Search Results for author: Joseph J. Williams

Found 3 papers, 1 papers with code

Algorithms for Adaptive Experiments that Trade-off Statistical Analysis with Reward: Combining Uniform Random Assignment and Reward Maximization

no code implementations15 Dec 2021 Tong Li, Jacob Nogas, Haochen Song, Harsh Kumar, Audrey Durand, Anna Rafferty, Nina Deliu, Sofia S. Villar, Joseph J. Williams

TS-PostDiff takes a Bayesian approach to mixing TS and Uniform Random (UR): the probability a participant is assigned using UR allocation is the posterior probability that the difference between two arms is 'small' (below a certain threshold), allowing for more UR exploration when there is little or no reward to be gained.

Thompson Sampling

Efficient Inference Without Trading-off Regret in Bandits: An Allocation Probability Test for Thompson Sampling

no code implementations30 Oct 2021 Nina Deliu, Joseph J. Williams, Sofia S. Villar

Increasing power in such small pilot experiments, without limiting the adaptive nature of the algorithm, can allow promising interventions to reach a larger experimental phase.

Thompson Sampling

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