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Rebecca Goldstein

Publications and source records attributed to Rebecca Goldstein.

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FastRerandomize: Fast Rerandomization Using Accelerated Computing

We present fastrerandomize, an R package for fast, scalable rerandomization in experimental design. Rerandomization improves precision by discarding treatment assignments that fail a prespecified covariate-balance criterion, but existing implementations can become computationally prohibitive as the number of units or covariates grows. fastrerandomize introduces three complementary advances: (i) optional GPU/TPU acceleration to parallelize balance checks, (ii) memory-efficient key-only storage that avoids retaining full assignment matrices, and (iii) auto-vectorized, just-in-time compiled kernels for batched candidate generation and inference. This approach enables exact or Monte Carlo rerandomization at previously intractable scales, making it practical to adopt the tighter balance thresholds required in modern high-dimensional experiments while simultaneously quantifying the resulting gains in precision and power for a given covariate set. Our approach also supports randomization-based testing conditioned on acceptance. In controlled benchmarks, we observe order-of-magnitude speedups over baseline workflows, with larger gains as the sample size or dimensionality grows, translating into improved precision of causal estimates.

stat.CO

Degrees of Randomness in Rerandomization Procedures

Randomized controlled trials are susceptible to imbalance on covariates predictive of the outcome. Rerandomization and deterministic treatment assignment are two proposed solutions. This paper explores the relationship between rerandomization and deterministic assignment, showing how deterministic assignment is an extreme case of rerandomization. The paper argues that in small experiments, both fully randomized and fully deterministic assignment have limitations. Instead, the researcher should consider setting the rerandomization acceptance probability based on an analysis of covariates and assumptions about the data structure to achieve an optimal alignment between randomness and balance. This allows for the calculation of minimum p-values along with valid permutation tests and fiducial intervals. The paper also introduces tools, including a new, open-source R package named fastrerandomize, to implement rerandomization and explore options for optimal rerandomization acceptance thresholds.

stat.ME