Anders Bredahl Kock, Martin Thyrsgaard
arXiv 28 May 2017 · Statistics — Machine Learning · 7 citations (OpenAlex)
arXiv:1705.09952 · PDF · DOI · OpenAlex · Extracted main text
In treatment allocation problems the individuals to be treated often arrive sequentially. We study a problem in which the policy maker is not only interested in the expected cumulative welfare but is also concerned about the uncertainty/risk of the treatment outcomes. At the outset, the total number of treatment assignments to be made may even be unknown. A sequential treatment policy which attains the minimax optimal regret is proposed. We also demonstrate that the expected number of suboptimal treatments only grows slowly in the number of treatments. Finally, we study a setting where outcomes are only observed with delay.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | V. Perchet and P. Rigollet (2013) The multi-armed bandit problem with covariates | 0.737 | 5 | 3 | 40% |
| 2 | Toru Kitagawa and Aleksey Tetenov (2015) Who should be treated? empirical welfare maximization methods for treatment choice | 0.737 | 3 | 2 | 100% |
| 3 | Sébastien Bubeck and Nicolo Cesa-Bianchi (2012) Regret analysis of stochastic and nonstochastic multi-armed bandit problems | 0.644 | 2 | 2 | 100% |
| 4 | Charles F. Manski (2004) Statistical treatment rules for heterogenous populations | 0.511 | 2 | 1 | 100% |
| 5 | Herbert Robbins (1952) Some aspects of the sequential design of experiments | 0.405 | 1 | 1 | 100% |
| 6 | J. Stoye (2009) Minimax regret treatment choice with finite samples | 0.405 | 1 | 1 | 100% |
| 7 | Susan Athey and Stefan Wager (2017) Efficient policy learning | 0.405 | 1 | 1 | 100% |
| 8 | Anthony B Atkinson (1970) On the measurement of inequality | 0.405 | 1 | 1 | 100% |
| 9 | Debopam Bhattacharya and Pascaline Dupas (2012) Inferring welfare maximizing treatment assignment under budget constraints | 0.405 | 1 | 1 | 100% |
| 10 | Patrick Bolton and Christopher Harris (1999) Strategic experimentation | 0.405 | 1 | 1 | 100% |
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