Adaptive Experimental Design

Adaptive experimental design (AED) optimizes the process of gathering data in experiments, aiming to maximize information gain and efficiency while minimizing costs or regret. Current research focuses on extending AED to complex scenarios, such as those with network interference, confounding factors, or safety constraints, often employing Bayesian methods, multi-armed bandits, and linear models to guide adaptive sampling and treatment assignment. These advancements are significantly impacting fields like clinical trials, digital marketing, and causal discovery by enabling more efficient and robust inference from limited data, leading to better decision-making and resource allocation.