paper-with-me

Papers

Source Condition Double Robust Inference on Functionals of Inverse Problems

2023-07-25 · Andrew Bennett, Nathan Kallus, Xiaojie Mao, Whitney Newey, Vasilis Syrgkanis, Masatoshi Uehara

We consider estimation of parameters defined as linear functionals of solutions to linear inverse problems. Any such parameter admits a doubly robust representation that depends on the solution to a dual linear inverse problem, where the dual solution can be thought as a generalization of the inverse propensity function. We provide the first source condition double robust inference method that ensures asymptotic normality around the parameter of interest as long as either the primal or the dual inverse problem is sufficiently well-posed, without knowledge of which inverse problem is the more well-posed one. Our result is enabled by novel guarantees for iterated Tikhonov regularized adversarial estimators for linear inverse problems, over general hypothesis spaces, which are developments of independent interest.

📄 PDF Abstract BibTeX arXiv:2307.13793

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees

2021-05-31 · Victor Chernozhukov, Whitney K. Newey, Rahul Singh

Debiased machine learning is a meta algorithm based on bias correction and sample splitting to calculate confidence intervals for functionals, i.e. scalar summaries, of machine learning algorithms. For example, an analys…

BIG-bench Machine LearningLearning Theory

De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers

2018-02-23 · Victor Chernozhukov, Whitney Newey, Rahul Singh

We provide adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function. Examples of regular funct…

BIG-bench Machine Learning

Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions

2026-04-27 · Zikai Shen, Nathan Kallus, Dimitri Meunier, Houssam Zenati 외 arxiv

We consider debiased inference on finite-dimensional functionals of infinite-dimensional least-squares solutions to inverse problems as a way to avoid having to assume exact solutions exist. Such assumptions are substant…

Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators

2023-06-18 · Lin Liu, Rajarshi Mukherjee, James M. Robins

The class of doubly-robust (DR) functionals studied by Rotnitzky et al. (2021) is of central importance in economics and biostatistics. It strictly includes both (i) the class of mean-square continuous functionals that c…

valid

On the Asymptotic Inadmissibility of Double Machine Learning Estimators Under Structure-Agnostic Models

2026-06-21 · Lin Liu, Rajarshi Mukherjee, James M Robins arxiv

Structure-agnostic (SA) models introduced by Balakrishnan et al. (2026) aim to reflect the general lack of knowledge of structural assumptions on data-generating laws such as smoothness or sparsity in practice. Roughly s…