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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.

168,657 papers · 148 categories

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0.3%0.5%0.8%0.1% · Apr 202319922001200920172026
3 results for “AutoDML”
Outcome-adapted Automatic Debiased Machine Learningstat.ME

Improved AutoDML estimator for causal inference using outcome-adapted shared covariate representation.

problem Efficiency in estimating treatment or policy effects in causal inference.
method Outcome-adapted AutoDML estimator that uses a shared covariate representation that is predictive of the outcome but not the Riesz representer.
result Outcome-adapted AutoDML estimator is asymptotically more efficient than baseline AutoDML.
causal inferenceoutcome-adaptedAutoDMLshared representationRiesz representer
2026-07-03abs ↗pdf ↗
Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimandsstat.ME

Unified framework for automatic debiased machine learning for various statistical parameters.

problem Inference on smooth functionals of nonparametric M-estimands.
method Unified framework using gradient, Hessian, and linear approximation; solves two risk minimization problems.
result Efficient autoDML estimators with double robustness and robustness to misspecification.
Debiased machine learningNonparametric M-estimandsSmooth functionalsCounterfactual regressionSurvival analysis
2025-01-21abs ↗pdf ↗
Augmented balancing weights as linear regressionstat.ME

Novel characterization of augmented balancing weights combining outcome and weighting models.

problem Improving estimation accuracy in machine learning models with balancing weights.
method Characterization of augmented balancing weights as linear models, extending to ridge and lasso regression.
result Equivalence and closed-form expressions for specific model choices, providing insights into performance.
augmented balancing weightsdoubly robust estimatorsde-biased machine learningkernel ridge regressionlasso penalized regression
2023-04-27abs ↗pdf ↗