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math.ST2026
Design Stability in Adaptive Experiments: Implications for Treatment Effect Estimation
Saikat Sengupta, Koulik Khamaru, Suvrojit Ghosh +1
We study the problem of estimating the average treatment effect (ATE) under sequentially adaptive treatment assignment mechanisms. In contrast to classical completely randomized de…
math.ST2025
Semi-parametric inference based on adaptively collected data
Licong Lin, Koulik Khamaru, Martin J. Wainwright
Many standard estimators, when applied to adaptively collected data, fail to be asymptotically normal, thereby complicating the construction of confidence intervals. We address thi…
math.ST2024
UCB algorithms for multi-armed bandits: Precise regret and adaptive inference
Qiyang Han, Koulik Khamaru, Cun-Hui Zhang
Upper Confidence Bound (UCB) algorithms are a widely-used class of sequential algorithms for the -armed bandit problem. Despite extensive research over the past decades aimed at…