximation, from different inference algorithms, different architectures, or simply the randomness of…
A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…
We provide a brief overview of both Bayes and classical model selection. We argue tentatively that model selection has at least two major goals, that of finding the correct model or predicting well, and that in general both these goals may…