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.
Improved estimators for causal inference using cross-fitting and undersmoothing.
Novel characterization of augmented balancing weights combining outcome and weighting models.
Optimizes treatment duration to maximize quality-adjusted lifetime.
Estimates personalized treatment response curves using covariates.
Estimates the effect of time-varying treatments using machine learning.
New methods for estimating and inferring nonparametric structural functions and elasticities.
Estimates time-series drifts from i.i.d. data using a direct Nadaraya-Watson plug-in method.
The paper establishes bounds on the smoothness parameter in Gaussian process interpolation.
Optimally estimates a functional using nuisance function tuning and sample splitting.
New nonparametric estimators improve causal effect estimation.
TMLE improves causal effect estimation in missing data scenarios with various positivity violations.
AJL framework detects dynamic patterns in high-dimensional time-varying models.
Estimates population size using capture-recapture designs with binary indicators.