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Bayesian approaches developed to solve the optimal design of sequential experiments are mathematically elegant but computationally challenging. Recently, techniques using amortization have been proposed to make these Bayesian approaches…
Bayesian optimisation is a sample efficient method for finding a global optimum of expensive black-box objective functions. Historic datasets from related problems can be exploited to help improve performance of Bayesian optimisation by…
Three critical issues for causal inference that often occur in modern, complicated experiments are interference, treatment nonadherence, and missing outcomes. A great deal of research efforts has been dedicated to developing causal…
We consider the problem of inference in shift-share research designs. The choice between existing approaches that allow for unrestricted spatial correlation involves tradeoffs, varying in terms of their validity when there are relatively…
This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…
When conducting a paired $2\times2$ crossover design, each subject is paired with another subject with similar characteristics. The pair is then randomized to the same sequence of two treatments. That is, the two subjects receive the first…
Designing sustainable medical devices requires balancing environmental, economic, and social demands, yet trade-offs across these pillars are difficult to identify using manual assessment alone. Current methods depend heavily on expert…
This work introduces a novel, simple, and flexible method to quantify irreversibility in generic high-dimensional time series based on the well-known mapping to a binary classification problem. Our approach utilizes gradient boosting for…
Optimal design is a critical yet challenging task within many applications. This challenge arises from the need for extensive trial and error, often done through simulations or running field experiments. Fortunately, sequential optimal…
Machine learning models nowadays play a crucial role for many applications in business and industry. However, models only start adding value as soon as they are deployed into production. One challenge of deployed models is the effect of…
Cross-validation is a common method for estimating the predictive performance of machine learning models. In a data-scarce regime, where one typically wishes to maximize the number of instances used for training the model, an approach…
The bias-variance trade-off is a central concept in supervised learning. In classical statistics, increasing the complexity of a model (e.g., number of parameters) reduces bias but also increases variance. Until recently, it was commonly…
Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…
This paper shows how to use a randomized saturation experimental design to identify and estimate causal effects in the presence of spillovers--one person's treatment may affect another's outcome--and one-sided non-compliance--subjects can…
Clinical trials are an integral component of medical research. Trials require careful design to, for example, maintain the safety of participants, use resources efficiently and allow clinically meaningful conclusions to be drawn. Adaptive…
Interim analyses are vital in clinical trials for early decision-making. While frequentist implications are well-established, the consequences of repeated Bayesian interim monitoring for efficacy, specifically regarding multiplicity, remain…
In model serving, having one fixed model during the entire often life-long inference process is usually detrimental to model performance, as data distribution evolves over time, resulting in lack of reliability of the model trained on…
Global feature effects such as partial dependence (PD) and accumulated local effects (ALE) plots are widely used to interpret black-box models. However, they are only estimates of true underlying effects, and their reliability depends on…
Matching mechanisms play a central role in operations management across diverse fields including education, healthcare, and online platforms. However, experimentally comparing a new matching algorithm against a status quo presents some…
We present a new experimental design procedure that divides a set of experimental units into two groups in order to minimize error in estimating an additive treatment effect. One concern is minimizing error at the experimental design stage…