On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3 results for “ADRF”

VCNet and Functional Targeted Regularization For Learning Causal Effects of Continuous Treatmentscs.LG

Proposes VCNet for estimating ADRFs of continuous treatments.

problem Estimating ADRFs of continuous treatments from observational data.

method VCNet for improved model expressiveness and continuity; targeted regularization for finite sample performance.

result Improves model expressiveness and continuity of ADRFs.

VCNet ADRF Continuous Treatments Neural Networks Targeted Regularization

2021-03-14abs ↗pdf ↗

Stop Suppressing the Tail: Causal Inference for Extreme Eventsstat.ML

New method estimates extreme outcomes in heavy-tailed data, breaking circular dependence.

problem Estimating outcomes for extreme events in heavy-tailed data.

method Proposes an ADRF estimator that includes a structured tail-shape output and a diagnostic to evaluate tail shape.

result Successfully reduces MAE in deep-tail and conditional-shortfall predictions.

causal inference heavy-tailed data extreme events tail shape double machine learning

2026-05-26abs ↗pdf ↗

SHIFT: Robust Double Machine Learning for Average Dose-Response Functions under Heavy-Tailed Contaminationstat.ML

SHIFT improves robustness in estimating dose-response functions with heavy-tailed contamination.

problem Outliers bias estimates of average dose-response functions in heavy-tailed data.

method SHIFT combines cross-fit nuisance orthogonalization, Welsch-loss, and defensive OLS refit.

result SHIFT reduces RMSE from 1.03 to 0.33 on localized contamination test.

Dose-Response Functions Heavy-Tailed Contamination Robust Machine Learning Double Machine Learning Outlier Robustness

2026-04-30abs ↗pdf ↗