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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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178356533711 · Jun 202019922001200920172026
48 results for adaptive experimental design

DAD learns to design experiments quickly, outperforming traditional methods.

problem Real-time decision-making in sequential Bayesian experimental design.
method Amortized design network trained with contrastive information bounds.
result DAD outperforms alternative strategies on various problems.

iDAD uses neural networks to quickly adapt experiments without likelihoods.

problem Performing adaptive experiments in real-time with implicit models.
method iDAD learns a design policy network upfront to make quick design decisions.
result iDAD can make design decisions in milliseconds, unlike traditional BOED approaches.

Step-DAD improves BED by periodically updating a design policy during experiments.

problem Improving flexibility and robustness in Bayesian experimental design.
method Semi-amortized, policy-based approach that updates a design policy during data collection.
result Consistently superior decision-making and robustness compared to current BED methods.

New study shows non-adaptive trials can be outperformed by adaptive designs in treatment selection.

problem Determining the best allocation of resources in clinical trials.
method Analysis of batched arm elimination designs and comparison with completely randomized trials.
result Simple adaptive designs universally and strictly dominate non-adaptive completely randomized trials for at least three treatment arms.

This study optimizes covariate density and propensity score for efficient ATE estimation.

problem Efficiently estimating average treatment effects (ATEs) with minimal variance.
method Adaptive experiment optimizing both covariate density and propensity score.
result Proposed method minimizes the semiparametric efficiency bound for ATE estimation.

DABS uses a policy network to select experiments in high-dimensional design spaces.

problem Adaptive factorial screening in high-dimensional discrete design spaces.
method DABS learns a policy network offline to sequentially select experiments, incorporating sparsity and interactions via a spike-and-slab prior.
result DABS achieves superior accuracy and scalability over classical and Bayesian baselines under tight experimental budgets.

JADAI optimizes design and inference for parameter estimation.

problem Parameter estimation with active optimization of design variables.
method Jointly trains a policy, history network, and inference network to minimize posterior error.
result Achieves superior or competitive performance across benchmarks.

Adaptive designs achieve strong Neyman regret guarantees for ATE estimation.

problem Estimating unbiased average treatment effect in sequential experiments.
method Proposed adaptive designs with O~(logT)\widetilde{O}(\log T) Neyman regret under boundedness assumptions and O~(T)\widetilde{O}(\sqrt{T}) multigroup Neyman regret in covariate-based settings.
result Adaptive designs outperform non-adaptive designs in terms of Neyman regret, especially in covariate-based settings.

New algorithm for adaptive experimental design in scientific settings.

problem Identifying true positives while controlling false discoveries in adaptive experimental design.
method Provably sample efficient adaptive algorithm for FDR control.
result First provably sample efficient adaptive algorithm for adaptive experimental design.

Bayesian adaptive designs can be biased by active learning, especially with misspecified models.

problem Active learning bias in Bayesian adaptive experimental designs.
method Analysis of linear and preference learning models, empirical testing.
result Model misspecification and noise influence active learning bias in Bayesian designs.

Study designs for estimating treatment effects in adaptive experiments.

problem Estimating treatment effects under adaptive treatment assignment.
method Propose and analyze IPW and AIPW estimators, establish CLTs under design stability.
result Central limit theorems for IPW and AIPW estimators under design stability.

Optimal adaptive experiment for choosing best treatment with binary outcomes.

problem Choosing the best treatment from binary options in an adaptive experiment.
method Adaptive experiment with two phases: treatment allocation and choice. Neyman allocation method used.
result Neyman allocation is minimax and Bayes optimal, matching lower bounds for regret.

BED-LLM uses Bayesian experimental design to improve LLMs' information gathering.

problem Improving LLMs' ability to gather information adaptively.
method Iteratively choosing questions to maximize expected information gain using a probabilistic model.
result BED-LLM achieves substantial performance gains compared to other adaptive design strategies.

A new experimental design method for combinatorial interventions reduces complexity and improves accuracy.

problem Efficiently conducting all possible combinatorial interventions with multiple treatments and potential interactions.
method Probabilistic factorial experimental design, applying random combinations of treatments and adapting over multiple rounds.
result Optimal dosage of 1/2 for each treatment yields near-optimal design for estimating any k-way interaction model.

New deep learning method simplifies parameter estimation design.

problem Optimal experimental design for parameter estimation with non-linear systems.
method Training a deep network as a Likelihood Free Estimator to simplify design process.
result Deep design improves parameter recovery quality and simplifies design process.

New method optimizes experiments under constraints.

problem Adapting BED to dynamic constraints in real-world tasks.
method Offline pre-training of an amortized policy and posterior network with online multi-step lookahead planning.
result Significantly more informative design sequences than existing methods.

In this paper, we study the design and analysis of experiments conducted on a set of units over multiple time periods where the starting time of the treatment may vary by unit. The design problem involves selecting an initial treatment time for each unit in order to most precisely estimate both the instantaneous and cu…

2019-11-09abs ↗pdf ↗

This paper proposes a new AED framework for multi-metric experiments with fixed budget.

problem Statistical power challenges in testing multiple metrics simultaneously.
method Two-phase structure: adaptive exploration followed by validation. SHRVar algorithm with relative-variance-based sampling.
result Achieves provable error probability that decreases exponentially.

