Experimentation Under Non-stationary Interference

Abstract

We study the estimation of the ATE in randomized controlled trials under a dynamically evolving interference structure. This setting arises in applications such as ride-sharing, where drivers move over time, and social networks, where connections continuously form and dissolve. In particular, we focus on scenarios where outcomes exhibit spatio-temporal interference driven by a sequence of random interference graphs that evolve independently of the treatment assignment. Loosely, our main result states that a truncated Horvitz-Thompson estimator achieves an MSE that vanishes linearly in the number of spatial and time blocks, times a factor that measures the average complexity of the interference graphs. As a key technical contribution that contrasts the static setting we present a fine-grained covariance bound for each pair of space-time points that decays exponentially with the time elapsed since their last ``interaction''. Our results can be applied to many concrete settings and lead to simplified bounds, including where the interference graphs (i) are induced by moving points in a metric space, or (ii) follow a dynamic Erdos-Renyi model, where each edge is created or removed independently in each time period.