Using Discrepancy Theory to Improve the Design of Randomized Controlled Trials - Daniel Spielman
Institute for Advanced Study via YouTube
Overview
Syllabus
Introduction
What are randomized control trials
Potential outcomes model
Experimental design
Average treatment effect
Thompson estimator
Difference of means
Measuring variance
Variance expression
IID case
Balanced design
Covariance
Gramschmidt walk
Variance
Tradeoff parameter
Guarantees
Sub Gaussian tails
Algorithm explanation
Algorithm analysis
Projections
Two crucial factors
Intuition for variance calculation
Ideal case
Phases
Variance bound
Orthonormal basis
Can we improve
The gramschmidt walk
Better confidence intervals
Taught by
Institute for Advanced Study