3 papers
math.PR2025
Time-Uniform Self-Normalized Concentration for Vector-Valued Processes
Justin Whitehouse, Zhiwei Steven Wu, Aaditya Ramdas
Self-normalized processes arise naturally in many learning-related tasks. While self-normalized concentration has been extensively studied for scalar-valued processes, there are fe…
stat.ML2025
Orthogonal Causal Calibration
Justin Whitehouse, Christopher Jung, Vasilis Syrgkanis +2
Estimates of heterogeneous treatment effects such as conditional average treatment effects (CATEs) and conditional quantile treatment effects (CQTEs) play an important role in real…
math.ST2025
Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
Justin Whitehouse, Ben Chugg, Diego Martinez-Taboada +1
We consider estimating the shared mean of a sequence of heavy-tailed random variables taking values in a Banach space. In particular, we revisit and extend a simple truncation-base…