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Confidence intervals for policy evaluation in adaptive experiments

Adaptive experimental designs can dramatically improve efficiency in randomized trials. But with adaptively collected data, common estimators based on sample means and inverse propensity-weighted means can be biased or heavy-tailed. This poses statistical challenges, in particular when the experimen...

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Detalles Bibliográficos
Autores principales: Hadad, Vitor, Hirshberg, David A., Zhan, Ruohan, Wager, Stefan, Athey, Susan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: National Academy of Sciences 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8054003/
https://www.ncbi.nlm.nih.gov/pubmed/33876748
http://dx.doi.org/10.1073/pnas.2014602118

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