English
Related papers

Related papers: Evidence Aggregation for Treatment Choice

200 papers

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

We study sequential experiments where sampling is costly and a decision-maker aims to determine the best treatment for full scale implementation by (1) adaptively allocating units between two possible treatments, and (2) stopping the…

Econometrics · Economics 2025-05-06 Karun Adusumilli

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

In practical applications, data is used to make decisions in two steps: estimation and optimization. First, a machine learning model estimates parameters for a structural model relating decisions to outcomes. Second, a decision is chosen to…

Optimization and Control · Mathematics 2022-10-28 Samuel Tan , Peter I. Frazier

We consider the problem of using observational bandit feedback data from multiple heterogeneous data sources to learn a personalized decision policy that robustly generalizes across diverse target settings. To achieve this, we propose a…

Machine Learning · Computer Science 2024-10-14 Aldo Gael Carranza , Susan Athey

We consider a decision aggregation problem with two experts who each make a binary recommendation after observing a private signal about an unknown binary world state. An agent, who does not know the joint information structure between…

Computer Science and Game Theory · Computer Science 2023-11-27 Yuqi Pan , Zhaohua Chen , Yuqing Kong

We study information aggregation with a decision maker aggregating binary recommendations from symmetric agents. Each agent's recommendation depends on her private information about a hidden state. While the decision maker knows the prior…

Computer Science and Game Theory · Computer Science 2023-11-17 Itai Arieli , Yakov Babichenko , Inbal Talgam-Cohen , Konstantin Zabarnyi

Learning optimal policies from historical data enables personalization in a wide variety of applications including healthcare, digital recommendations, and online education. The growing policy learning literature focuses on settings where…

Machine Learning · Statistics 2022-11-17 Ruohan Zhan , Zhimei Ren , Susan Athey , Zhengyuan Zhou

In medical treatment and elsewhere, it has become standard to base treatment intensity (dosage) on evidence in randomized trials. Yet it has been rare to study how outcomes vary with dosage. In trials to obtain drug approval, the norm has…

Econometrics · Economics 2023-05-30 Charles F. Manski

This paper studies statistical aggregation procedures in regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types of…

Statistics Theory · Mathematics 2007-06-13 Florentina Bunea , Alexandre Tsybakov , Marten Wegkamp

In a randomized control trial, the precision of an average treatment effect estimator can be improved either by collecting data on additional individuals, or by collecting additional covariates that predict the outcome variable. We propose…

Methodology · Statistics 2017-09-27 Pedro Carneiro , Sokbae Lee , Daniel Wilhelm

We study the population limit maximum regret (MR) of plug-in prediction when the decision problem is to choose between two treatments for the members of a population with observed covariates x. In this setting, the optimal treatment for…

Econometrics · Economics 2026-02-10 Jeff Dominitz , Charles F. Manski

It is common to use minimax rules to make decisions for planning when there is great uncertainty on what will happen in the future. Minimax regret is one popular version of this. We give an analysis of the behaviour of minimax rules in the…

Optimization and Control · Mathematics 2022-03-04 Edward Anderson , Stan Zachary

The theory of reinforcement learning has focused on two fundamental problems: achieving low regret, and identifying $\epsilon$-optimal policies. While a simple reduction allows one to apply a low-regret algorithm to obtain an…

Machine Learning · Computer Science 2022-06-23 Andrew Wagenmaker , Max Simchowitz , Kevin Jamieson

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide…

Machine Learning · Computer Science 2024-07-31 Chao Qin , Daniel Russo

Consider a causal structure with endogeneity (i.e., unobserved confoundedness) in empirical data, where an instrumental variable is available. In this setting, we show that the mean social welfare function can be identified and represented…

Econometrics · Economics 2020-12-15 Yuya Sasaki , Takuya Ura

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

Given a set of items and a set of evaluators who all individually rank them, how do we aggregate these evaluations into a single societal ranking? Work in social choice and statistics has produced many aggregation methods for this problem,…

Computer Science and Game Theory · Computer Science 2025-08-26 Ratip Emin Berker , Ben Armstrong , Vincent Conitzer , Nihar B. Shah

As the COVID-19 pandemic progresses, researchers are reporting findings of randomized trials comparing standard care with care augmented by experimental drugs. The trials have small sample sizes, so estimates of treatment effects are…

Econometrics · Economics 2020-06-02 Charles F. Manski , Aleksey Tetenov

In many medical and business applications, researchers are interested in estimating individualized treatment effects using data from a randomized experiment. For example in medical applications, doctors learn the treatment effects from…

Methodology · Statistics 2022-03-01 Kevin Wu Han , Han Wu