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本库首次提交范围:2004-06-23 — 2026-10-14。
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AI-Generated Measurements for Identification and Inference with Missing Data: A Weak Shadow Variable Approach

利用 AI 生成测量识别缺失数据:弱影子变量方法

Across business and social science applications, outcomes are often missing in ways that depend on the unobserved outcomes themselves. In service systems, for example, whether a customer submits a rating depends on the rating they would have provided. Such missing-not-at-random (MNAR) mechanisms make population quantities difficult to identify without strong assumptions on the observation process. Meanwhile, rich unstructured data, such as customer interaction histories, are…

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Semiparametric Efficiency in Sequential Experiments: Characterization and Design via Average Propensity

序贯实验的半参数效率:基于平均倾向得分的刻画与设计

Modern experiments, including evaluations of AI-enabled services and platform interventions, often depart from independent and identically distributed (i.i.d.) sampling because assignments may be adaptive, balanced across covariates, or subject to rollout constraints such as exposure, fairness, and budget limits. This paper studies the efficiency benchmark for estimating causal targets in such sequential experiments. We show that every non-anticipating design induces an…

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Beyond ATE: Multi-Criteria Design for A/B Testing

超越平均处理效应:A/B 测试的多准则设计

In the era of large-scale AI deployment and high-stakes clinical trials, adaptive experimentation faces a ``trilemma'' of conflicting objectives: minimizing cumulative regret (welfare loss during the experiment), maximizing the estimation accuracy of heterogeneous treatment effects (CATE), and ensuring differential privacy (DP) for participants. Existing literature typically optimizes these metrics in isolation or under restrictive parametric assumptions. In this work, we…

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PPI-SVRG: Unifying Prediction-Powered Inference and Variance Reduction for Semi-Supervised Optimization

PPI-SVRG:统一预测辅助推断与半监督优化的方差缩减

We study semi-supervised stochastic optimization when labeled data is scarce but predictions from pre-trained models are available. PPI and SVRG both reduce variance through control variates -- PPI uses predictions, SVRG uses reference gradients. We show they are mathematically equivalent and develop PPI-SVRG, which combines both. Our convergence bound decomposes into the standard SVRG rate plus an error floor from prediction uncertainty. The rate depends only on loss…

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Improving the Estimation of Lifetime Effects in A/B Testing via Treatment Locality

利用处理局部性改进 A/B 测试中的终身效应估计

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…

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Prediction-Guided Active Experiments

预测引导的主动实验

In this work, we introduce a new framework for active experimentation, the Prediction-Guided Active Experiment (PGAE), which leverages predictions from an existing machine learning model to guide sampling and experimentation. Specifically, at each time step, an experimental unit is sampled according to a designated sampling distribution, and the actual outcome is observed based on an experimental probability. Otherwise, only a prediction for the outcome is available. We…

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Privacy Preserving Adaptive Experiment Design

保护隐私的自适应实验设计

Adaptive experiment is widely adopted to estimate conditional average treatment effect (CATE) in clinical trials and many other scenarios. While the primary goal in experiment is to maximize estimation accuracy, due to the imperative of social welfare, it's also crucial to provide treatment with superior outcomes to patients, which is measured by regret in contextual bandit framework. These two objectives often lead to contrast optimal allocation mechanism. Furthermore,…

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