6 papers
Strategic Multi-Agent Resource Allocation via Statistical Contracts
Ben Chugg, Michael I. Jordan, Aaditya Ramdas
We study a class of strategic hypothesis testing problems in which a principal aims to allocate resources among competing agents who possess data or data-generating mechanisms that…
Always-On Experimentation
Ricardo J. Sandoval, David Arbour, Avi Feller +1
Generative AI has dramatically accelerated the rate at which new treatments---from novel pharmaceuticals to online marketing campaigns---can be conceived and deployed. As a result,…
Post-Hoc Large-Sample Statistical Inference
Ben Chugg, Etienne Gauthier, Michael I. Jordan +2
We derive inferential procedures for large sample sizes that remain valid under data-dependent significance levels (so-called "post-hoc valid inference"). Classical statistical too…
Multi-Armed Sequential Hypothesis Testing by Betting
Ricardo J. Sandoval, Ian Waudby-Smith, Michael I. Jordan
We consider a variant of sequential testing by betting where, at each time step, the statistician is presented with multiple data sources (arms) and obtains data by choosing one of…
On Nonasymptotic Confidence Intervals for Treatment Effects in Randomized Experiments
Ricardo J. Sandoval, Sivaraman Balakrishnan, Avi Feller +2
We study nonasymptotic (finite-sample) confidence intervals for treatment effects in randomized experiments. In the existing literature, the effective sample sizes of nonasymptotic…
Instance-Log-Optimality of Portfolio-Based E-Processes and their Sequential Hypothesis Tests
Ian Waudby-Smith, Ricardo Sandoval, Ricardo J. Sandoval +1
We consider the problem of sequential hypothesis testing using -processes. For a rich class of composite testing problems---which include bounded mean testing, equal mean testin…