4 papers · 1 filter
Fast Online Inference on Semiparametric Models
Xiaohong Chen, Elie Tamer, Qingsong Yao
This paper develops a framework for fast online inference on semiparametric models with large sample sizes and possibly many covariates. The computational algorithm itself is the o…
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…
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…
Thin Sets Are Not Equally Thin: Minimax Learning of Submanifold Integrals
Xiaohong Chen, Wayne Yuan Gao
Many economic parameters are identified by ``thin sets'' (submanifolds with Lebesgue measure zero) and hence difficult to recover from data in an ambient space. This paper provides…