activity
20182026
most citedDe-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers

25 citations · 25 across the 7 of their papers we have counts for

collaborators

8 papers

stat.ME2026

Difference-in-Differences for Heterogeneous Effects of General Treatment Strategies Accounting for Time-Varying Covariates

Oliver Dukes, Zach Shahn, James Robins +1

We introduce a class of marginal Structural Nested Mean Models (mSNMMs) that enable modeling time-varying effect modification by a subset of covariates required as adjustment varia…

stat.ML2026

Optimal Value Inference for Reinforcement Learning

Nan Lu, Ethan Lee, James M. Robins +2

We study offline inference for the optimal value in reinforcement learning under finite state and action spaces. Two new nuisances are derived as fixed points of a self-induced Bel…

math.ST2026

Improved Variance Estimation in Homoskedastic Nonparametric Random-Design Regression via a Two-Scale Approach

Edgar Dobriban, Rajarshi Mukherjee, James M. Robins +1

We study estimation of a constant conditional variance in nonparametric regression with a -dimensional random design. This is an important problem, and similar questions a…

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.ST2025

A note on the relation between one-step, outcome regression and IPW-type estimators of parameters with the mixed bias property

Andrea Rotnitzky, Ezequiel Smucler, James M. Robins

Bruns-Smith et al. (2025) established an algebraic identity between the one-step estimator and a specific outcome regression-type estimator for a class of parameters that forms a s…

stat.ME2025

Debiased Ill-Posed Regression

AmirEmad Ghassami, James M. Robins, Andrea Rotnitzky

In various statistical settings, the goal is to estimate a function which is restricted by the statistical model only through a conditional moment restriction. Prominent examples i…

math.ST2025

On the asymptotic validity of confidence sets for linear functionals of solutions to integral equations

Ezequiel Smucler, James M. Robins, Andrea Rotnitzky

This paper examines the construction of confidence sets for parameters defined as linear functionals of a function of W and X whose conditional mean given Z and X equals the condit…

stat.ML2018★ 25 cited

De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers

Victor Chernozhukov, Whitney Newey, Rahul Singh

We provide adaptive inference methods, based on regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expecta…