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Experimental design has emerged as a powerful approach for improving the sample efficiency of A/B testing, yet existing designs rely critically on correctly specified models. We study robust sequential experimental design under model…

Machine Learning · Statistics 2026-05-14 Qianglin Wen , Xiangkun Wu , Chengchun Shi , Ting Li , Niansheng Tang , Yingying Zhang , Hongtu Zhu

Recommendation systems are widespread, and through customized recommendations, promise to match users with options they will like. To that end, data on engagement is collected and used. Most recommendation systems are ranking-based, where…

Information Retrieval · Computer Science 2024-05-08 Omar Besbes , Yash Kanoria , Akshit Kumar

In experimental design, we are given a large collection of vectors, each with a hidden response value that we assume derives from an underlying linear model, and we wish to pick a small subset of the vectors such that querying the…

Machine Learning · Computer Science 2019-02-05 Michał Dereziński , Kenneth L. Clarkson , Michael W. Mahoney , Manfred K. Warmuth

Estimating causal effects under interference is pertinent to many real-world settings. Recent work with low-order potential outcomes models uses a rollout design to obtain unbiased estimators that require no interference network…

Methodology · Statistics 2025-02-12 Mayleen Cortez-Rodriguez , Matthew Eichhorn , Christina Lee Yu

This paper introduces the \emph{confounded pure exploration transductive linear bandit} (\texttt{CPET-LB}) problem. As a motivating example, often online services cannot directly assign users to specific control or treatment experiences…

Machine Learning · Computer Science 2024-06-18 Yao Zhao , Kwang-Sung Jun , Tanner Fiez , Lalit Jain

Digital services face a fundamental trade-off in content selection: they must balance the immediate revenue gained from high-reward content against the long-term benefits of maintaining user engagement. Traditional multi-armed bandit models…

Machine Learning · Computer Science 2025-02-21 Emilio Calvano , Nika Haghtalab , Ellen Vitercik , Eric Zhao

We study online learning in the adversarial injection model introduced by [Goel et al. 2017], where a stream of labeled examples is predominantly drawn i.i.d.\ from an unknown distribution $\mathcal{D}$, but may be interspersed with…

Machine Learning · Computer Science 2026-02-24 Ezra Edelman , Surbhi Goel

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…

Methodology · Statistics 2020-06-05 Guillaume Basse , Yi Ding , Panos Toulis

Classical Bayesian mechanism design relies on the common prior assumption, but such prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: the seller is selling an…

Theoretical Economics · Economics 2024-12-12 Jerry Anunrojwong , Santiago R. Balseiro , Omar Besbes

In Bayesian online settings, every element has a value that is drawn from a known underlying distribution, which we refer to as the element's identity. The elements arrive sequentially. Upon the arrival of an element, its value is revealed,…

Computer Science and Game Theory · Computer Science 2024-02-28 Tomer Ezra , Michal Feldman , Zhihao Gavin Tang

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 consider a linear regression model, with the parameter of interest a specified linear combination of the regression parameter vector. We suppose that, as a first step, a data-based model selection (e.g. by preliminary hypothesis tests or…

Statistics Theory · Mathematics 2011-09-27 Paul Kabaila , Khageswor Giri

Experimentation is an essential method for causal inference in any empirical discipline. Crossover-design experiments are common in Software Engineering (SE) research. In these, subjects apply more than one treatment in different orders.…

Software Engineering · Computer Science 2025-01-08 Julian Frattini , Davide Fucci , Sira Vegas

I study the minimax-optimal design for a two-arm controlled experiment where conditional mean outcomes may vary in a given set. When this set is permutation symmetric, the optimal design is complete randomization, and using a single…

Methodology · Statistics 2020-05-08 Nathan Kallus

Bayesian hierarchical models fit to complex survey data require variance correction for the sampling design, yet applying this correction uniformly harms parameters already protected by the hierarchical structure. We propose the Design…

Methodology · Statistics 2026-03-10 JoonHo Lee

Machine learning algorithms in high-dimensional settings are highly susceptible to the influence of even a small fraction of structured outliers, making robust optimization techniques essential. In particular, within the…

Machine Learning · Computer Science 2025-04-25 Changyu Gao , Andrew Lowy , Xingyu Zhou , Stephen J. Wright

Online advertising has recently grown into a highly competitive and complex multi-billion-dollar industry, with advertisers bidding for ad slots at large scales and high frequencies. This has resulted in a growing need for efficient…

Machine Learning · Computer Science 2023-07-04 Zhe Feng , Swati Padmanabhan , Di Wang

Modern systems, such as digital platforms and service systems, increasingly rely on contextual bandits for online decision-making; however, their deployment can inadvertently create unfair exposure among arms, undermining long-term platform…

Machine Learning · Statistics 2026-02-05 Qingwen Zhang , Wenjia Wang

A screening experiment attempts to identify a subset of important effects using a relatively small number of experimental runs. Given the limited run size and a large number of possible effects, penalized regression is a popular tool used…

Online user-generated content platforms allocate billions of dollars of promotional traffic through algorithms in two-sided marketplaces. To evaluate updates to these algorithms, platforms frequently rely on creator-side randomized…

Econometrics · Economics 2026-03-10 Ruohan Zhan , Shichao Han , Yuchen Hu , Zhenling Jiang