YoVDO

Using Discrepancy Theory to Improve the Design of Randomized Controlled Trials - Daniel Spielman

Offered By: Institute for Advanced Study via YouTube

Tags

Randomized Controlled Trials Courses Algorithms Courses Experimental Design Courses Covariance Courses

Course Description

Overview

Explore the application of discrepancy theory to enhance randomized controlled trial design in this comprehensive lecture. Delve into the potential outcomes model, experimental design, and average treatment effect. Examine the Thompson estimator, difference of means, and methods for measuring variance. Investigate balanced designs, covariance, and the Gram-Schmidt walk algorithm. Analyze sub-Gaussian tails, algorithm explanations, and projections. Gain insights into variance calculations, ideal cases, and phases of the process. Discover how to achieve better confidence intervals and understand the crucial factors influencing trial outcomes. Learn about orthonormal bases and the potential for improvement in randomized controlled trial methodologies.

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

Related Courses

Probability Foundations for Electrical Engineers
Indian Institute of Technology Madras via Swayam
Portfolio Optimization: Excel, R, Python & ChatGPT
Udemy
Оптимизация портфеля с помощью модели Марковица
Coursera Project Network via Coursera
Excel 2007: Business Statistics
LinkedIn Learning
Probabilistic Systems Analysis and Applied Probability
Massachusetts Institute of Technology via MIT OpenCourseWare