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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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3336669991,332 · Jun 202019922001200920172026
48 results for doubly robust methods

New methods combine machine learning with doubly robust estimators for better treatment effect estimation.

problem Estimating average treatment effects from observational data.
method Doubly robust methods using machine learning techniques.
result Machine learning improves the performance of doubly robust estimators.

Corrects mismatch in consistency of nuisance estimators for doubly robust methods.

problem Mismatch in consistency of nuisance estimators in doubly robust methods.
method Calibrated debiased machine learning (calibrated DML) with isotonic regression adjustment.
result Calibrated DML yields doubly robust asymptotic normality with slower convergence of nuisance estimators.

New method combines strengths of two PCL approaches without density ratio estimation.

problem Estimating causal functions in Proxy Causal Learning with unobserved confounders and proxies.
method Kernel-based doubly robust estimators combining treatment and outcome bridges, density ratio-free.
result Outperforms existing methods on PCL benchmarks, including a prior doubly robust method.

Doubly robust self-training improves semi-supervised learning by balancing labeled and pseudo-labeled data.

problem Improving semi-supervised learning performance with limited labeled data.
method Introduces doubly robust self-training, a method that combines labeled and pseudo-labeled data to balance between labeled-only and pseudo-labeled-only training.
result Demonstrates superior performance of doubly robust self-training on ImageNet and nuScenes datasets.

This paper investigates robust and efficient DR/RDR estimators for WATEs.

problem Lack of systematic investigation into robustness and efficiency conditions for WATE estimation.
method Proposes three RDR estimators using semiparametric efficient influence function and double/debiased machine learning.
result Demonstrates the practical relevance of the methods in medical and social sciences.

Doubly-stochastic normalization improves robustness to heteroskedastic noise.

problem Robustness to heteroskedastic noise in affinity matrix construction.
method Doubly-stochastic normalization of the Gaussian kernel.
result Doubly-stochastic normalization converges to clean matrix with rate m1/2m^{-1/2} under heteroskedastic noise.

CPME embeds counterfactual outcomes in RKHS for flexible policy evaluation.

problem Estimating counterfactual policy outcomes for decision-making.
method Counterfactual Policy Mean Embedding (CPME) framework in RKHS, plug-in and doubly robust estimators, kernel test statistic.
result Doubly robust estimator improves convergence rates and asymptotic normality.

Paper proves optimality of doubly robust estimators for treatment effects.

problem Estimating treatment effects in causal inference.
method Structure-agnostic framework of statistical lower bounds, using non-parametric regression and classification oracles.
result Doubly robust estimators are statistically optimal for ATE and ATT.

New methods estimate policy value and gradients for deterministic policies from off-policy data.

problem Estimating policy value and gradients for deterministic policies from off-policy data.
method Proposed new doubly robust estimators based on kernelization approaches.
result Demonstrated a rate independent of horizon length for policy value and gradient estimation.

Proposes a robust estimator for high-dimensional data with heterogeneous treatment effects.

problem Estimating heterogeneous treatment effects with many more regressors than observations.
method Doubly robust two-stage semiparametric difference-in-difference estimator using machine learning for propensity score estimation.
result Valid inference for heterogeneous treatment effects with bias correction procedures.

Proposes a neural network method to combine nonprobability and probability survey samples.

problem Combining nonprobability and probability survey samples for accurate population mean estimation.
method Uses a deep neural network to estimate sampling scores from nonprobability samples and combines them with probability sample information.
result Proposed estimators improve robustness to parametric propensity-score misspecification, especially for nonlinear selection mechanisms.

New method improves robustness of double robust estimators under complete misspecification.

problem Improper performance of double robust estimators when all nuisance functions are misspecified.
method DR+ACC, an adaptive correction clipping method.
result DR+ACC ensures bounded error and maintains semiparametric efficiency.

New tests for distributional causal effects using improved kernel estimators.

problem Testing for higher-order moments and multidimensional outcomes affected by treatment.
method Improved kernel estimators based on doubly robust mean embeddings.
result New permutation-based tests for distributional causal effects with improved convergence rates.

Extends robust methods for causal inference, improving estimator performance.

problem Estimating causal effects in the presence of latent confounders.
method Minimax kernel machine learning for doubly robust functionals.
result Proposed method leads to robust and high-performance estimators.

Paper proposes methods to reduce bias and variance in recommender systems.

problem Bias in recommender systems due to users' preferences.
method Proposes a principled approach to reduce bias and variance in DR methods, and a novel semi-parametric collaborative learning approach.
result The proposed methods outperform existing debiasing methods in both theory and experiments.

