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We study optimal variance reduction solutions for count and ratio metrics in online controlled experiments. Our methods leverage flexible machine learning tools to incorporate covariates that are independent from the treatment but have…

Methodology · Statistics 2022-09-05 Ying Jin , Shan Ba

Covariate adjustment is an approach to improve the precision of trial analyses by adjusting for baseline variables that are prognostic of the primary endpoint. Motivated by the SEARCH Universal HIV Test-and-Treat Trial (2013-2017), we tell…

Methodology · Statistics 2025-12-16 Laura B. Balzer , Mark J. van der Laan , Maya L. Petersen

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Propensity score methods have been shown to be powerful in obtaining efficient estimators of average treatment effect (ATE) from observational data, especially under the existence of confounding factors. When estimating, deciding which type…

Methodology · Statistics 2021-09-14 Kangjie Zhou , Jinzhu Jia

Online controlled experiments play a crucial role in enabling data-driven decisions across a wide range of companies. Variance reduction is an effective technique to improve the sensitivity of experiments, achieving higher statistical power…

Machine Learning · Computer Science 2024-07-24 Hao Zhou , Kun Sun , Shaoming Li , Yangfeng Fan , Guibin Jiang , Jiaqi Zheng , Tao Li

Estimating the average treatment effect (ATE) from observational data is challenging due to selection bias. Existing works mainly tackle this challenge in two ways. Some researchers propose constructing a score function that satisfies the…

Machine Learning · Computer Science 2022-09-07 Yiyan Huang , Cheuk Hang Leung , Shumin Ma , Qi Wu , Dongdong Wang , Zhixiang Huang

We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

We consider the problem of estimating the average treatment effect (ATE) when both randomized control trial (RCT) data and external real-world data (RWD) are available. We decompose the ATE estimand as the difference between a pooled-ATE…

Methodology · Statistics 2025-01-22 Mark van der Laan , Sky Qiu , Jens Magelund Tarp , Lars van der Laan

Multi-regional clinical trials (MRCTs) are central to global drug development, enabling evaluation of treatment effects across diverse populations. A key challenge is valid and efficient inference for a region-specific estimand when the…

Methodology · Statistics 2026-02-04 Chenxi Li , Ke Zhu , Shu Yang , Xiaofei Wang

In randomized experiments, covariates are often used to reduce variance and improve the precision of treatment effect estimates. However, in many real-world settings, interference between units, where one unit's treatment affects another's…

Methodology · Statistics 2026-04-10 Xinyi Wang , Shuangning Li

We propose a method to reduce variance in treatment effect estimates in the setting of high-dimensional data. In particular, we introduce an approach for learning a metric to be used in matching treatment and control groups. The metric…

Applications · Statistics 2017-12-15 Jonathan Bates , Alexander Cloninger

Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from…

Methodology · Statistics 2025-08-22 Xin Lu , Lei Shi , Hanzhong Liu , Peng Ding

This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…

Statistics Theory · Mathematics 2023-05-29 Jose Blanchet , Haoxuan Chen , Yiping Lu , Lexing Ying

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

We investigate the finite sample performance of sample splitting, cross-fitting and averaging for the estimation of the conditional average treatment effect. Recently proposed methods, so-called meta-learners, make use of machine learning…

Methodology · Statistics 2020-08-27 Daniel Jacob

Cluster randomized trials (CRTs) randomly assign an intervention to groups of individuals (e.g., clinics or communities) and measure outcomes on individuals in those groups. While offering many advantages, this experimental design…

Covariate-adaptive randomization is widely used in clinical trials to balance prognostic factors, and regression adjustments are often adopted to further enhance the estimation and inference efficiency. In practice, the covariates may…

Methodology · Statistics 2025-08-15 Wanjia Fu , Yingying Ma , Hanzhong Liu

Augmented inverse probability weighting and G-computation with canonical generalized linear models have become increasingly popular for estimating average treatment effects (ATEs) in randomized experiments. These methods leverage outcome…

Methodology · Statistics 2026-03-13 Muluneh Alene , Stijn Vansteelandt , Kelly Van Lancker

Companies offering web services routinely run randomized online experiments to estimate the causal impact associated with the adoption of new features and policies on key performance metrics of interest. These experiments are used to…

Methodology · Statistics 2023-07-13 Lorenzo Masoero , Doug Hains , James McQueen

We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…

Methodology · Statistics 2025-10-30 Miruna Oprescu , Brian M Cho , Nathan Kallus
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