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I study the problem of a decision maker choosing a policy which allocates treatment to a heterogeneous population on the basis of experimental data that includes only a subset of possible treatment values. The effects of new treatments are…

Econometrics · Economics 2025-07-17 Samuel Higbee

This paper considers the estimation of treatment assignment rules when the policy maker faces a general budget or resource constraint. Utilizing the PAC-Bayesian framework, we propose new treatment assignment rules that allow for flexible…

Econometrics · Economics 2023-06-12 Daniel F. Pellatt

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

Randomized saturation designs are a family of designs which assign a possibly different treatment proportion to each cluster of a population at random. As a result, they generalize the well-known (stratified) completely randomized designs…

Methodology · Statistics 2022-03-21 Chencheng Cai , Jean Pouget-Abadie , Edoardo M. Airoldi

We derive asymptotically optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter $\theta$ and the decision maker can use a point-identified parameter $\mu$ to deduce…

Econometrics · Economics 2025-12-19 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

We consider the problem of model choice for stochastic epidemic models given partial observation of a disease outbreak through time. Our main focus is on the use of Bayes factors. Although Bayes factors have appeared in the epidemic…

Computation · Statistics 2017-10-16 Muteb Alharthi , Theodore Kypraios , Philip D. O'Neill

Belief updating in Bayes nets, a well known computationally hard problem, has recently been approximated by several deterministic algorithms, and by various randomized approximation algorithms. Deterministic algorithms usually provide…

Artificial Intelligence · Computer Science 2013-02-18 Eugene Santos , Solomon Eyal Shimony , Edward Williams

Induction benefits from useful priors. Penalized regression approaches, like ridge regression, shrink weights toward zero but zero association is usually not a sensible prior. Inspired by simple and robust decision heuristics humans use, we…

Machine Learning · Computer Science 2021-10-26 Sebastian Bobadilla-Suarez , Matt Jones , Bradley C. Love

The regression discontinuity (RD) design is widely used for program evaluation with observational data. The primary focus of the existing literature has been the estimation of the local average treatment effect at the existing treatment…

Methodology · Statistics 2024-09-05 Yi Zhang , Eli Ben-Michael , Kosuke Imai

We propose a Bayesian Sequential procedure to test hypotheses concerning the Relative Risk between two specific treatments based on the binary data obtained from the two-arm clinical trial. Our development is based on the optimal sequential…

Methodology · Statistics 2025-04-07 Jiayue Wang , Ben Boukai

Nonignorable missing outcomes are common in real world datasets and often require strong parametric assumptions to achieve identification. These assumptions can be implausible or untestable, and so we may forgo them in favour of partially…

Methodology · Statistics 2023-10-19 Daniel Daly-Grafstein , Paul Gustafson

We consider Bayes and Empirical Bayes (EB) approaches for dealing with violations of parallel trends. In the Bayes approach, the researcher specifies a prior over both the pre-treatment violations of parallel trends $\delta_{pre}$ and the…

Econometrics · Economics 2024-04-19 Soonwoo Kwon , Jonathan Roth

Medical research has evolved conventions for choosing sample size in randomized clinical trials that rest on the theory of hypothesis testing. Bayesians have argued that trials should be designed to maximize subjective expected utility in…

Methodology · Statistics 2018-12-11 Charles F. Manski , Aleksey Tetenov

We study approval-based committee voting from a novel perspective. While extant work largely centers around proportional representation of the voters, we shift our focus to the candidates while preserving proportionality. Intuitively,…

Computer Science and Game Theory · Computer Science 2025-06-24 Gregory Kehne , Ulrike Schmidt-Kraepelin , Krzysztof Sornat

We study the problem of learning personalized decision policies from observational data while accounting for possible unobserved confounding. Previous approaches, which assume unconfoundedness, i.e., that no unobserved confounders affect…

Machine Learning · Computer Science 2019-11-05 Nathan Kallus , Angela Zhou

We consider the problem of estimating the effects of a binary treatment on a continuous outcome of interest from observational data in the absence of confounding by unmeasured factors. We provide a new estimator of the population average…

Methodology · Statistics 2020-08-04 James Robins , Mariela Sued , Quanhong Lei-Gomez , Andrea Rotnitzky

Heavy-tailed metrics are common and often critical to product evaluation in the online world. While we may have samples large enough for Central Limit Theorem to kick in, experimentation is challenging due to the wide confidence interval of…

Applications · Statistics 2019-05-23 Jason , Wang , Pauline Burke

I examine the problem of treatment choice when a planner observes (i) covariates that describe each member of a population of interest and (ii) the outcomes of an experiment in which subjects randomly drawn from this population are randomly…

Applications · Statistics 2013-02-01 Charles F. Manski

Bayesian persuasion studies how an informed sender should influence beliefs of rational receivers who take decisions through Bayesian updating of a common prior. We focus on the online Bayesian persuasion framework, in which the sender…

Computer Science and Game Theory · Computer Science 2023-03-03 Martino Bernasconi , Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Nicola Gatti , Francesco Trovò

External data borrowing in clinical trial designs has increased in recent years. This is accomplished in the Bayesian framework by specifying informative prior distributions. To mitigate the impact of potential inconsistency (bias) between…

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