4 papers
Designing Persuasive Experiments
Karun Adusumilli, Abhi Vemulapati
Incentives in experimental design are often misaligned: experimenters design and finance experiments to seek regulatory approval, while regulators seek to maximize social-welfare.…
You've Got to be Efficient: Ambiguity, Misspecification and Variational Preferences
Karun Adusumilli
This article introduces a framework for evaluating statistical decisions under both prior ambiguity and likelihood misspecification. We begin with an ambiguity set - a frequentist…
From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators
Karun Adusumilli, Maximilian Kasy, Ashia Wilson
We derive the asymptotic risk function of regularized empirical risk minimization (ERM) estimators tuned by -fold cross-validation (CV). The out-of-sample prediction loss of suc…
Continuous time asymptotic representations for adaptive experiments
Karun Adusumilli
This article develops a continuous-time asymptotic framework for analyzing adaptive experiments -- settings in which data collection and treatment assignment evolve dynamically in…