2 papers
econ.EM2026
Debiased Machine Learning: Identification, Estimation, and Shape Constraints
Qihui Chen, Ka Yan Cheng, Zheng Fang
We develop a general framework of identification and estimation for automatic debiased machine learning (DML) where the parameter of interest is identified by a moment condi…
econ.EM2025
Debiased Bayesian Inference for High-dimensional Regression Models
Qihui Chen, Zheng Fang, Ruixuan Liu
There has been significant progress in Bayesian inference based on sparsity-inducing (e.g., spike-and-slab and horseshoe-type) priors for high-dimensional regression models. The re…