1.1k citations · 1.5k across the 20 of their papers we have counts for
6 papers · 1 filter
Benign overfitting beyond prediction: The ordinary least squares interpolator
Dennis Shen, Dogyoon Song, Peng Ding +1
Recent advances in deep learning have highlighted the phenomenon of benign overfitting in overparameterized statistical models, sparking significant interest in understanding its f…
Time-uniform, nonparametric, nonasymptotic confidence sequences
Steven R. Howard, Aaditya Ramdas, Jon McAuliffe +1
A confidence sequence is a sequence of confidence intervals that is uniformly valid over an unbounded time horizon. Our work develops confidence sequences whose widths go to zero,…
Overlap in Observational Studies with High-Dimensional Covariates
Alexander D'Amour, Peng Ding, Avi Feller +2
Estimating causal effects under exogeneity hinges on two key assumptions: unconfoundedness and overlap. Researchers often argue that unconfoundedness is more plausible when more co…
Inference on a New Class of Sample Average Treatment Effects
Jasjeet S. Sekhon, Yotam Shem-Tov
We derive new variance formulas for inference on a general class of estimands of causal average treatment effects in a Randomized Control Trial (RCT). We generalize Robins (1988) a…
Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning
Sören R. Künzel, Jasjeet S. Sekhon, Peter J. Bickel +1
There is growing interest in estimating and analyzing heterogeneous treatment effects in experimental and observational studies. We describe a number of meta-algorithms that can ta…
Lasso adjustments of treatment effect estimates in randomized experiments
Adam Bloniarz, Hanzhong Liu, Cun-Hui Zhang +2
We provide a principled way for investigators to analyze randomized experiments when the number of covariates is large. Investigators often use linear multivariate regression to an…