LGR samples balanced treatment assignments in high-dimensional experiments via continuous relaxation and SGLD, retaining valid inference through randomization tests while being orders of magnitude faster than prior methods.
Wenqi Shi, Anqi Zhao, and Hanzhong Liu
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Langevin-Gradient Rerandomization
LGR samples balanced treatment assignments in high-dimensional experiments via continuous relaxation and SGLD, retaining valid inference through randomization tests while being orders of magnitude faster than prior methods.