80 citations · 177 across the 25 of their papers we have counts for
3 papers · 1 filter
On Instability of Minimax Optimal Optimism-Based Bandit Algorithms
Samya Praharaj, Koulik Khamaru
Statistical inference from data generated by multi-armed bandit (MAB) algorithms is challenging due to their adaptive, non-i.i.d. nature. A classical manifestation is that sample a…
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…
Stable Thompson Sampling: Valid Inference via Variance Inflation
Budhaditya Halder, Shubhayan Pan, Koulik Khamaru
We consider the problem of statistical inference when the data is collected via a Thompson Sampling-type algorithm. While Thompson Sampling (TS) is known to be both asymptotically…