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We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities…

Machine Learning · Statistics 2025-02-21 Masahiro Kato , Takuya Ishihara , Junya Honda , Yusuke Narita

Incrementality experiments compare customers exposed to a marketing action designed to increase sales to those randomly assigned to a control group. These experiments suffer from noisy responses which make precise estimation of the average…

Applications · Statistics 2023-05-11 Ron Berman , Elea McDonnell Feit

Estimation and inference for the Average Treatment Effect (ATE) is a cornerstone of causal inference and often serves as the foundation for developing procedures for more complicated settings. Although traditionally analyzed in a batch…

Machine Learning · Statistics 2025-02-10 Ojash Neopane , Aaditya Ramdas , Aarti Singh

This study designs an adaptive experiment for efficiently estimating average treatment effects (ATEs). In each round of our adaptive experiment, an experimenter sequentially samples an experimental unit, assigns a treatment, and observes…

Methodology · Statistics 2024-06-21 Masahiro Kato , Akihiro Oga , Wataru Komatsubara , Ryo Inokuchi

We develop and analyze empirical Bayes Stein-type estimators for use in the estimation of causal effects in large-scale online experiments. While online experiments are generally thought to be distinguished by their large sample size, we…

Methodology · Statistics 2019-11-15 Drew Dimmery , Eytan Bakshy , Jasjeet Sekhon

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

Causally identifying the effect of digital advertising is challenging, because experimentation is expensive, and observational data lacks random variation. This paper identifies a pervasive source of naturally occurring, quasi-experimental…

Econometrics · Economics 2022-02-18 George Gui , Harikesh Nair , Fengshi Niu

We extend methods for finite-sample inference about the average treatment effect (ATE) in randomized experiments with binary outcomes to accommodate stratification (blocking). We present three valid methods that differ in their…

Methodology · Statistics 2025-08-07 Jiaxun Li , Jacob Spertus , Philip B. Stark

Understanding treatment effect heterogeneity has become an increasingly popular task in various fields, as it helps design personalized advertisements in e-commerce or targeted treatment in biomedical studies. However, most of the existing…

Methodology · Statistics 2024-07-12 Waverly Wei , Xinwei Ma , Jingshen Wang

Randomized controlled trials often suffer from interference, a violation of the Stable Unit Treatment Values Assumption (SUTVA) in which a unit's treatment assignment affects the outcomes of its neighbors. This interference causes bias in…

Methodology · Statistics 2025-02-06 Vydhourie Thiyageswaran , Tyler McCormick , Jennifer Brennan

In an A/B test, the typical objective is to measure the total average treatment effect (TATE), which measures the difference between the average outcome if all users were treated and the average outcome if all users were untreated. However,…

Applications · Statistics 2020-04-28 David Holtz , Sinan Aral

In modern statistics, interests shift from pursuing the uniformly minimum variance unbiased estimator to reducing mean squared error (MSE) or residual squared error. Shrinkage based estimation and regression methods offer better prediction…

Methodology · Statistics 2025-02-25 Tianyu Zhan , Haoda Fu , Jian Kang

We propose a novel multi-task neural network approach for estimating distributional treatment effects (DTE) in randomized experiments. While DTE provides more granular insights into the experiment outcomes over conventional methods focusing…

Machine Learning · Computer Science 2025-07-11 Tomu Hirata , Undral Byambadalai , Tatsushi Oka , Shota Yasui , Shingo Uto

We study the problem of estimating the average treatment effect (ATE) in adaptive experiments where treatment can only be encouraged -- rather than directly assigned -- via a binary instrumental variable. Building on semiparametric…

Methodology · Statistics 2025-10-30 Miruna Oprescu , Brian M Cho , Nathan Kallus

Heterogeneous treatment effects (HTEs) are increasingly estimated using machine learning models that produce highly personalized predictions of treatment effects. In practice, however, predicted treatment effects are rarely interpreted,…

In many medical and business applications, researchers are interested in estimating individualized treatment effects using data from a randomized experiment. For example in medical applications, doctors learn the treatment effects from…

Methodology · Statistics 2022-03-01 Kevin Wu Han , Han Wu

In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional…

Statistics Theory · Mathematics 2026-04-28 Dogyoon Song

The Average Treatment Effect (ATE) is a global measure of the effectiveness of an experimental treatment intervention. Classical methods of its estimation either ignore relevant covariates or do not fully exploit them. Moreover, past work…

Methodology · Statistics 2013-11-05 Emil Pitkin , Richard Berk , Lawrence Brown , Andreas Buja , Ed George , Kai Zhang , Linda Zhao

Randomized controlled trials are the standard method for estimating causal effects, ensuring sufficient statistical power and confidence through adequate sample sizes. However, achieving such sample sizes is often challenging. This study…

Methodology · Statistics 2025-03-28 Keisuke Hanada , Masahiro Kojima

Average treatment effect estimation is the most central problem in causal inference with application to numerous disciplines. While many estimation strategies have been proposed in the literature, the statistical optimality of these methods…

Machine Learning · Statistics 2025-06-10 Jikai Jin , Vasilis Syrgkanis
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