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stat.ML2021
Uncertainty Quantification For Low-Rank Matrix Completion With Heterogeneous and Sub-Exponential Noise
Vivek F. Farias, Andrew A. Li, Tianyi Peng
The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications…
stat.ML2021★ 5 cited
Learning Treatment Effects in Panels with General Intervention Patterns
Vivek F. Farias, Andrew A. Li, Tianyi Peng
The problem of causal inference with panel data is a central econometric question. The following is a fundamental version of this problem: Let be a low rank matrix and be…