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math.ST2024
Nonasymptotic Heavy-Tailed Mean Estimation in Smooth Banach Spaces
Justin Whitehouse, Ben Chugg, Diego Martinez-Taboada +1
We consider the problem of nonasymptotic mean estimation for heavy-tailed random variables taking values in a smooth Banach space. In particular, we extend and improve a simple tru…
stat.ML2024
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…