research
∙
06/18/2023
Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators
In this article we develop a feasible version of the assumption-lean tes...
share
research
∙
12/30/2022
On Undersmoothing and Sample Splitting for Estimating a Doubly Robust Functional
We consider the problem of constructing minimax rate-optimal estimators ...
research
∙
11/15/2022
Sparse Signal Detection in Heteroscedastic Gaussian Sequence Models: Sharp Minimax Rates
Given a heterogeneous Gaussian sequence model with unknown mean θ∈ℝ^d an...
research
∙
09/22/2022
PC Adjusted Testing for Low Dimensional Parameters
In this paper we consider the effect of high dimensional Principal Compo...
research
∙
05/20/2022
A New Central Limit Theorem for the Augmented IPW Estimator: Variance Inflation, Cross-Fit Covariance and Beyond
Estimation of the average treatment effect (ATE) is a central problem in...
research
∙
11/22/2021
On the Existence of Universal Lottery Tickets
The lottery ticket hypothesis conjectures the existence of sparse subnet...
research
∙
11/03/2021
Finding the Optimal Dynamic Treatment Regime Using Smooth Fisher Consistent Surrogate Loss
Large health care data repositories such as electronic health records (E...
research
∙
10/24/2021
Efficient and Robust Semi-supervised Estimation of ATE with Partially Annotated Treatment and Response
A notable challenge of leveraging Electronic Health Records (EHR) for tr...
research
∙
10/06/2021
Sharp Signal Detection Under Ferromagnetic Ising Models
In this paper we study the effect of dependence on detecting a class of ...
research
∙
09/24/2021
On Statistical Inference with High Dimensional Sparse CCA
We consider asymptotically exact inference on the leading canonical corr...
research
∙
09/22/2021
Sparse Uniformity Testing
In this paper we consider the uniformity testing problem for high-dimens...
research
∙
08/14/2021
On Support Recovery with Sparse CCA: Information Theoretic and Computational Limits
In this paper we consider asymptotically exact support recovery in the c...
research
∙
06/04/2021
On Ensembling vs Merging: Least Squares and Random Forests under Covariate Shift
It has been postulated and observed in practice that for prediction prob...
research
∙
05/17/2021
Cross-Cluster Weighted Forests
Adapting machine learning algorithms to better handle the presence of na...
research
∙
12/10/2020
Detecting Structured Signals in Ising Models
In this paper, we study the effect of dependence on detecting a class of...
research
∙
12/09/2020
Semi-Supervised Off Policy Reinforcement Learning
Reinforcement learning (RL) has shown great success in estimating sequen...
research
∙
08/07/2020
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning
This is the rejoinder to the discussion by Kennedy, Balakrishnan and Was...
research
∙
03/01/2020
On Minimax Exponents of Sparse Testing
We consider exact asymptotics of the minimax risk for global testing aga...
research
∙
06/02/2019
On Testing for Parameters in Ising Models
We consider testing for the parameters of Ferromagnetic Ising models. Wh...
research
∙
04/08/2019
On assumption-free tests and confidence intervals for causal effects estimated by machine learning
For many causal effect parameters ψ of interest doubly robust machine le...
research
∙
08/23/2018