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Dynamic treatment regimes are treatment allocations tailored to heterogeneous individuals. The optimal dynamic treatment regime is a regime that maximizes counterfactual welfare. We introduce a framework in which we can partially learn the…

Econometrics · Economics 2021-07-14 Sukjin Han

Hierarchical random effect models are used for different purposes in clinical research and other areas. In general, the main focus is on population parameters related to the expected treatment effects or group differences among all units of…

Applications · Statistics 2021-04-07 Maryna Prus , Norbert Benda , Rainer Schwabe

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

We consider the procedure proposed by Bhandari et al. (2009) in the context of two-treatment clinical trials, with the objective of minimizing the applications of the less effective drug to the least number of patients. Our focus is on an…

Statistics Theory · Mathematics 2025-06-30 Sampurna Kundu , Jayant Jha , Subir Kumar Bhandari

Precision medicine is currently a topic of great interest in clinical and intervention science. One way to formalize precision medicine is through a treatment regime, which is a sequence of decision rules, one per stage of clinical…

Methodology · Statistics 2016-06-07 Yichi Zhang , Eric B. Laber , Anastasios Tsiatis , Marie Davidian

In several medical decision-making problems, such as antibiotic prescription, laboratory testing can provide precise indications for how a patient will respond to different treatment options. This enables us to "fully observe" all potential…

Machine Learning · Computer Science 2020-08-14 Soorajnath Boominathan , Michael Oberst , Helen Zhou , Sanjat Kanjilal , David Sontag

Large-scale online platforms and marketplace systems often evaluate new policies through experiments that randomize treatment across operational units (e.g., geographies, regions, or clusters) over many time periods. In these settings,…

Identifying optimal medical treatments to improve survival has long been a critical goal of pharmacoepidemiology. Traditionally, we use an average treatment effect measure to compare outcomes between treatment plans. However, new methods…

In this paper, we study the design and analysis of experiments conducted on a set of units over multiple time periods where the starting time of the treatment may vary by unit. The design problem involves selecting an initial treatment time…

Econometrics · Economics 2023-09-27 Ruoxuan Xiong , Susan Athey , Mohsen Bayati , Guido Imbens

Experimentation is widely utilized for causal inference and data-driven decision-making across disciplines. In an A/B experiment, for example, an online business randomizes two different treatments (e.g., website designs) to their customers…

Methodology · Statistics 2025-01-15 Wenxuan Guo , JungHo Lee , Panos Toulis

This paper considers a distributed decision-making approach for manufacturing task assignment and condition-based machine health maintenance. Our approach considers information sharing between the task assignment and health management…

Artificial Intelligence · Computer Science 2025-10-22 Ali Nasir , Samir Mekid , Zaid Sawlan , Omar Alsawafy

It is increasingly common in digital environments to use A/B tests to compare the performance of recommendation algorithms. However, such experiments often violate the stable unit treatment value assumption (SUTVA), particularly SUTVA's "no…

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

Machine Learning · Computer Science 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

A/B testing has become a gold standard for modern technological companies to conduct policy evaluation. Yet, its application to time series experiments, where policies are sequentially assigned over time, remains challenging. Existing…

Machine Learning · Computer Science 2026-02-03 Xiangkun Wu , Qianglin Wen , Yingying Zhang , Hongtu Zhu , Ting Li , Chengchun Shi

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The…

Information Theory · Computer Science 2018-01-08 Meik Dörpinghaus , Izaak Neri , Édgar Roldán , Heinrich Meyr , Frank Jülicher

Counterfactual estimators are critical for learning and refining policies using logged data, a process known as Off-Policy Evaluation (OPE). OPE allows researchers to assess new policies without costly experiments, speeding up the…

Artificial Intelligence · Computer Science 2025-01-10 Ritam Guha , Nilavra Pathak

In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…

Statistics Theory · Mathematics 2020-09-08 Susan Athey , Stefan Wager

We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…

Optimization and Control · Mathematics 2022-10-11 Negin Gorlezaei , Patrick Jaillet , Zijie Zhou
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