Data-driven Distributionally Robust Optimization (DD-DRO) via optimal transport has been shown to encompass a wide range of popular machine learning algorithms. The distributional uncertainty size is often shown to correspond to the regularization parameter. The type of regularization (e.g. the norm used to regularize)…

2017-05-19abs ↗pdf ↗

Paper tackles causal inference with partially labeled data, introducing robust methods.

problem Challenges in causal inference due to partially labeled datasets and potential bias.
method Decaying missing-at-random framework and BRSS estimator for doubly robust causal inference.
result Established asymptotic normality of BRSS estimator under decaying labeling propensity scores.

Study shows robust method for estimating density ratios even with heavy contamination.

problem Estimating density ratios in the presence of heavy contamination.
method Weighted density ratio estimation (DRE) with doubly strong robustness.
result Weighted DRE achieves sparse consistency under heavy contamination.

A new method for feature selection robust to noise and design variability.

problem Feature selection in high-dimensional regression under sampling variability and measurement error.
method Injects controlled additive noise into the design matrix, fits a base selector, and aggregates selection frequencies.
result Improved robustness compared to Stability Selection and standard base selectors.

A new estimator for evaluating policies in unknown environments.

problem Evaluating policies when both logging policy and value function are unknown.
method Doubly-Robust (DR) off-policy evaluation (OPE) estimator, DRUnknown, that estimates both the logging policy and value function.
result DRUnknown achieves the smallest asymptotic variance and is optimal when both models are correctly specified.

The paper develops methods for causal inference from single-cell RNA sequencing data with multiple outcomes.

problem Causal inference from single-cell RNA sequencing data with multiple heterogeneous outcomes.
method Generic semiparametric inference framework for doubly robust estimation with multiple derived outcomes.
result Demonstrates the use of semiparametric inferential results for estimating causal effects in genomics.

New method for estimating parameters in inverse problems using double robustness.

problem Estimating parameters defined as linear functionals of solutions to linear inverse problems.
method Source condition double robust inference method that uses iterated Tikhonov regularized adversarial estimators.
result Asymptotic normality of the parameter of interest as long as either the primal or dual inverse problem is sufficiently well-posed.

Natural experiment dataset reveals inconsistent treatment effect estimators.

problem Inconsistent results from over 20 estimators on a new dataset.
method Created a benchmark to evaluate estimator accuracy, derived variance formula, introduced new estimator.
result Doubly robust estimators outperform others by orders of magnitude.

Robustly infers manifold density and geometry under high-dimensional noise.

problem Inaccurate kernel density estimation under high-dimensional noise.
method Doubly stochastic normalization of Gaussian kernel.
result Robust tools for density estimation, noise magnitude estimation, and distance approximation.

New estimator improves ATT estimation efficiency with external controls.

problem Reduced efficiency when incorporating external controls into ATT estimation.
method Proposes a novel doubly robust estimator for ATT that maintains higher efficiency than standard approaches.
result Demonstrates improved efficiency of the new estimator compared to standard approaches, even under model misspecification.

Q-Learner estimates ratio-based treatment effects without imposing parametric structures.

problem Estimating treatment effects as ratios in non-linear settings.
method Decomposes ratio-CATE into two classification tasks, using doubly robust augmentations.
result Q-Learner outperforms other methods in low-conversion and observational data settings.

Contextual multi-armed bandit algorithms are widely used in sequential decision tasks such as news article recommendation systems, web page ad placement algorithms, and mobile health. Most of the existing algorithms have regret proportional to a polynomial function of the context dimension, dd. In many applications ho…

2019-07-26abs ↗pdf ↗

When training a machine learning model with observational data, it is often encountered that some values are systemically missing. Learning from the incomplete data in which the missingness depends on some covariates may lead to biased estimation of parameters and even harm the fairness of decision outcome. This paper …

2018-12-21abs ↗pdf ↗

Paper develops methods to estimate derivative of dose-response curve for continuous treatments.

problem Estimating the derivative of the dose-response curve for continuous treatments.
method Doubly robust (DR) inference method using kernel smoothing, bias-corrected IPW and DR estimators.
result Proposes novel bias-corrected IPW and DR estimators for continuous treatments.

New method estimates causal effects in complex spaces using topological structures.

problem Challenges in estimating causal effects in non-Euclidean spaces.
method Developed a topological causal inference framework using power-weighted silhouette functions of persistence diagrams.
result Successfully quantifies topological treatment effects across various complex outcomes.

Proposes a method to stabilize treatment effect estimation with unbalanced data.

problem Unbalanced treatment assignment leading to unstable propensity score estimations.
method Undersamples data for propensity score modeling and calibrates scores to match original distribution.
result The estimator retains asymptotic properties of the DML estimator and improves finite sample performance.