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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…

Econometrics · Economics 2022-06-03 Luis Alvarez , Bruno Ferman , Raoni Oliveira

The two-sample problem, which consists in testing whether independent samples on $\mathbb{R}^d$ are drawn from the same (unknown) distribution, finds applications in many areas. Its study in high-dimension is the subject of much attention,…

Statistics Theory · Mathematics 2023-02-09 Stephan Clémençon , Myrto Limnios , Nicolas Vayatis

Classical designs of randomized experiments, going back to Fisher and Neyman in the 1930s still dominate practice even in online experimentation. However, such designs are of limited value for answering standard questions in settings,…

We consider the problem of evaluating designs for a two-arm randomized experiment with the criterion being the power of the randomization test for the one-sided null hypothesis. Our evaluation assumes a response that is linear in one…

Methodology · Statistics 2020-08-14 Abba M. Krieger , David Azriel , Michael Sklar , Adam Kapelner

Randomization testing is a fundamental method in statistics, enabling inferential tasks such as testing for (conditional) independence of random variables, constructing confidence intervals in semiparametric location models, and…

Methodology · Statistics 2023-03-21 Yash Nair , Lucas Janson

Estimation of social influence in networks can be substantially biased in observational studies due to homophily and network correlation in exposure to exogenous events. Randomized experiments, in which the researcher intervenes in the…

Social and Information Networks · Computer Science 2017-09-28 Sean J. Taylor , Dean Eckles

We study the problem of designing consistent sequential two-sample tests in a nonparametric setting. Guided by the principle of testing by betting, we reframe this task into that of selecting a sequence of payoff functions that maximize the…

Statistics Theory · Mathematics 2025-08-26 Shubhanshu Shekhar , Aaditya Ramdas

Fisher randomization tests for Neyman's null hypothesis of no average treatment effects are considered in a finite population setting associated with completely randomized experiments with more than two treatments. The consequences of using…

Statistics Theory · Mathematics 2017-07-26 Peng Ding , Tirthankar Dasgupta

Current approaches to A/B testing in networks focus on limiting interference, the concern that treatment effects can "spill over" from treatment nodes to control nodes and lead to biased causal effect estimation. Prominent methods for…

Machine Learning · Computer Science 2020-04-16 Zahra Fatemi , Elena Zheleva

Robust classification algorithms have been developed in recent years with great success. We take advantage of this development and recast the classical two-sample test problem in the framework of classification. Based on the estimates of…

Statistics Theory · Mathematics 2019-09-18 Haiyan Cai , Bryan Goggin , Qingtang Jiang

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

In modern recommendation systems, unbiased learning-to-rank (LTR) is crucial for prioritizing items from biased implicit user feedback, such as click data. Several techniques, such as Inverse Propensity Weighting (IPW), have been proposed…

Information Retrieval · Computer Science 2023-07-21 Keisho Oh , Naoki Nishimura , Minje Sung , Ken Kobayashi , Kazuhide Nakata

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 studies decision-making and statistical inference for two-sided matching markets via matrix completion. In contrast to the independent sampling assumed in classical matrix completion literature, the observed entries, which arise…

Methodology · Statistics 2025-10-31 Congyuan Duan , Wanteng Ma , Dong Xia , Kan Xu

In this study, we evaluate causal inference estimators for online controlled bipartite graph experiments in a real marketplace setting. Our novel contribution is constructing a bipartite graph using in-experiment data, rather than relying…

Machine Learning · Computer Science 2024-09-09 Vaiva Pilkauskaitė , Jevgenij Gamper , Rasa Giniūnaitė , Agne Reklaitė

The Fisher randomization test (FRT) is appropriate for any test statistic, under a sharp null hypothesis that can recover all missing potential outcomes. However, it is often sought after to test a weak null hypothesis that the treatment…

Methodology · Statistics 2020-11-09 Jason Wu , Peng Ding

This paper studies how to design two-wave experiments in the presence of spillovers for precise inference on treatment effects. We consider units connected through a single network, local dependence among individuals, and a general class of…

Econometrics · Economics 2025-11-25 Davide Viviano

Two-sample tests evaluate whether two samples are realizations of the same distribution (the null hypothesis) or two different distributions (the alternative hypothesis). We consider a new setting for this problem where sample features are…

Machine Learning · Computer Science 2022-07-20 Weizhi Li , Gautam Dasarathy , Karthikeyan Natesan Ramamurthy , Visar Berisha

A/B testing, or controlled experiments, is the gold standard approach to causally compare the performance of algorithms on online platforms. However, conventional Bernoulli randomization in A/B testing faces many challenges such as…

Machine Learning · Computer Science 2023-02-13 Yongkang Guo , Yuan Yuan , Jinshan Zhang , Yuqing Kong , Zhihua Zhu , Zheng Cai

This paper studies optimal hypothesis testing for nonregular econometric models with parameter-dependent support. We consider both one-sided and two-sided hypothesis testing and develop asymptotically uniformly most powerful tests based on…

Statistics Theory · Mathematics 2025-10-07 Yuya Shimizu , Taisuke Otsu