Gaussianized design optimization for covariate balance in randomized experiments

• 成果类型: Article; Early Access
• 署名作者: Guo, Wenxuan; Liang, Tengyuan; Toulis, Panos
• 署名单位: University of Chicago
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412; 1467-9868
• DOI: 10.1093/jrsssb/qkag067
• 发表日期: 2026-04-22
• 关键词: Continuous treatments; covariate balance; Mehler's formula; optimal experimental design; adaptive randomization; inference; RERANDOMIZATION; cut

摘要

Achieving covariate balance in randomized experiments enhances the precision of treatment effect estimation. However, existing methods often require heuristic adjustments based on domain knowledge and are primarily developed for binary treatments. This paper presents Gaussianized Design Optimization, a novel framework for optimally balancing covariates in experimental design. The core idea is to Gaussianize the treatment assignments: we model treatments as transformations of random variables drawn from a multivariate Gaussian distribution and convert the design problem into a nonlinear continuous optimization over Gaussian covariance matrices. Compared to existing methods, our approach offers significant flexibility in optimizing covariate balance across a diverse range of designs and covariate types. Adapting the Burer-Monteiro approach for solving semidefinite programmes, we introduce first-order local algorithms for optimizing covariate balance, improving upon several widely used designs. Furthermore, we develop inferential procedures for constructing design-based confidence intervals under Gaussianization and extend the framework to accommodate continuous treatments. Simulations demonstrate the effectiveness of Gaussianization in multiple practical scenarios.