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基于实验设计的置信序列：面板实验中的风险缓解AI 解读

Randomized experiments have become the standard method for companies to evaluate the performance of new products or services. Beyond aiding managerial decision-making, experiments mitigate risk by limiting the proportion of customers exposed to innovations. Since many experiments are conducted sequentially over time, an emerging strategy to further derisk the process is to allow managers to ``peek'' at the results as new data become available and stop the test if the results…

自适应抽样的收益与成本AI 解读

Multi-armed bandits are widely used for sequential experimentation in clinical trials, recommendation systems, and online platforms. While regret minimization and valid inference from adaptively collected data have each been studied extensively, a basic question remains: when does adaptivity \emph{improve estimation precision} relative to uniform designs, and how should inference be balanced against the online cost of experimentation? We first study arm-level mean estimation…

随时有效的线性模型推断与随机实验中的回归调整因果推断AI 解读

Linear models are foundational tools in statistics and ubiquitous across the applied sciences. However, conventional statistical inference -- such as $t$-tests and $F$-tests -- are only valid at fixed sample sizes, making them unsuitable for sequential settings such as online A/B testing. We develop an anytime-valid theory of inference for the linear model, introducing sequential analogues of classical tests and confidence sets that provide Type-I error control and coverage…

时变处理下的因果生存学习AI 解读

This work bridges the gap between staggered adoption designs and survival analysis to estimate causal effects in settings with time-varying treatments, addressing a fundamental challenge in medical research exemplified by the Stanford Heart Transplant study. In medical interventions, particularly organ transplantation, the timing of treatment varies significantly across patients due to factors such as donor availability and patient readiness, introducing potential bias in…

支持随时有效因果推断的多臂老虎机实验设计AI 解读

Experimentation is crucial for managers to rigorously quantify the value of a change and determine if it leads to a statistically significant improvement over the status quo. As companies increasingly mandate that all changes undergo experimentation before widespread release, two challenges arise: (1) minimizing the proportion of customers assigned to the inferior treatment and (2) increasing experimentation velocity by enabling data-dependent stopping. This paper addresses…