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.
Xin Lu, Tianle Liu, Hanzhong Liu, and Peng Ding
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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.