Adaptive Experimental Design Using Shrinkage Estimators
使用收缩估计量的自适应实验设计
In multi-armed trials, adaptive designs are a popular way to increase estimation efficiency or identify optimal treatments. Several recent papers have proposed adaptive variants of the classical Neyman allocation to assign treatments in sequential trials, with the goal of minimizing the error of a Horvitz-Thompson-style estimator. However, this approach may be inefficient, because it fails to borrow information across the treatment arms. In this paper, we consider adaptivity…