The paper optimizes spatial experimental designs to improve causal effect estimation.

problem Optimizing spatial experimental designs to enhance causal effect estimation accuracy.
method Proposes a surrogate function for MSE and uses graph cut algorithms to learn optimal designs.
result The method accommodates spatial interference and covariance, is computationally efficient, and validated by theoretical and numerical experiments.

New algorithms for model selection in linear bandits adapt to instance complexity.

problem Adapting to the instance-dependent complexity of the true model in linear bandits.
method Design of algorithms in fixed confidence and fixed budget settings, leveraging experimental design and selection-validation procedures.
result Near instance optimal guarantees for model selection in linear bandits.

New method learns low-dimensional representations of AI-generated treatments.

problem Representing AI-generated treatments without losing semantic meaning.
method Double kernel representation learning with alternating minimization.
result Efficiently learned representations guide generative models and facilitate adaptive online experiments.

In this paper, we propose a new framework for designing fast parallel algorithms for fundamental statistical subset selection tasks that include feature selection and experimental design. Such tasks are known to be weakly submodular and are amenable to optimization via the standard greedy algorithm. Despite its desirab…

2019-03-06abs ↗pdf ↗

Develops a flexible batched experimentation framework for limited adaptivity.

problem Challenges of continual reallocation in bandit algorithms with delayed feedback.
method Computational framework leveraging Gaussian sequential experiment and dynamic programming.
result Improves statistical power over standard methods, even compared to Bayesian bandit algorithms.

Adaptive IP approach optimizes intervention design for causal graph recovery.

problem Designing efficient interventions to recover causal relationships from data.
method Iterative integer programming approach for optimizing information gain.
result Adaptive IP approach achieves full causal graph recovery with fewer interventions.

Adaptive Bayesian Optimization for resource-constrained experiments with switching costs.

problem Sequential experimental design with varying costs for changing design variables.
method Adapted batch algorithms to sequential problem, proposing cost-aware and cost-ignorant methods.
result Cost-aware algorithm outperforms tuned process-constrained algorithms in all settings considered.

Optimal sensor placement minimizes information loss from simulations.

problem Designing efficient sensor networks for spatiotemporal processes.
method Model-based sensor placement criterion with sparse variational inference and Gauss-Markov priors.
result Our method identifies sensor networks that minimize information loss from simulated data.

New method optimizes multiple objectives in A/B testing for AI and clinical trials.

problem Minimizing cumulative regret, maximizing CATE, and ensuring differential privacy in large-scale experiments.
method ConSE and DP-ConSE algorithms for sequential segmentation and elimination, achieving Pareto-optimal frontier.
result Privacy comes 'for free' in our framework, with only asymptotically negligible costs to regret and accuracy.

Data-driven method for error estimation without needing class complexity.

problem Constructing confidence intervals for a class of estimates.
method Data-driven approach to derive high-probability upper bounds on maximum error.
result Method naturally adapts to unknown correlation structures and works for finite and infinite classes.

Can we effectively learn a nonlinear representation in time comparable to linear learning? We describe a new algorithm that explicitly and adaptively expands higher-order interaction features over base linear representations. The algorithm is designed for extreme computational efficiency, and an extensive experimental …

2014-10-02abs ↗pdf ↗

Unified algorithm for efficient pure exploration using dual variables.

problem Efficiently achieving a specific goal through adaptive experimentation.
method Introducing dual variables to derive optimal allocation conditions, leading to Information-Directed Selection.
result Top-two Thompson sampling attains asymptotic optimality for Gaussian best-arm identification.

Develops adaptive framework for estimating survival effects with censoring.

problem Estimating causal effects in survival data with censoring.
method Derives semiparametric efficiency bound, proposes efficiency-optimal allocation policy, and develops Adaptive Survival Estimator (ASE).
result ASE achieves asymptotic normality via martingale central limit theorem and demonstrates efficiency gains over uniform randomization.

Algorithm identifies Pareto optimal designs efficiently for noisy, multi-objective functions.

problem Optimizing multi-objective functions with noisy data and large design spaces.
method Adaptive discretization and tree-based approach to identify Pareto optimal designs.
result Algorithm identifies Pareto optimal designs with fewer evaluations than exhaustive search.

New method improves robustness of Bayesian experimental design.

problem Bayesian experimental design's sensitivity to prior distribution changes.
method Introduces robust expected information gain (REIG) and uses KL-divergence ambiguity sets.
result REIG stabilizes sampling-based EIG estimation and compensates for prior variability.

We investigate two new strategies for the numerical solution of optimal stopping problems within the Regression Monte Carlo (RMC) framework of Longstaff and Schwartz. First, we propose the use of stochastic kriging (Gaussian process) meta-models for fitting the continuation value. Kriging offers a flexible, nonparametr…

2015-09-07abs ↗pdf ↗

Learn to automatically plug domain-specific modules into a common network.

problem Learning inflexibility and computational intensiveness in multi-domain learning.
method Neural Architecture Search (NAS) for data-driven adapter plugging and structure design.
result NAS-driven MDL model achieves comparable performance to existing approaches.