In many settings, a decision maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertiseme…
We study a nonparametric multiarmed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Previous studies have …
In an empirical Bayes analysis, we use data from repeated sampling to imitate inferences made by an oracle Bayesian with extensive knowledge of the data-generating distribution. Existing results pr…
Classical approaches to experimental design assume that intervening on one unit does not affect other units. There are many important settings, however, where this noninterference assumption does n…
Many applied decision-making problems have a dynamic component: The policymaker needs not only to choose whom to treat, but also when to start which treatment. For example, a medical doctor may cho…