跳到正文
← 返回论文列表与筛选
阅读说明

本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。

DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。

本页为预印本版本;arXiv 收录、作者填写的期刊信息以及作者既有发表经历,都不单独证明本篇已接收。作者发表记录按 OpenAlex 身份与完整姓名、本站覆盖期刊 ISSN 及正式卷期核对,只展示已核实例,档案仍可能误合并。

引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。

关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。

分类依据与纠错

AI 根据所提供的论文材料归类:摘要直接研究随机实验中处理与控制政策的长期效应及其有效推断。

反馈分类问题

正在核对关联版本…

代码、数据与补充材料

正在核对对应版本的资源…

关注这篇论文的作者
Shuze Chen
David Simchi-Levi
Chonghuan Wang

利用处理局部性改进 A/B 测试中的终身效应估计

研究问题
如何利用较短期 A/B 测试观测估计持续干预的长期结果,并借助处理仅影响部分状态的局部结构提高估计效率?
方法与思路
作者在马尔可夫决策过程框架中建立推断方法与效率界,通过共享非目标状态的信息利用处理局部性,并扩展至可微估计量。
材料陈述的贡献
摘要称新估计量保持无偏,使主要方差部分获得与试验臂数相关的线性缩减,并达到考虑局部性的更紧方差下界。
阅读关注点
应核对短期观测识别终身效应的条件、局部处理的定义、跨试验臂共享信息的合法性,以及无偏性和效率界的适用范围。
阅读边界
所给版本为 arXiv 预印本,同行评审及期刊接收未核验;摘要未说明动态模型条件、观测长度要求或方差缩减的具体表达式。

原文摘要

Utilizing randomized experiments to evaluate the effect of short-term treatments on the short-term outcomes has been well understood and become the golden standard in industrial practice. However, as service systems become increasingly dynamical and personalized, much focus is shifting toward maximizing long-term outcomes, such as customer lifetime value, through lifetime exposure to interventions. Our goal is to assess the impact of treatment and control policies on long-term outcomes from relatively short-term observations, such as those generated by A/B testing. A key managerial observation is that many practical treatments are local, affecting only targeted states while leaving other parts of the policy unchanged. This paper rigorously investigates whether and how such locality can be exploited to improve estimation of long-term effects in Markov Decision Processes (MDPs), a fundamental model of dynamic systems. We first develop optimal inference techniques for general A/B testing in MDPs and establish corresponding efficiency bounds. We then propose methods to harness the localized structure by sharing information on the non-targeted states. Our new estimator can achieve a linear reduction with the number of test arms for a major part of the variance without sacrificing unbiasedness. It also matches a tighter variance lower bound that accounts for locality. Furthermore, we extend our framework to a broad class of differentiable estimators, which encompasses many widely used approaches in practice. We show that all such estimators can benefit from variance reduction through information sharing without increasing their bias. Together, these results provide both theoretical foundations and practical tools for conducting efficient experiments in dynamic service systems with local treatments.

笔记与分组
相关领域论文