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We consider the problem of chance constrained optimization where it is sought to optimize a function and satisfy constraints, both of which are affected by uncertainties. The real world declinations of this problem are particularly…

Standard Bayesian learning is known to have suboptimal generalization capabilities under misspecification and in the presence of outliers. PAC-Bayes theory demonstrates that the free energy criterion minimized by Bayesian learning is a…

Machine Learning · Computer Science 2023-04-25 Matteo Zecchin , Sangwoo Park , Osvaldo Simeone , Marios Kountouris , David Gesbert

This paper develops a framework for identifying treatment effects when a policy simultaneously alters both the incentive to participate and the outcome of interest -- such as hiring decisions and wages in response to employment subsidies;…

Econometrics · Economics 2025-09-01 Haotian Deng

In most clinical trials, patients are randomized with equal probability among treatments to obtain an unbiased estimate of the treatment effect. Response-adaptive randomization (RAR) has been proposed for ethical reasons, where the…

Applications · Statistics 2019-09-16 Thevaa Chandereng , Rick Chappell

Today's top advertisers typically manage hundreds of campaigns simultaneously and consistently launch new ones throughout the year. A crucial challenge for marketing managers is determining the optimal allocation of limited budgets across…

Machine Learning · Statistics 2024-09-04 Lin Ge , Yang Xu , Jianing Chu , David Cramer , Fuhong Li , Kelly Paulson , Rui Song

We investigate modifications to Bayesian Optimization for a resource-constrained setting of sequential experimental design where changes to certain design variables of the search space incur a switching cost. This models the scenario where…

Machine Learning · Computer Science 2024-05-16 Stefan Pricopie , Richard Allmendinger , Manuel Lopez-Ibanez , Clyde Fare , Matt Benatan , Joshua Knowles

Participatory budgeting (PB) has attracted much attention in recent times due to its wide applicability in social choice settings. In this paper, we consider indivisible PB which involves allocating an available, limited budget to a set of…

Computer Science and Game Theory · Computer Science 2022-07-19 Gogulapati Sreedurga , Yadati Narahari

For counterfactual policy evaluation, it is important to ensure that treatment parameters are relevant to policies in question. This is especially challenging under unobserved heterogeneity, as is well featured in the definition of the…

Econometrics · Economics 2023-08-08 Sukjin Han , Shenshen Yang

Factorial experiments are ubiquitous in the social and biomedical sciences, but when units fail to comply with each assigned factors, identification and estimation of the average treatment effects become impossible without strong…

Methodology · Statistics 2025-08-06 Matthew Blackwell , Nicole E. Pashley

Identifying who should be treated is a central question in economics. There are two competing approaches to targeting - paternalistic and autonomous. In the paternalistic approach, policymakers optimally target the policy given observable…

Investigators are increasingly using novel methods for extending (generalizing or transporting) causal inferences from a trial to a target population. In many generalizability and transportability analyses, the trial and the observational…

Methodology · Statistics 2022-09-20 Yu-Han Chiu , Issa J. Dahabreh

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

Modern treatment targeting methods often rely on estimating the conditional average treatment effect (CATE) using machine learning tools. While effective in identifying who benefits from treatment on the individual level, these approaches…

Methodology · Statistics 2025-11-05 Yuchen Hu , Shuangning Li , Stefan Wager

The literature focuses on the mean of welfare regret, which can lead to undesirable treatment choice due to sensitivity to sampling uncertainty. We propose to minimize the mean of a nonlinear transformation of regret and show that singleton…

Econometrics · Economics 2024-10-03 Toru Kitagawa , Sokbae Lee , Chen Qiu

We consider an experimental design setting in which units are assigned to treatment after being sampled sequentially from an infinite population. We derive asymptotic efficiency bounds that apply to data from any experiment that assigns…

Methodology · Statistics 2026-05-20 Timothy B. Armstrong

We consider the effects of parameter uncertainty on the optimal radiation schedule in the context of the linear-quadratic model. Our interest arises from the observation that if inter-patient variations in OAR and tumor sensitivities to…

Tissues and Organs · Quantitative Biology 2015-06-05 Hamidreza Badri , Yoichi Watanabe , Kevin Leder

We study the problem of a decision maker who must provide the best possible treatment recommendation based on an experiment. The desirability of the outcome distribution resulting from the policy recommendation is measured through a…

Econometrics · Economics 2022-04-06 Anders Bredahl Kock , David Preinerstorfer , Bezirgen Veliyev

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 the conventional regression-discontinuity (RD) design, the probability that units receive a treatment changes discontinuously as a function of one covariate exceeding a threshold or cutoff point. This paper studies an extended RD design…

Econometrics · Economics 2025-10-13 Eugenio Felipe Merlano

Most clinical trials involve the comparison of a new treatment to a control arm (e.g., the standard of care) and the estimation of a treatment effect. External data, including historical clinical trial data and real-world observational…

Methodology · Statistics 2021-03-17 Tianjian Zhou , Yuan Ji