DARTS adaptively selects prognostic covariates via budgeted Thompson sampling in sequential experiments, preserving randomization validity and achieving asymptotic coverage for the inverse-variance weighted estimator.
Lasso-type recovery of sparse representations for high- dimensional data.The Annals of Statistics, 37(1):246–270, 2009
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DARTS: Targeting Prognostic Covariates in Budget-Constrained Sequential Experiments
DARTS adaptively selects prognostic covariates via budgeted Thompson sampling in sequential experiments, preserving randomization validity and achieving asymptotic coverage for the inverse-variance weighted estimator.