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The conventional approach to Bayesian decision-theoretic experiment design involves searching over possible experiments to select a design that maximizes the expected value of a specified utility function. The expectation is over the joint…

Methodology · Statistics 2023-04-18 Tommie A. Catanach , Niladri Das

We study the design of optimal incentives in sequential processes. To do so, we consider a basic and fundamental model in which an agent initiates a value-creating sequential process through costly investment with random success. If…

Theoretical Economics · Economics 2023-11-22 Jens Gudmundsson , Jens Leth Hougaard , Juan D. Moreno-Ternero , Lars Peter Østerdal

We provide a computationally efficient black-box reduction from mechanism design to algorithm design in very general settings. Specifically, we give an approximation-preserving reduction from truthfully maximizing \emph{any} objective under…

Computer Science and Game Theory · Computer Science 2013-05-20 Yang Cai , Constantinos Daskalakis , S. Matthew Weinberg

Switchback experiments, where a firm sequentially exposes an experimental unit to random treatments, are among the most prevalent designs used in the technology sector, with applications ranging from ride-hailing platforms to online…

Methodology · Statistics 2025-09-18 Iavor Bojinov , David Simchi-Levi , Jinglong Zhao

The question of selecting the "best" amongst different choices is a common problem in statistics. In drug development, our motivating setting, the question becomes, for example: what is the dose that gives me a pre-specified risk of…

Statistics Theory · Mathematics 2018-03-15 Pavel Mozgunov , Thomas Jaki

We consider the problem of how to assign treatment in a randomized experiment, in which the correlation among the outcomes is informed by a network available pre-intervention. Working within the potential outcome causal framework, we…

Methodology · Statistics 2017-05-19 Guillaume W. Basse , Edoardo M. Airoldi

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,…

Computational models are powerful tools for understanding human cognition and behavior. They let us express our theories clearly and precisely, and offer predictions that can be subtle and often counter-intuitive. However, this same…

Adaptive sample size re-estimation, early stopping, and trial re-design at interim analyses can reduce expected sample sizes in randomised trials. Cluster randomised trials, in which groups of participants are randomly allocated to…

Methodology · Statistics 2026-03-09 Samuel I. Watson , James Martin

Adaptive enrichment trials aim to identify and recruit participants most likely to benefit from treatment based on evolving biomarker evidence, with the goal of informing individualized treatment recommendations. Bayesian methods are well…

Methodology · Statistics 2026-03-11 Lara Maleyeff , Shirin Golchi , Erica E. M. Moodie

An important objective in the development of targeted therapies is to identify the populations where the treatment under consideration has positive benefit risk balance. We consider pivotal clinical trials, where the efficacy of a treatment…

Bayesian optimization has been proposed as a practical and efficient tool through which to tune parameters in many difficult settings. Recently, such techniques have been combined with real-time fMRI to propose a novel framework which turns…

Neurons and Cognition · Quantitative Biology 2016-06-10 Romy Lorenz , Ricardo P Monti , Ines R Violante , Aldo A Faisal , Christoforos Anagnostopoulos , Robert Leech , Giovanni Montana

Interval designs are a class of phase I trial designs for which the decision of dose assignment is determined by comparing the observed toxicity rate at the current dose with a prespecified (toxicity tolerance) interval. If the observed…

Methodology · Statistics 2013-09-20 Suyu Liu , Ying Yuan

We study mechanism design problems in the {\em ordinal setting} wherein the preferences of agents are described by orderings over outcomes, as opposed to specific numerical values associated with them. This setting is relevant when agents…

Computer Science and Game Theory · Computer Science 2014-03-11 Deeparnab Chakrabarty , Chaitanya Swamy

Multiple testing problems are a staple of modern statistical analysis. The fundamental objective of multiple testing procedures is to reject as many false null hypotheses as possible (that is, maximize some notion of power), subject to…

Methodology · Statistics 2020-11-30 Saharon Rosset , Ruth Heller , Amichai Painsky , Ehud Aharoni

Regulatory approval of products in high-stakes domains such as drug development requires statistical evidence of safety and efficacy through large-scale randomized controlled trials. However, the high financial cost of these trials may…

Computer Science and Game Theory · Computer Science 2026-05-08 Ander Artola Velasco , Stratis Tsirtsis , Manuel Gomez-Rodriguez

Bayesian optimal experimental design provides a principled framework for selecting experimental settings that maximize obtained information. In this work, we focus on estimating the expected information gain in the setting where the…

Machine Learning · Statistics 2025-10-02 Chuntao Chen , Tapio Helin , Nuutti Hyvönen , Yuya Suzuki

Matching mechanisms play a central role in operations management across diverse fields including education, healthcare, and online platforms. However, experimentally comparing a new matching algorithm against a status quo presents some…

Methodology · Statistics 2026-01-30 Chonghuan Wang

Reinforcement-learning agents seek to maximize a reward signal through environmental interactions. As humans, our job in the learning process is to design reward functions to express desired behavior and enable the agent to learn such…

Machine Learning · Computer Science 2024-08-08 Zhiyuan Zhou , Shreyas Sundara Raman , Henry Sowerby , Michael L. Littman

Subsidies are commonly used to encourage behaviors that can lead to short- or long-term benefits. Typical examples include subsidized job training programs and provisions of preventive health products, in which both behavioral responses and…

Econometrics · Economics 2022-03-18 Yu-Chang Chen , Haitian Xie
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