A unified robust framework for sequential A/B testing bounds the worst-case mean squared error of treatment effect estimates under model misspecification in both contextual bandit and dynamic regimes.
(2020), denoted byNRD, is optimal in the sense that it minimizes the true MSE
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Robust Sequential Experimental Design for A/B Testing
A unified robust framework for sequential A/B testing bounds the worst-case mean squared error of treatment effect estimates under model misspecification in both contextual bandit and dynamic regimes.