2 papers
stat.ME2025
Score-Preserving Targeted Maximum Likelihood Estimation
Noel Pimentel, Alejandro Schuler, Mark van der Laan
Targeted maximum likelihood estimators (TMLEs) are asymptotically optimal among regular, asymptotically linear estimators. In small samples, however, we may be far from "asymptopia…
stat.ML2024
Highly Adaptive Ridge
Alejandro Schuler, Alexander Hagemeister, Mark van der Laan
In this paper we propose the Highly Adaptive Ridge (HAR): a regression method that achieves a dimension-free L2 convergence rate in the class of right-continuous functio…