题　目：Design of Panel Experiments with Spatial and Temporal Interference

嘉　宾：倪土，博士后研究员，哈佛商学院

主持人：孙海龙 助理教授 上海交通大学安泰经济与管理学院

时　间：2023年9月8日（周五）10:00-11:30am

地　点：安泰经济与管理学院A407

内容简介:

One of the main practical challenges companies face when running experiments (or A/B tests) over a panel is interference, the setting where one experimental unit's treatment assignment at one time period impacts another's outcomes, possibly at the following time period. Existing literature has identified aggregating units into clusters as the gold standard to handle interference, yet the degree of aggregation remains an open question. In this work, we present a new randomized design of panel experiments and answer this question when all experimental units are modeled as vertices on a two-dimensional grid. Our proposed design has two features: the first feature is a notion of randomized spatial clustering that randomly partitions units into equal-size clusters; the second is a notion of balanced temporal randomization that extends the classical completely randomized designs to the temporal interference setting. We prove the theoretical performance of our design, develop its inferential techniques, and verify its superior performance by conducting an extensive simulation study.

演讲人简介：

Tu Ni is an incoming Postdoctoral Research Fellow at Harvard Business School. He obtained his Ph.D. in the Institute of Operations Research and Analytics at NUS. His research interests mainly focus on analytics using experimental design, optimization, and statistical modeling, with applications in revenue management and supply chain management. He also obtained a B.S. degree in Mathematics from Zhejiang University and an M.Eng. degree in IEOR from UC Berkeley.

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