Confidence intervals for policy evaluation in adaptive experiments
Confidence intervals for policy evaluation in adaptive experiments
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Publisher
United States: National Academy of Sciences
Journal title
Language
English
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Publisher
United States: National Academy of Sciences
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Scope and Contents
Contents
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 experimenter would like to test hypotheses about parameters...
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Full title
Confidence intervals for policy evaluation in adaptive experiments
Authors, Artists and Contributors
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Record Identifier
TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_8054003
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_pubmedcentral_primary_oai_pubmedcentral_nih_gov_8054003
Other Identifiers
ISSN
0027-8424
E-ISSN
1091-6490
DOI
10.1073/pnas.2014602118