论文标题
几何混合下的折返实验
Switchback Experiments under Geometric Mixing
论文作者
论文摘要
折返是一种实验设计，可通过反复打开和关闭整个系统的干预来衡量治疗效果。换回实验是克服跨单元溢出效应的强大方法。但是，它们容易受到暂时结转的偏见。在本文中，我们考虑了以几何速率混合的马尔可夫系统中折返实验的特性。我们发现，在这种情况下，在实验范围内$ t $方面，标准折返设计遭受了结转偏见的损失：它们的估计错误衰减为$ t^{ - 1/3} $，而在没有随身携带的情况下，可能是$ t^{ - 1/2} $的更快的速度。但是，我们还表明，明智地使用燃烧周期可以大大改善这种情况，并实现将衰减的错误作为$ \ log（t）^{1/2} t^{ - 1/2} $。我们的形式结果反映在经验评估中。
The switchback is an experimental design that measures treatment effects by repeatedly turning an intervention on and off for a whole system. Switchback experiments are a robust way to overcome cross-unit spillover effects; however, they are vulnerable to bias from temporal carryovers. In this paper, we consider properties of switchback experiments in Markovian systems that mix at a geometric rate. We find that, in this setting, standard switchback designs suffer considerably from carryover bias: Their estimation error decays as $T^{-1/3}$ in terms of the experiment horizon $T$, whereas in the absence of carryovers a faster rate of $T^{-1/2}$ would have been possible. We also show, however, that judicious use of burn-in periods can considerably improve the situation, and enables errors that decay as $\log(T)^{1/2}T^{-1/2}$. Our formal results are mirrored in an empirical evaluation.
