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A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

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

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

Machine Learning · Statistics 2018-08-24 Anders Bredahl Kock , Martin Thyrsgaard

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

This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…

Econometrics · Economics 2021-10-05 Charles F. Manski

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

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…

Statistics Theory · Mathematics 2023-09-21 Henry W. J. Reeve , Timothy I. Cannings , Richard J. Samworth

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

This paper studies a penalized statistical decision rule for the treatment assignment problem. Consider the setting of a utilitarian policy maker who must use sample data to allocate a binary treatment to members of a population, based on…

Statistics Theory · Mathematics 2020-12-10 Eric Mbakop , Max Tabord-Meehan

This paper studies the problem of optimally allocating treatments in the presence of spillover effects, using information from a (quasi-)experiment. I introduce a method that maximizes the sample analog of average social welfare when…

Econometrics · Economics 2024-04-09 Davide Viviano

This study considers the treatment choice problem when outcome variables are binary. We focus on statistical treatment rules that plug in fitted values based on nonparametric kernel regression and show that optimizing two parameters enables…

Econometrics · Economics 2023-09-19 Takuya Ishihara

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

In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…

Machine Learning · Statistics 2018-11-20 Zhengyuan Zhou , Susan Athey , Stefan Wager

We apply classical statistical decision theory to a large class of treatment choice problems with partial identification. We show that, in a general class of problems with Gaussian likelihood, all decision rules are admissible; it is…

Econometrics · Economics 2025-06-24 José Luis Montiel Olea , Chen Qiu , Jörg Stoye

Threshold policies are decision rules that assign treatments based on whether an observable characteristic exceeds a certain threshold. They are widespread across multiple domains, including welfare programs, taxation, and clinical…

Econometrics · Economics 2025-04-08 Federico Crippa

While the importance of personalized policymaking is widely recognized, fully personalized implementation remains rare in practice, often due to legal, fairness or cost concerns. We study the problem of policy targeting for a regret-averse…

Econometrics · Economics 2026-04-07 Toru Kitagawa , Sokbae Lee , Chen Qiu

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

Optimising queries in real-world situations under imperfect conditions is still a problem that has not been fully solved. We consider finding the optimal order in which to execute a given set of selection operators under partial ignorance…

Databases · Computer Science 2015-07-30 Khaled H. Alyoubi , Sven Helmer , Peter T. Wood

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

We consider a decision maker who faces a binary treatment choice when their welfare is only partially identified from data. We contribute to the literature by anchoring our finite-sample analysis on mean square regret, a decision criterion…

Econometrics · Economics 2023-10-11 Toru Kitagawa , Sokbae Lee , Chen Qiu
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