Switchback Experiments under Geometric Mixing

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Tác giả: Yuchen Hu, Stefan Wager

Ngôn ngữ: eng

Ký hiệu phân loại: 526.7 Gravity determinations

Thông tin xuất bản: 2022

Mô tả vật lý:

Bộ sưu tập: Báo, Tạp chí

ID: 195659

 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.
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