Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Hypothesis Testing in Sequentially Sampled Data: AdapRT to Maximize
  Power Beyond iid Sampling   Testing whether a variable of interest affects the outcome is one of the most
fundamental problems in statistics. To tackle this problem, the conditional
randomization test (CRT) is a design-based method that is widely used to test
the independence of a variable of interest (X) with an outcome (Y) holding some
controls (Z) fixed. The CRT relies solely on the random iid sampling of (X,Z)
to produce exact finite-sample p-values that are constructed using any test
statistic. We propose a new method, the adaptive randomization test (AdapRT),
that similarly tackles the independence problem but allows the data to be
sequentially sampled. Like the CRT, the AdapRT relies solely on knowing the
(adaptive) sampling distribution of (X,Z). In this paper, we additionally show
the significant power increase by adaptively sampling in two illustrative
settings. We first showcase the AdapRT in a particular multi-arm bandit problem
known as the normal-mean model. Under this setting, we theoretically
characterize the powers of both the iid sampling scheme and the AdapRT and
empirically find that the AdapRT can uniformly outperform the typical uniform
iid sampling scheme that pulls all arms with equal probability. We also
surprisingly find that the AdapRT can be more powerful than even the oracle iid
sampling scheme when the signal is relatively strong. We believe that the
proposed adaptive procedure is successful mainly because it stabilizes arms
that may initially look like "fake" signal. We additionally showcase the AdapRT
to a popular factorial survey design setting known as conjoint analysis and
find similar results through both simulations and application. Lastly, we also
provide a power analysis pipeline for practitioners to diagnosis the
effectiveness of their proposed adaptive procedures and apply the pipeline to
the two aforementioned settings.

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The categories of this paper are: mtrl-th
20
The categories of this paper are: acc-phys
10
The categories of this paper are: q-bio
18
The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
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The categories of this paper are: hep-th
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The categories of this paper are: solv-int
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The categories of this paper are: gr-qc
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The categories of this paper are: adap-org
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The categories of this paper are: supr-con
1
The categories of this paper are: cs
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-lat
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The categories of this paper are: quant-ph
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The categories of this paper are: plasm-ph
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The categories of this paper are: physics