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math.ST2026
On the Asymptotic Inadmissibility of Double Machine Learning Estimators Under Structure-Agnostic Models
Lin Liu, Rajarshi Mukherjee, James M Robins
Structure-agnostic (SA) models introduced by Balakrishnan et al. (2026) aim to reflect the general lack of knowledge of structural assumptions on data-generating laws such as smoot…
math.ST2024
Nonsense associations in Markov random fields with pairwise dependence
Sohom Bhattacharya, Rajarshi Mukherjee, Elizabeth Ogburn
Yule (1926) identified the issue of "nonsense correlations" in time series data, where dependence within each of two random vectors causes overdispersion -- i.e. variance inflation…