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Related papers: Designing Experiments Toward Shrinkage Estimation

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This study addresses the challenge of estimating average treatment effects (ATEs) for advertising campaigns in online marketplaces where complete randomized experimentation is infeasible. We propose two key innovations: (1) a shrinkage…

Methodology · Statistics 2026-04-01 Yen-Chun Liu , Alexander Volfovsky , German Schnaidt , Cristobal Garib , Eric Laber

There are multiple cluster randomised trial designs that vary in when the clusters cross between control and intervention states, when observations are made within clusters, and how many observations are made at that time point. Identifying…

Methodology · Statistics 2023-07-20 Samuel I. Watson , Alan Girling , Karla Hemming

The paper considers two different designs; a two-arm superiority cluster randomised controlled trial (RCT) with a continuous outcome, and a twoarm superiority cluster RCT with a binary outcome. From a Bayesian perspective, for the analysis…

Methodology · Statistics 2025-11-11 Abdullah Aloufi , Kevin Wilson , Nina Wilson , Lisa Shaw , Christopher Price

Cluster-randomized trials (CRTs) are widely used to evaluate group-level interventions and increasingly collect multiple outcomes capturing complementary dimensions of benefit and risk. Investigators often seek a single global summary of…

Methodology · Statistics 2026-01-22 Xinyuan Chen , Fan Li

Augmenting randomized controlled trials (RCTs) with external real-world data (RWD) has the potential to improve the finite sample efficiency of treatment effect estimators. We describe using adaptive targeted maximum likelihood estimation…

Methodology · Statistics 2025-01-30 Sky Qiu , Jens Tarp , Andrew Mertens , Mark van der Laan

We present an optimized rerandomization design procedure for a non-sequential treatment-control experiment. Randomized experiments are the gold standard for finding causal effects in nature. But sometimes random assignments result in…

Methodology · Statistics 2021-01-26 Adam Kapelner , Abba M. Krieger , Michael Sklar , David Azriel

From clinical development of cancer therapies to investigations into partisan bias, adaptive sequential designs have become increasingly popular method for causal inference, as they offer the possibility of improved precision over their…

Methodology · Statistics 2023-10-17 Jessica Dai , Paula Gradu , Christopher Harshaw

Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited interventional data. Given that randomized experiments are…

Methodology · Statistics 2019-02-28 Raj Agrawal , Chandler Squires , Karren Yang , Karthik Shanmugam , Caroline Uhler

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

We introduce a gradient-based approach for the problem of Bayesian optimal experimental design to learn causal models in a batch setting -- a critical component for causal discovery from finite data where interventions can be costly or…

Machine Learning · Computer Science 2023-06-05 Yashas Annadani , Panagiotis Tigas , Desi R. Ivanova , Andrew Jesson , Yarin Gal , Adam Foster , Stefan Bauer

Shrinkage methods are frequently used to improve the precision of least squares estimators of fixed effects. However, widely used shrinkage estimators guarantee improved precision only under strong distributional assumptions. I develop an…

Econometrics · Economics 2025-09-09 Soonwoo Kwon

We tackle covariance estimation in low-sample scenarios, employing a structured covariance matrix with shrinkage methods. These involve convexly combining a low-bias/high-variance empirical estimate with a biased regularization estimator,…

Instrumentation and Methods for Astrophysics · Physics 2024-06-28 Olivier Flasseur , Eric Thiébaut , Loïc Denis , Maud Langlois

Observational studies provide the only evidence on the effectiveness of interventions when randomized controlled trials (RCTs) are impractical due to cost, ethical concerns, or time constraints. While many methodologies aim to draw causal…

We consider the design of a two-arm superiority cluster randomised controlled trial (RCT) with a continuous outcome. We detail Bayesian inference for the analysis of the trial using a linear mixed-effects model. The treatment is compared to…

Methodology · Statistics 2022-08-29 Kevin J Wilson

Randomised controlled trials (RCTs) are the most effective approach to causal discovery, but in many circumstances it is impossible to conduct RCTs. Therefore observational studies based on passively observed data are widely accepted as an…

Artificial Intelligence · Computer Science 2016-11-11 Jiuyong Li , Thuc Duy Le , Lin Liu , Jixue Liu , Zhou Jin , Bingyu Sun , Saisai Ma

We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…

Econometrics · Economics 2025-11-04 Xuelin Yang , Licong Lin , Susan Athey , Michael I. Jordan , Guido W. Imbens

The real-world testing of decisions made using causal machine learning models is an essential prerequisite for their successful application. We focus on evaluating and improving contextual treatment assignment decisions: these are…

Machine Learning · Statistics 2022-07-13 Desi R. Ivanova , Joel Jennings , Cheng Zhang , Adam Foster

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

Split-plot designs find wide applicability in multifactor experiments with randomization restrictions. Practical considerations often warrant the use of unbalanced designs. This paper investigates randomization based causal inference in…

Methodology · Statistics 2019-06-21 Rahul Mukerjee , Tirthankar Dasgupta

Using Bayesian experimental design techniques, we have shown that for a single two-level quantum mechanical system under strong (projective) measurement, the dynamical parameters of a model Hamiltonian can be estimated with exponentially…

Quantum Physics · Physics 2012-06-05 Christopher Ferrie , Christopher E. Granade , D. G. Cory