4 papers
FLARE MCMC: Fidelity-based Layer-Adaptive REcursive proposals for MCMC
Harini Venkatesan, Christian Shelton, Ming-Feng Ho +2
Markov chain Monte Carlo (MCMC) requires only the ability to evaluate the likelihood, making it a common technique for inference in complex models. However, it can have a slow mixi…
Canonical correlation regression with noisy data
Isaac Meza, Rahul Singh
We study instrumental variable regression in data rich environments. The goal is to estimate a linear model from many noisy covariates and many noisy instruments. Our key assumptio…
Residual Balancing for Non-Linear Outcome Models in High Dimensions
Isaac Meza
We extend the approximate residual balancing (ARB) framework to nonlinear models, answering an open problem posed by Athey et al. (2018). Our approach addresses the challenge of es…
Nested Nonparametric Instrumental Variable Regression
Isaac Meza, Rahul Singh
Several causal parameters in short panel data models are functionals of a nested nonparametric instrumental variable regression (nested NPIV). Recent examples include mediated, tim…