7 papers
Uniform inference for kernel instrumental variable regression
Marvin Lob, Rahul Singh, Suhas Vijaykumar
Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric…
Demonstration Experiments
Guido Imbens, Lorenzo Masoero, Alexander Rakhlin +2
Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and the social sciences. Often, the primary goal is not to precisely estimate a treatme…
Regression Adjustments for Double Randomization in Two-Sided Marketplaces
Timothy Sudijono, Lihua Lei, Lorenzo Masoero +3
Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for…
A scale-free density bound for Gaussian maxima
Suhas Vijaykumar
We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any c…
Adventures in Demand Analysis Using AI
Philipp Bach, Victor Chernozhukov, Sven Klaassen +3
This paper advances empirical demand analysis by integrating multimodal product representations derived from artificial intelligence (AI). Using a detailed dataset of toy cars on t…
Multiple Randomization Designs: Estimation and Inference with Interference
Lorenzo Masoero, Suhas Vijaykumar, Thomas Richardson +5
Classical designs of randomized experiments, going back to Fisher and Neyman in the 1930s still dominate practice even in online experimentation. However, such designs are of limit…