Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits
序贯决策、自适应实验与批次赌博机的渐近表示
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect the observation of variables in later stages, our asymptotic representation characterizes all limit distributions attainable through a joint choice of an adaptive design rule and statistics applied to the adaptively generated data. This…