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Inspired by sample splitting and the reusable holdout introduced in the field of differential privacy, we consider selective inference with a randomized response. We discuss two major advantages of using a randomized response for model…
This article considers causal inference for treatment contrasts from a randomized experiment using potential outcomes in a finite population setting. Adopting a Neymanian repeated sampling approach that integrates such causal inference with…
Multiple importance sampling estimators are widely used for computing intractable constants due to its reliability and robustness. The celebrated balance heuristic estimator belongs to this class of methods and has proved very successful in…
A different general philosophy, to be called Full Randomness (FR), for the analysis of random effects models is presented, involving a notion of reducing or preferably eliminating fixed effects, at least formally. For example, under FR…
This paper develops a general framework for identifying causal effects in settings with spillovers, where both outcomes and endogenous treatment decisions are influenced by peers within a known group. It introduces the generalized local…
Empirical design in reinforcement learning is no small task. Running good experiments requires attention to detail and at times significant computational resources. While compute resources available per dollar have continued to grow…
The study of experimental design offers tremendous benefits for answering causal questions across a wide range of applications, including agricultural experiments, clinical trials, industrial experiments, social experiments, and digital…
With recent advances in high throughput technology, researchers often find themselves running a large number of hypothesis tests (thousands+) and esti- mating a large number of effect-sizes. Generally there is particular interest in those…
We obtain partial identification of direct and spillover effects in settings with strategic interaction and discrete treatments, outcome and independent instruments. We consider a framework with two decision-makers who play pure-strategy…
We present a brief overview of the methods for making statistical inference (testing statistical hypotheses, construction of confidence and/or prediction intervals and regions) about linear functions of the fixed effects and/or about the…
This paper studies a potential outcome model with a continuous or discrete outcome, a discrete multi-valued treatment, and a discrete multi-valued instrument. We derive sharp, closed-form testable implications for a class of restrictions on…
In the setting of multi-armed trials, adaptive designs are a popular way to increase estimation efficiency, identify optimal treatments, or maximize rewards to individuals. Recent work has considered the case of estimating the effects of K…
Switchback experiments--alternating treatment and control over time--are widely used when unit-level randomization is infeasible, outcomes are aggregated, or user interference is unavoidable. In practice, experimentation must support fast…
Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient estimation procedures in parametric models are simple to…
Using only a binary intervention and outcome and the design of the randomization within an experiment, we construct a design-based likelihood of the joint distribution of potential outcomes in the sample -- the numbers of always takers,…
In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
Randomized trials are often conducted with separate randomizations across multiple sites such as schools, voting districts, or hospitals. These sites can differ in important ways, including the site's implementation, local conditions, and…
Machine Learning explainability techniques have been proposed as a means of `explaining' or interrogating a model in order to understand why a particular decision or prediction has been made. Such an ability is especially important at a…
Respondent-driven sampling is a widely-used network sampling technique, designed to sample from hard-to-reach populations. Estimation from the resulting samples is an area of active research, with software available to compute at least four…