Search Results for author: David A. Hirshberg

Found 5 papers, 4 papers with code

Stable Estimation of Survival Causal Effects

no code implementations1 Oct 2023 Khiem Pham, David A. Hirshberg, Phuong-Mai Huynh-Pham, Michele Santacatterina, Ser-Nam Lim, Ramin Zabih

Our experiments on synthetic and semi-synthetic data demonstrate that our method has competitive bias and smaller variance than debiased machine learning approaches.

Off-Policy Evaluation via Adaptive Weighting with Data from Contextual Bandits

1 code implementation3 Jun 2021 Ruohan Zhan, Vitor Hadad, David A. Hirshberg, Susan Athey

In particular, when the pattern of treatment assignment in the collected data looks little like the pattern generated by the policy to be evaluated, the importance weights used in DR estimators explode, leading to excessive variance.

Multi-Armed Bandits Off-policy evaluation

Confidence Intervals for Policy Evaluation in Adaptive Experiments

1 code implementation7 Nov 2019 Vitor Hadad, David A. Hirshberg, Ruohan Zhan, Stefan Wager, Susan Athey

In this context, typical estimators that use inverse propensity weighting to eliminate sampling bias can be problematic: their distributions become skewed and heavy-tailed as the propensity scores decay to zero.

Experimental Design Multi-Armed Bandits

Synthetic Difference in Differences

4 code implementations24 Dec 2018 Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens, Stefan Wager

We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods.

Methodology

Augmented Minimax Linear Estimation

2 code implementations30 Nov 2017 David A. Hirshberg, Stefan Wager

Many statistical estimands can expressed as continuous linear functionals of a conditional expectation function.

Methodology 62F12

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