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Gramschmidt walk
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Classroom Contents
Using Discrepancy Theory to Improve the Design of Randomized Controlled Trials - Daniel Spielman
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- 1 Introduction
- 2 What are randomized control trials
- 3 Potential outcomes model
- 4 Experimental design
- 5 Average treatment effect
- 6 Thompson estimator
- 7 Difference of means
- 8 Measuring variance
- 9 Variance expression
- 10 IID case
- 11 Balanced design
- 12 Covariance
- 13 Gramschmidt walk
- 14 Variance
- 15 Tradeoff parameter
- 16 Guarantees
- 17 Sub Gaussian tails
- 18 Algorithm explanation
- 19 Algorithm analysis
- 20 Projections
- 21 Two crucial factors
- 22 Intuition for variance calculation
- 23 Ideal case
- 24 Phases
- 25 Variance bound
- 26 Orthonormal basis
- 27 Can we improve
- 28 The gramschmidt walk
- 29 Better confidence intervals
