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stat.ML2026
Riesz Regression As Direct Density Ratio Estimation
Masahiro Kato
This study clarifies the relationship between Riesz regression [Chernozhukov et al., 2021] and density ratio estimation (DRE) in causal inference problems, such as average treatmen…
stat.ML2026
genriesz: A Python Package for Automatic Debiased Machine Learning with Generalized Riesz Regression
Masahiro Kato
Efficient estimation of causal and structural parameters can be automated using the Riesz representation theorem and debiased machine learning (DML). We present genriesz, an open-s…
stat.ML2025
A Unified Theory for Causal Inference: Direct Debiased Machine Learning via Bregman-Riesz Regression
Masahiro Kato
This note introduces a unified theory for causal inference that integrates Riesz regression, covariate balancing, density-ratio estimation (DRE), targeted maximum likelihood estima…