Automatic doubly robust inference for linear functionals via calibrated debiased machine learning

L van der Laan, A Luedtke, M Carone - arxiv preprint arxiv:2411.02771, 2024 - arxiv.org
In causal inference, many estimands of interest can be expressed as a linear functional of
the outcome regression function; this includes, for example, average causal effects of static …

Generalized Venn and Venn-Abers Calibration with Applications in Conformal Prediction

L van der Laan, A Alaa - arxiv preprint arxiv:2502.05676, 2025 - arxiv.org
Ensuring model calibration is critical for reliable predictions, yet popular distribution-free
methods, such as histogram binning and isotonic regression, provide only asymptotic …

[PDF][PDF] Modern Martingale Methods: Theory and Applications

JA Whitehouse - 2024 - reports-archive.adm.cs.cmu.edu
Martingale concentration is at the heart of sequential statistical inference. Due to their time-
uniform concentration of measure properties, martingales allow researchers to perform …