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Multi-arm bandit experimental designs are increasingly being adopted over standard randomized trials due to their potential to improve outcomes for study participants, enable faster identification of the best-performing options, and/or…

Methodology · Statistics 2025-06-04 Brian M Cho , Aurélien Bibaut , Nathan Kallus

Multi-arm bandits are gaining popularity as they enable real-world sequential decision-making across application areas, including clinical trials, recommender systems, and online decision-making. Consequently, there is an increased desire…

Methodology · Statistics 2023-03-01 Dae Woong Ham , Iavor Bojinov , Michael Lindon , Martin Tingley

Adaptive and sequential experiment design is a well-studied area in numerous domains. We survey and synthesize the work of the online statistical learning paradigm referred to as multi-armed bandits integrating the existing research as a…

Machine Learning · Statistics 2015-11-04 Giuseppe Burtini , Jason Loeppky , Ramon Lawrence

Adaptive experiments such as multi-arm bandits adapt the treatment-allocation policy and/or the decision to stop the experiment to the data observed so far. This has the potential to improve outcomes for study participants within the…

Methodology · Statistics 2024-05-03 Aurélien Bibaut , Nathan Kallus

Given n experiment subjects with potentially heterogeneous covariates and two possible treatments, namely active treatment and control, this paper addresses the fundamental question of determining the optimal accuracy in estimating the…

Machine Learning · Statistics 2024-11-13 Jiachun Li , David Simchi-Levi , Yunxiao Zhao

Scientific experimentation is largely driven by statistical hypothesis testing to determine significant differences in interventions. Traditionally, experimenters allocate samples uniformly between each intervention. However, such an…

Adaptive designs for multi-armed clinical trials have become increasingly popular recently in many areas of medical research because of their potential to shorten development times and to increase patient response. However, developing…

Applications · Statistics 2017-03-16 Adam Smith , Sofia S. Villar

Multi-armed bandit algorithms have been argued for decades as useful for adaptively randomized experiments. In such experiments, an algorithm varies which arms (e.g. alternative interventions to help students learn) are assigned to…

Machine Learning · Computer Science 2021-03-29 Joseph Jay Williams , Jacob Nogas , Nina Deliu , Hammad Shaikh , Sofia S. Villar , Audrey Durand , Anna Rafferty

Adaptive treatment assignment algorithms, such as bandit algorithms, are increasingly used in digital health intervention clinical trials. Frequently, the data collected from these trials is used to conduct causal inference and related data…

Methodology · Statistics 2025-10-30 Kelly W. Zhang , Nowell Closser , Anna L. Trella , Susan A. Murphy

Multi-armed bandits are widely used for sequential experimentation in clinical trials, recommendation systems, and online platforms. While regret minimization and valid inference from adaptively collected data have each been studied…

Methodology · Statistics 2026-04-28 Yu-Shiou Willy Lin , Dae Woong Ham , Iavor Bojinov

This PhD thesis covers breakthroughs in several areas of adaptive experiment design: (i) (Chapter 2) Novel clinical trial designs and statistical methods in the era of precision medicine. (ii) (Chapter 3) Multi-armed bandit theory, with…

Methodology · Statistics 2022-05-20 Michael Sklar

We study batched bandit experiments and consider the problem of inference conditional on the realized stopping time, assignment probabilities, and target parameter, where all of these may be chosen adaptively using information up to the…

Methodology · Statistics 2026-01-21 Jiafeng Chen , Isaiah Andrews

Standard bandit algorithms that assume continual reallocation of measurement effort are challenging to implement due to delayed feedback and infrastructural/organizational difficulties. Motivated by practical instances involving a handful…

Machine Learning · Computer Science 2023-08-16 Ethan Che , Hongseok Namkoong

We design and implement an adaptive experiment (a ``contextual bandit'') to learn a targeted treatment assignment policy, where the goal is to use a participant's survey responses to determine which charity to expose them to in a donation…

Multi armed bandit (MAB) algorithms have been increasingly used to complement or integrate with A/B tests and randomized clinical trials in e-commerce, healthcare, and policymaking. Recent developments incorporate possible delayed feedback.…

Methodology · Statistics 2023-07-04 Lei Shi , Jingshen Wang , Tianhao Wu

The Multi-armed bandit offer the advantage to learn and exploit the already learnt knowledge at the same time. This capability allows this approach to be applied in different domains, going from clinical trials where the goal is…

Machine Learning · Computer Science 2021-01-05 Djallel Bouneffouf

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide…

Machine Learning · Computer Science 2024-07-31 Chao Qin , Daniel Russo

Traditional randomized A/B experiments assign arms with uniform random (UR) probability, such as 50/50 assignment to two versions of a website to discover whether one version engages users more. To more quickly and automatically use data to…

Although many algorithms for the multi-armed bandit problem are well-understood theoretically, empirical confirmation of their effectiveness is generally scarce. This paper presents a thorough empirical study of the most popular multi-armed…

Artificial Intelligence · Computer Science 2014-02-26 Volodymyr Kuleshov , Doina Precup

Digital mental health (DMH) interventions, such as text-message-based lessons and activities, offer immense potential for accessible mental health support. While these interventions can be effective, real-world experimental testing can…

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