3 papers
econ.EM2025
ReLU-Based and DNN-Based Generalized Maximum Score Estimators
Xiaohong Chen, Wayne Yuan Gao, Likang Wen
We propose a new formulation of the maximum score estimator that uses compositions of rectified linear unit (ReLU) functions, instead of indicator functions as in Manski (1975,1985…
econ.EM2025
Inference on Welfare and Value Functionals under Optimal Treatment Assignment
Xiaohong Chen, Zhenxiao Chen, Wayne Yuan Gao
We provide theoretical results for the estimation and inference of a class of welfare and value functionals of the nonparametric conditional average treatment effect (CATE) functio…
math.OC2024
Optimization via Strategic Law of Large Numbers
Xiaohong Chen, Zengjing Chen, Wayne Yuan Gao +2
This paper proposes a unified framework for the global optimization of a continuous function in a bounded rectangular domain. Specifically, we show that: (1) under the optimal stra…