Adaptive Neyman Allocation
Fuente:
arXiv
Saved in:
| Main Author: | Zhao, Jinglong |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Experimental Design For Causal Inference Through An Optimization Lens
by: Zhao, Jinglong
Published: (2024)
by: Zhao, Jinglong
Published: (2024)
Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
by: Zhao, Jinglong, et al.
Published: (2022)
by: Zhao, Jinglong, et al.
Published: (2022)
Synthetic Controls for Experimental Design
by: Abadie, Alberto, et al.
Published: (2021)
by: Abadie, Alberto, et al.
Published: (2021)
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by: Bonhomme, Stéphane, et al.
Published: (2024)
by: Bonhomme, Stéphane, et al.
Published: (2024)
Generalized Neyman Allocation for Locally Minimax Optimal Best-Arm Identification
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Estimating Effects of Long-Term Treatments
by: Huang, Shan, et al.
Published: (2023)
by: Huang, Shan, et al.
Published: (2023)
On the Performance of the Neyman Allocation with Small Pilots
by: Cai, Yong, et al.
Published: (2022)
by: Cai, Yong, et al.
Published: (2022)
Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning
by: Kato, Masahiro
Published: (2026)
by: Kato, Masahiro
Published: (2026)
Benefits and Costs of Adaptive Sampling
by: Lin, Yu-Shiou Willy, et al.
Published: (2026)
by: Lin, Yu-Shiou Willy, et al.
Published: (2026)
Adjustment with Many Regressors Under Covariate-Adaptive Randomizations
by: Jiang, Liang, et al.
Published: (2023)
by: Jiang, Liang, et al.
Published: (2023)
Inference for Two-stage Experiments under Covariate-Adaptive Randomization
by: Liu, Jizhou
Published: (2023)
by: Liu, Jizhou
Published: (2023)
Bootstrap Adaptive Lasso Solution Path Unit Root Tests
by: Arnold, Martin C., et al.
Published: (2024)
by: Arnold, Martin C., et al.
Published: (2024)
Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso
by: Reinschlüssel, Thilo, et al.
Published: (2024)
by: Reinschlüssel, Thilo, et al.
Published: (2024)
The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
by: Apfel, Nicolas, et al.
Published: (2022)
by: Apfel, Nicolas, et al.
Published: (2022)
Bridging Stratification and Regression Adjustment: Batch-Adaptive Stratification with Post-Design Adjustment in Randomized Experiments
by: Li, Zikai
Published: (2025)
by: Li, Zikai
Published: (2025)
Factorial Difference-in-Differences
by: Xu, Yiqing, et al.
Published: (2024)
by: Xu, Yiqing, et al.
Published: (2024)
Anytime-Valid Inference in Adaptive Experiments: Covariate Adjustment and Balanced Power
by: Molitor, Daniel, et al.
Published: (2025)
by: Molitor, Daniel, et al.
Published: (2025)
Matrix Quantile Factor Model
by: Kong, Xin-Bing, et al.
Published: (2022)
by: Kong, Xin-Bing, et al.
Published: (2022)
Inference for Batched Adaptive Experiments
by: Kemper, Jan, et al.
Published: (2025)
by: Kemper, Jan, et al.
Published: (2025)
Adaptive Principal Component Regression with Applications to Panel Data
by: Agarwal, Anish, et al.
Published: (2023)
by: Agarwal, Anish, et al.
Published: (2023)
Comparative e-backtests for general risk measures
by: Jiao, Zhanyi, et al.
Published: (2025)
by: Jiao, Zhanyi, et al.
Published: (2025)
Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models
by: Breunig, Christoph, et al.
Published: (2020)
by: Breunig, Christoph, et al.
Published: (2020)
Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
by: Chen, Xiaohong, et al.
Published: (2021)
by: Chen, Xiaohong, et al.
Published: (2021)
Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices
by: Kato, Masahiro, et al.
Published: (2024)
by: Kato, Masahiro, et al.
Published: (2024)
Qini Curves for Multi-Armed Treatment Rules
by: Sverdrup, Erik, et al.
Published: (2023)
by: Sverdrup, Erik, et al.
Published: (2023)
Doubly Robust Estimators with Weak Overlap
by: Ma, Yukun, et al.
Published: (2023)
by: Ma, Yukun, et al.
Published: (2023)
Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
by: Hecq, Alain, et al.
Published: (2023)
by: Hecq, Alain, et al.
Published: (2023)
Testing for Coefficient Randomness in Local-to-Unity Autoregressions
by: Nishi, Mikihito
Published: (2023)
by: Nishi, Mikihito
Published: (2023)
Sensitivity Analysis for Linear Estimators
by: Dorn, Jacob, et al.
Published: (2023)
by: Dorn, Jacob, et al.
Published: (2023)
Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
by: Barigozzi, Matteo
Published: (2023)
by: Barigozzi, Matteo
Published: (2023)
Marginal Effects for Probit and Tobit with Endogeneity
by: Evdokimov, Kirill S., et al.
Published: (2023)
by: Evdokimov, Kirill S., et al.
Published: (2023)
The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models
by: Knaus, Peter, et al.
Published: (2023)
by: Knaus, Peter, et al.
Published: (2023)
Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by: Forneron, Jean-Jacques
Published: (2023)
by: Forneron, Jean-Jacques
Published: (2023)
Doubly Robust Uniform Confidence Bands for Group-Time Conditional Average Treatment Effects in Difference-in-Differences
by: Imai, Shunsuke, et al.
Published: (2023)
by: Imai, Shunsuke, et al.
Published: (2023)
The Fragility of Sparsity
by: Kolesár, Michal, et al.
Published: (2023)
by: Kolesár, Michal, et al.
Published: (2023)
Linear Regression with Weak Exogeneity
by: Mikusheva, Anna, et al.
Published: (2023)
by: Mikusheva, Anna, et al.
Published: (2023)
Adapting to Misspecification
by: Armstrong, Timothy B., et al.
Published: (2023)
by: Armstrong, Timothy B., et al.
Published: (2023)
Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects
by: Słoczyński, Tymon, et al.
Published: (2023)
by: Słoczyński, Tymon, et al.
Published: (2023)
Covariate Adjustment in Stratified Experiments
by: Cytrynbaum, Max
Published: (2023)
by: Cytrynbaum, Max
Published: (2023)
Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data
by: Bu, Ruijun, et al.
Published: (2023)
by: Bu, Ruijun, et al.
Published: (2023)
Similar Items
-
Experimental Design For Causal Inference Through An Optimization Lens
by: Zhao, Jinglong
Published: (2024) -
Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
by: Zhao, Jinglong, et al.
Published: (2022) -
Synthetic Controls for Experimental Design
by: Abadie, Alberto, et al.
Published: (2021) -
A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by: Bonhomme, Stéphane, et al.
Published: (2024) -
Generalized Neyman Allocation for Locally Minimax Optimal Best-Arm Identification
by: Kato, Masahiro
Published: (2024)