4 papers
Statistical Decisions and Partial Identification: With Application to Boundary Discontinuity Design
Chen Qiu, Jörg Stoye
We are delighted to respond to the excellent surveys by Cattaneo et al. (2026) and Hirano (2026). Our discussion will attempt two things: first, we show how statistical decision th…
Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent
Andrés Aradillas Fernández, José Blanchet, José Luis Montiel Olea +3
We consider a class of hypothesis testing problems where the null hypothesis postulates distributions for the observed data, and there is only one possible distribution under t…
Epsilon-Minimax Solutions of Statistical Decision Problems
Andrés Aradillas Fernández, José Blanchet, José Luis Montiel Olea +3
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statis…
Externally Valid Selection of Experimental Sites via the k-Median Problem
José Luis Montiel Olea, Brenda Prallon, Chen Qiu +2
We present a decision-theoretic justification for viewing the question of how to best choose where to experiment in order to optimize external validity as a -median problem, a p…