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Automatic doubly robust inference for linear functionals via calibrated debiased machine learning
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 …
the outcome regression function; this includes, for example, average causal effects of static …
Generalized Venn and Venn-Abers Calibration with Applications in Conformal Prediction
Ensuring model calibration is critical for reliable predictions, yet popular distribution-free
methods, such as histogram binning and isotonic regression, provide only asymptotic …
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 …
uniform concentration of measure properties, martingales allow researchers to perform …