Synthetic Principal Component Design: Fast Covariate Balancing with Synthetic Controls
合成主成分设计:利用合成控制快速平衡协变量
The optimal design of experiments typically involves solving an NP-hard combinatorial optimization problem. In this paper, we aim to develop a globally convergent and practically efficient optimization algorithm. Specifically, we consider a setting where the pre-treatment outcome data is available and the synthetic control estimator is invoked. The average treatment effect is estimated via the difference between the weighted average outcomes of the treated and control units,…