5 papers
A scale-free density bound for Gaussian maxima
Suhas Vijaykumar
We derive a scale-free bound on the density of the maximum of a centered Gaussian vector. The basic bound is non-uniform, depends logarithmically on the dimension, and allows any c…
Regression Adjustments for Double Randomization in Two-Sided Marketplaces
Timothy Sudijono, Lihua Lei, Lorenzo Masoero +3
Multiple randomization designs (MRDs) are a class of experimental designs used to handle interference in two-sided marketplaces. We investigate regression adjustment strategies for…
Demonstration Experiments
Guido Imbens, Lorenzo Masoero, Alexander Rakhlin +2
Adaptive experiments are used extensively in online platforms, healthcare and biotechnology, and the social sciences. Often, the primary goal is not to precisely estimate a treatme…
Uniform inference for kernel instrumental variable regression
Marvin Lob, Rahul Singh, Suhas Vijaykumar
Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric…
Adventures in Demand Analysis Using AI
Philipp Bach, Victor Chernozhukov, Sven Klaassen +3
This paper advances empirical demand analysis by integrating multimodal product representations derived from artificial intelligence (AI). Using a detailed dataset of toy cars on t…