Orthogonal statistical learning

DOI10.1214/23-AOS2258arXiv1901.09036MaRDI QIDQ6136574

Dylan J. Foster, Vasilis Syrgkanis

Publication date: 31 August 2023

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.09036

zbMATH Keywords

treatment effectsstatistical learningpolicy learninglocal Rademacher complexitydouble machine learningNeyman orthogonality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Minimax procedures in statistical decision theory (62C20) Causal inference from observational studies (62D20)

Related Items (6)

Towards optimal doubly robust estimation of heterogeneous causal effects ⋮ Orthogonal statistical learning ⋮ Nonparametric Causal Effects Based on Longitudinal Modified Treatment Policies ⋮ A nonparametric doubly robust test for a continuous treatment effect ⋮ One-step estimation of differentiable Hilbert-valued parameters ⋮ Efficient and multiply robust risk estimation under general forms of dataset shift

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Statistical causal inferences and their applications in public health research
• Empirical entropy, minimax regret and minimax risk
• The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
• Discrepancy, chaining and subgaussian processes
• Performance guarantees for individualized treatment rules
• Generalized random forests
• Nonparametric methods for inference in the presence of instrumental variables
• Regularization in kernel learning
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Consistent estimation of the influence function of locally asymptotically linear estimators
• On adaptive estimation
• Information-theoretic determination of minimax rates of convergence
• Unified methods for censored longitudinal data and causality
• Augmented minimax linear estimation
• Introduction to empirical processes and semiparametric inference
• Semiparametric theory and missing data.
• Local Rademacher complexities
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
• Learning without Concentration
• Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
• Robust Causal Inference with Continuous Instruments Using the Local Instrumental Variable Curve
• The cross-validated adaptive epsilon-net estimator
• Higher order influence functions and minimax estimation of nonlinear functionals
• The central role of the propensity score in observational studies for causal effects
• Root-N-Consistent Semiparametric Regression
• Some results on generalized difference estimation and generalized regression estimation for finite populations
• On the Efficiency of a Class of Non-Parametric Estimates
• Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
• The Asymptotic Variance of Semiparametric Estimators
• Asymptotic Statistics
• Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
• Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
• Program Evaluation and Causal Inference With High-Dimensional Data
• Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models
• High-Dimensional Statistics
• Estimating Individualized Treatment Rules Using Outcome Weighted Learning
• Improved rates and asymptotic normality for nonparametric neural network estimators
• Semiparametric Efficiency in Multivariate Regression Models with Missing Data
• Policy Learning With Observational Data
• Deep Neural Networks for Estimation and Inference
• Quasi-oracle estimation of heterogeneous treatment effects
• Local Linear Forests
• Debiased machine learning of conditional average treatment effects and other causal functions
• Double/debiased machine learning for treatment and structural parameters
• Robust estimation of causal effects via a high-dimensional covariate balancing propensity score
• Nonparametric Regression With Missing Outcomes Using Weighted Kernel Estimating Equations
• Non-parametric Methods for Doubly Robust Estimation of Continuous Treatment Effects
• Advanced Lectures on Machine Learning
• A Doubly Robust Censoring Unbiased Transformation
• Super Learner
• Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
• Instrumental Variable Estimation of Nonparametric Models
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Orthogonal statistical learning
• Offline Multi-Action Policy Learning: Generalization and Optimization

This page was built for publication: Orthogonal statistical learning