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math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Power and Sample Size Calculations for Rerandomization
Zach Branson, Xinran Li, Peng Ding · 2022-01-07 · via math.ST updates on arXiv.org

Power analyses are an important aspect of experimental design, because they help determine how experiments are implemented in practice. It is common to specify a desired level of power and compute the sample size necessary to obtain that power. Such calculations are well-known for completely randomized experiments, but there can be many benefits to using other experimental designs. For example, it has recently been established that rerandomization, where subjects are randomized until covariate balance is obtained, increases the precision of causal effect estimators. This work establishes the power of rerandomized treatment-control experiments, thereby allowing for sample size calculators. We find the surprising result that, while power is often greater under rerandomization than complete randomization, the opposite can occur for very small treatment effects. The reason is that inference under rerandomization can be relatively more conservative, in the sense that it can have a lower type-I error at the same nominal significance level, and this additional conservativeness adversely affects power. This surprising result is due to treatment effect heterogeneity, a quantity often ignored in power analyses. We find that heterogeneity increases power for large effect sizes but decreases power for small effect sizes.