Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices
可选择协变量的主动自适应处理效应实验设计
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 the corresponding outcome immediately. At the end of the experiment, the experimenter estimates an ATE using the gathered samples. The objective is to estimate the ATE with a smaller asymptotic variance. Existing studies have designed…