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Policy-relevant treatment effect estimation in a marketplace setting requires taking into account both the direct benefit of the treatment and any spillovers induced by changes to the market equilibrium. The standard way to address these…

Econometrics · Economics 2025-02-04 Evan Munro , Xu Kuang , Stefan Wager

This paper investigates decision-making in A/B experiments for online platforms and marketplaces. In such settings, due to constraints on inventory, A/B experiments typically lead to biased estimators because of *interference* between…

Methodology · Statistics 2025-08-26 Ramesh Johari , Hannah Li , Anushka Murthy , Gabriel Y. Weintraub

Online experiments such as Randomised Controlled Trials (RCTs) or A/B-tests are the bread and butter of modern platforms on the web. They are conducted continuously to allow platforms to estimate the causal effect of replacing system…

Machine Learning · Computer Science 2023-04-24 Olivier Jeunen

Online experimentation, also known as A/B testing, is the gold standard for measuring product impacts and making business decisions in the tech industry. The validity and utility of experiments, however, hinge on unbiasedness and sufficient…

Applications · Statistics 2020-12-17 Min Liu , Jialiang Mao , Kang Kang

Technology companies are increasingly using randomized controlled trials (RCTs) as part of their development process. Despite having fine control over engineering systems and data instrumentation, these RCTs can still be imperfectly…

Software Engineering · Computer Science 2022-09-05 Jeffrey Wong , Jasmine Nettiksimmons , Jiannan Lu , Katherine Livins

Pricing and settlement mechanisms are crucial for efficient re-source allocation, investment incentives, market competition, and regulatory oversight. In the United States, Regional Transmission Operators (RTOs) adopts a uniform pricing…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Hamid Davoudi , Fengyu Wang , Yonghong Chen , Di Shi , Alinson Xavier , Feng Qiu

Online A/B tests have become increasingly popular and important for social platforms. However, accurately estimating the global average treatment effect (GATE) has proven to be challenging due to network interference, which violates the…

Methodology · Statistics 2023-11-27 Qianyi Chen , Bo Li , Lu Deng , Yong Wang

Randomized controlled trials (RCTs) have long been the gold standard for causal inference across various fields, including business analysis, economic studies, sociology, clinical research, and network learning. The primary advantage of…

Econometrics · Economics 2024-08-23 Carol Liu

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…

Computer Science and Game Theory · Computer Science 2013-06-28 Shuai Yuan , Jun Wang , Xiaoxue Zhao

Traditional auction theory posits that bid value exhibits a positive correlation with the probability of securing the auctioned object in ascending auctions. However, under uncertainty and incomplete information, as is characteristic in…

Theoretical Economics · Economics 2025-12-19 Dipankar Das

Identifying patient subgroups with different treatment responses is an important task to inform medical recommendations, guidelines, and the design of future clinical trials. Existing approaches for treatment effect estimation primarily…

Methodology · Statistics 2025-12-10 Vincent Jeanselme , Chang Ho Yoon , Fabian Falck , Brian Tom , Jessica Barrett

The spot pricing scheme has been considered to be resource-efficient for providers and cost-effective for consumers in the Cloud market. Nevertheless, unlike the static and straightforward strategies of trading on-demand and reserved Cloud…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-07 Zheng Li , William Tarneberg , Maria Kihl , Anders Robertsson

Financial markets populated by human traders often exhibit "market impact", where the traders' quote-prices move in the direction of anticipated change, before any transaction has taken place, as an immediate reaction to the arrival of a…

Trading and Market Microstructure · Quantitative Finance 2020-12-24 Zhen Zhang , Dave Cliff

Randomized Controlled Trials (RCTs) are the gold standard for evaluating the effect of new medical treatments. Treatments must pass stringent regulatory conditions in order to be approved for widespread use, yet even after the regulatory…

Machine Learning · Statistics 2025-03-13 Omer Noy Klein , Alihan Hüyük , Ron Shamir , Uri Shalit , Mihaela van der Schaar

Online marketplaces frequently run pricing experiments in environments where users choose from a list of items. In these settings, items compete for users' limited attention and demand, creating interference among items within a list:…

Econometrics · Economics 2026-03-17 Mahyar Habibi , Zahra Khanalizadeh , Negar Ziaeian

A/B tests are often required to be conducted on subjects that might have social connections. For e.g., experiments on social media, or medical and social interventions to control the spread of an epidemic. In such settings, the SUTVA…

Machine Learning · Computer Science 2024-04-17 Shiv Shankar , Ritwik Sinha , Yash Chandak , Saayan Mitra , Madalina Fiterau

The evolving landscape of online multiplayer gaming presents unique challenges in assessing the causal impacts of game features. Traditional A/B testing methodologies fall short due to complex player interactions, leading to violations of…

Applications · Statistics 2024-02-15 Yu Zhu , Zehang Richard Li , Yang Su , Zhenyu Zhao

Randomized Controlled Trials (RCTs) are the gold standard for comparing the effectiveness of a new treatment to the current one (the control). Most RCTs allocate the patients to the treatment group and the control group by uniform…

Machine Learning · Statistics 2018-10-22 Onur Atan , William R. Zame , Mihaela van der Schaar

Standard estimators of the global average treatment effect can be biased in the presence of interference. This paper proposes regression adjustment estimators for removing bias due to interference in Bernoulli randomized experiments. We use…

Methodology · Statistics 2019-03-06 Alex Chin