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In the experimental design literature, Neyman allocation refers to the practice of allocating units into treated and control groups, potentially in unequal numbers proportional to their respective standard deviations, with the objective of…

Methodology · Statistics 2026-01-15 Jinglong Zhao

Randomized experiments (often known as "A/B tests") are widely used to evaluate product and service innovations. We study how to allocate limited experimentation resources across M concurrent experiments in an experiment-rich regime.…

Methodology · Statistics 2026-03-19 Fenghua Yang , Dae Woong Ham , Stefanus Jasin

Randomized trials, also known as A/B tests, are used to select between two policies: a control and a treatment. Given a corresponding set of features, we can ideally learn an optimized policy P that maps the A/B test data features to action…

Machine Learning · Computer Science 2018-06-08 Elon Portugaly , Joseph J. Pfeiffer

We consider estimation of an optimal individualized treatment rule from observational and randomized studies when a high-dimensional vector of baseline variables is available. Our optimality criterion is with respect to delaying expected…

Methodology · Statistics 2017-11-09 Iván Díaz , Oleksandr Savenkov , Karla Ballman

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

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

Machine Learning · Computer Science 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

In a sequential multiple-assignment randomized trial (SMART), a sequence of treatments is given to a patient over multiple stages. In each stage, randomization may be done to allocate patients to different treatment groups. Even though…

Methodology · Statistics 2024-01-09 Rik Ghosh , Bibhas Chakraborty , Inbal Nahum-Shani , Megan E. Patrick , Palash Ghosh

Designing individualized allocation of treatments so as to maximize the equilibrium welfare of interacting agents has many policy-relevant applications. Focusing on sequential decision games of interacting agents, this paper develops a…

Econometrics · Economics 2026-05-15 Toru Kitagawa , Guanyi Wang

Health policy decisions regarding patient treatment strategies require consideration of both treatment effectiveness and cost. Optimizing treatment rules with respect to effectiveness may result in prohibitively expensive strategies; on the…

Methodology · Statistics 2021-10-20 Nicholas Illenberger , Andrew J. Spieker , Nandita Mitra

We consider the optimal experimental design problem of allocating subjects to treatment or control when subjects participate in multiple, separate controlled experiments within a short time-frame and subject covariate information is…

Methodology · Statistics 2024-12-16 William Fisher , Qiong Zhang , Lulu Kang , Xinwei Deng

A/B testing refers to the statistical procedure of conducting an experiment to compare two treatments, A and B, applied to different testing subjects. It is widely used by technology companies such as Facebook, LinkedIn, and Netflix, to…

Methodology · Statistics 2026-05-12 Victoria Pokhiko , Qiong Zhang , Lulu Kang , D'arcy P. Mays

In the past decade, the technology industry has adopted online randomized controlled experiments (a.k.a. A/B testing) to guide product development and make business decisions. In practice, A/B tests are often implemented with increasing…

Methodology · Statistics 2023-03-27 Kevin Han , Shuangning Li , Jialiang Mao , Han Wu

The training of autonomous agents often requires expensive and unsafe trial-and-error interactions with the environment. Nowadays several data sets containing recorded experiences of intelligent agents performing various tasks, spanning…

Machine Learning · Computer Science 2020-10-06 Giorgio Angelotti , Nicolas Drougard , Caroline Ponzoni Carvalho Chanel

Experimental testing is vital in the optimization of web applications, and as such A/B testing has been widely adopted as a methodology for determining optimal content for many web applications. While some testing platforms provide…

Methodology · Statistics 2017-10-04 Ian E. Fellows

We consider the problem of learning how to optimally allocate treatments whose cost is uncertain and can vary with pre-treatment covariates. This setting may arise in medicine if we need to prioritize access to a scarce resource that…

Methodology · Statistics 2025-10-14 Hao Sun , Evan Munro , Georgy Kalashnov , Shuyang Du , Stefan Wager

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Optimal treatment rules can improve health outcomes on average by assigning a treatment associated with the most desirable outcome to each individual. Due to an unknown data generation mechanism, it is appealing to use flexible models to…

Methodology · Statistics 2023-11-21 Lingjie Shen , Gijs Geleijnse , Maurits Kaptein

Selecting the optimal recommender via online exploration-exploitation is catching increasing attention where the traditional A/B testing can be slow and costly, and offline evaluations are prone to the bias of history data. Finding the…

Information Retrieval · Computer Science 2022-03-29 Da Xu , Chuanwei Ruan , Evren Korpeoglu , Sushant Kumar , Kannan Achan

We study the design of experiments with multiple treatment levels, a setting common in clinical trials and online A/B/n testing. Unlike single-treatment studies, practical analyses of multi-treatment experiments typically first select a…

Methodology · Statistics 2025-10-07 Jiachen Xu , Jian Qian , Zijun Gao

e consider the experimental design problem in an online environment, an important practical task for reducing the variance of estimates in randomized experiments which allows for greater precision, and in turn, improved decision making. In…

Methodology · Statistics 2022-03-07 David Arbour , Drew Dimmery , Tung Mai , Anup Rao