37 citations · 101 across the 28 of their papers we have counts for
3 papers · 1 filter
Deeply-Debiased Off-Policy Interval Estimation
Chengchun Shi, Runzhe Wan, Victor Chernozhukov +1
Off-policy evaluation learns a target policy's value with a historical dataset generated by a different behavior policy. In addition to a point estimate, many applications would be…
Exact and Robust Conformal Inference Methods for Predictive Machine Learning With Dependent Data
Victor Chernozhukov, Kaspar Wuthrich, Yinchu Zhu
We extend conformal inference to general settings that allow for time series data. Our proposal is developed as a randomization method and accounts for potential serial dependence…
Double/Debiased/Neyman Machine Learning of Treatment Effects
Victor Chernozhukov, Denis Chetverikov, Mert Demirer +3
Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements ab…