no code implementations • 12 Apr 2024 • Victor Quintas-Martinez, Mohammad Taha Bahadori, Eduardo Santiago, Jeff Mu, Dominik Janzing, David Heckerman
Comparing two samples of data, we observe a change in the distribution of an outcome variable.
no code implementations • 15 Jun 2022 • Victor Quintas-Martinez
This paper gives novel finite-sample guarantees for joint inference on high-dimensional DML, bounding how far the finite-sample distribution of the estimator is from its asymptotic Gaussian approximation.
1 code implementation • 6 Oct 2021 • Victor Chernozhukov, Whitney K. Newey, Victor Quintas-Martinez, Vasilis Syrgkanis
We also propose a Random Forest method which learns a locally linear representation of the Riesz function.