Patrik Guggenberger - Penn State University

Abstract

Finding numerical approximations to minimax regret treatment rules is of key interest. To do so when potential outcomes are in {0, 1} we discretize the action space of nature and apply a variant of Robinson’s (1951) algorithm for iterative solutions for finite two-person zero sum games. Our approach avoids the need to evaluate regret of each treatment rule in each iteration. When potential outcomes are in [0, 1] we apply the so-called coarsening approach. We consider a policymaker choosing between two treatments after observing data with unequal sample sizes per treatment and the case of testing several innovations against the status quo.

Additional information:

• Speaker: Patrik Guggenberger
• Time: Thursday, 15.05.2025, 16:00 - 17:00
• Location: Faculty Room (U 1.040, at the Dean´s office)
• Further links:
  • Patrik Guggenberger's webpage¹
• Organizer: Statistics Group
• Contact:
  • Almut Lunkenheimer
  • +49 228 73-9228
  • ifs@uni-bonn.de