# Efficient Adaptive Experimental Design for Average Treatment Effect Estimation

arXiv: https://arxiv.org/abs/2002.05308 · HTML: https://mlsanity.com/paper/2002.05308/

## Key facts

- Cited by 23 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 13 Feb 2020.

## Built on by (most cited first, 23 of 23)

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- [Design Stability in Adaptive Experiments: Implications for Treatment Effect Estimation](https://mlsanity.com/paper/2510.22351/) (2025)
- [Observationally Informed Adaptive Causal Experimental Design](https://mlsanity.com/paper/2603.03785/) (2026)
- [Beyond ATE: Multi-Criteria Design for A/B Testing](https://mlsanity.com/paper/2509.05864/) (2025)
- [Minimax and Bayes Optimal Adaptive Experimental Design for Treatment Choice](https://mlsanity.com/paper/2512.08513/) (2025)
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- [Transformers as Bayesian In-Context Experimenters: Smoothness-Adaptive Efficient ATE Estimation](https://mlsanity.com/paper/2606.31184/) (2026)
- [Confidence Horizons](https://mlsanity.com/paper/2608.03889/) (2026)

## Abstract (arXiv)

We study how to efficiently estimate average treatment effects (ATEs) using adaptive experiments. In adaptive experiments, experimenters sequentially assign treatments to experimental units while updating treatment assignment probabilities based on past data. We start by defining the efficient treatment-assignment probability, which minimizes the semiparametric efficiency bound for ATE estimation. Our proposed experimental design estimates and uses the efficient treatment-assignment probability to assign treatments. At the end of the proposed design, the experimenter estimates the ATE using a newly proposed Adaptive Augmented Inverse Probability Weighting (A2IPW) estimator. We show that the asymptotic variance of the A2IPW estimator using data from the proposed design achieves the minimized semiparametric efficiency bound. We also analyze the estimator's finite-sample properties and develop nonparametric and nonasymptotic confidence intervals that are valid at any round of the proposed design. These anytime valid confidence intervals allow us to conduct rate-optimal sequential hypothesis testing, allowing for early stopping and reducing necessary sample size.