51 citations
- University of ChicagoUS4 papers
- University of California, BerkeleyUS2 papers
- University of Illinois ChicagoUS2 papers
- Arizona State UniversityUS1 paper
- California Institute of TechnologyUS1 paper
- Canada–France–Hawaii TelescopeUS1 paper
- Cory LaboratoriesUS1 paper
- Harvard UniversityUS1 paper
- Massachusetts Institute of TechnologyUS1 paper
- Rice UniversityUS1 paper
- The University of Texas at AustinUS1 paper
- University of California, Los AngelesUS1 paper
5 papers
Randomization Inference When N Equals One
Tengyuan Liang, Benjamin Recht
N-of-1 experiments, where a unit serves as its own control and treatment in different time windows, have been used in certain medical contexts for decades. However, due to effects…
Targeted Undersmoothing
Christian Hansen, Damian Kozbur, Sanjog Misra
This paper proposes a post-model selection inference procedure, called targeted undersmoothing, designed to construct uniformly valid confidence sets for a broad class of functiona…
Planets Around Low-Mass Stars (PALMS). VI. Discovery of a Remarkably Red Planetary-Mass Companion to the AB Dor Moving Group Candidate 2MASS J22362452+4751425
Brendan Bowler, Michael Liu, Dimitri Mawet +11
We report the discovery of an extremely red planetary-mass companion to 2MASS J22362452+4751425, a 0.6 late-K dwarf likely belonging to the 120 Myr AB Do…
Double/Debiased Machine Learning for Treatment and Causal Parameters
Victor Chernozhukov, Denis Chetverikov, Mert Demirer +4
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these metho…
Multivariate volatility models
Ruey S. Tsay
Correlations between asset returns are important in many financial applications. In recent years, multivariate volatility models have been used to describe the time-varying feature…