Related papers: Minimax regret treatment rules with finite samples…

Randomized controlled trials are often run in settings with many subpopulations that may have differential benefits from the treatment being evaluated. We consider the problem of sample selection, i.e., whom to enroll in a randomized trial,…

We study sequential experiments where sampling is costly and a decision-maker aims to determine the best treatment for full scale implementation by (1) adaptively allocating units between two possible treatments, and (2) stopping the…

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…

The literature focuses on the mean of welfare regret, which can lead to undesirable treatment choice due to sensitivity to sampling uncertainty. We propose to minimize the mean of a nonlinear transformation of regret and show that singleton…

Practitioners often use data from a randomized controlled trial to learn a treatment assignment policy that can be deployed on a target population. A recurring concern in doing so is that, even if the randomized trial was well-executed…

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…

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…

I consider a class of statistical decision problems in which the policymaker must decide between two policies to maximize social welfare (e.g., the population mean of an outcome) based on a finite sample. The framework introduced in this…

It is common to use minimax rules to make decisions for planning when there is great uncertainty on what will happen in the future. Minimax regret is one popular version of this. We give an analysis of the behaviour of minimax rules in the…

We apply classical statistical decision theory to a large class of treatment choice problems with partial identification. We show that, in a general class of problems with Gaussian likelihood, all decision rules are admissible; it is…

We consider an adaptive experiment for treatment choice and design a minimax and Bayes optimal adaptive experiment with respect to regret. Given binary treatments, the experimenter's goal is to choose the treatment with the highest expected…

This study considers the treatment choice problem when outcome variables are binary. We focus on statistical treatment rules that plug in fitted values based on nonparametric kernel regression and show that optimizing two parameters enables…

This note describes the optimal policy rule, according to the local asymptotic minimax regret criterion, for best arm identification when there are only two treatments. It is shown that the optimal sampling rule is the Neyman allocation,…

We use the exact finite sample likelihood and statistical decision theory to answer questions of ``why?'' and ``what should you have done?'' using data from randomized experiments and a utility function that prioritizes safety over…

Randomized experiments are the gold standard for estimating the causal effects of an intervention. In the simplest setting, each experimental unit is randomly assigned to receive treatment or control, and then the outcomes in each treatment…

In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the…

We consider a decision maker who faces a binary treatment choice when their welfare is only partially identified from data. We contribute to the literature by anchoring our finite-sample analysis on mean square regret, a decision criterion…

Evaluating treatments received by one population for application to a different target population of scientific interest is a central problem in causal inference from observational studies. We study the minimax linear estimator of the…

We consider the problem of selecting the optimal subgroup to treat when data on covariates is available from a randomized trial or observational study. We distinguish between four different settings including (i) treatment selection when…

In clinical trials and other applications, we often see regions of the feature space that appear to exhibit interesting behaviour, but it is unclear whether these observed phenomena are reflected at the population level. Focusing on a…