457 citations · 500 across the 14 of their papers we have counts for
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stat.ML2020★ 9 cited
Machine Learning's Dropout Training is Distributionally Robust Optimal
Jose Blanchet, Yang Kang, Jose Luis Montiel Olea +2
This paper shows that dropout training in Generalized Linear Models is the minimax solution of a two-player, zero-sum game where an adversarial nature corrupts a statistician's cov…
econ.EM2020★ 457 cited
Local Projection Inference is Simpler and More Robust Than You Think
José Luis Montiel Olea, Mikkel Plagborg-Møller
Applied macroeconomists often compute confidence intervals for impulse responses using local projections, i.e., direct linear regressions of future outcomes on current covariates.…