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…