10 citations · 15 across the 4 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
cs.LG2021★ 5 cited
RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests
Victor Chernozhukov, Whitney K. Newey, Victor Quintas-Martinez +1
Many causal and policy effects of interest are defined by linear functionals of high-dimensional or non-parametric regression functions. -consistent and asymptotically no…
math.ST2021★ 10 cited
Automatic Debiased Machine Learning via Riesz Regression
Victor Chernozhukov, Whitney K. Newey, Victor Quintas-Martinez +1
A variety of interesting parameters may depend on high dimensional regressions. Machine learning can be used to estimate such parameters. However estimators based on machine learne…