181 citations · 241 across the 29 of their papers we have counts for
5 papers · 1 filter
One-Step Estimation of Differentiable Hilbert-Valued Parameters
Alex Luedtke, Incheoul Chung
We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing k…
Sufficient and insufficient conditions for the stochastic convergence of Cesàro means
Aurélien F. Bibaut, Alex Luedtke, Mark J. van der Laan
We study the stochastic convergence of the Cesàro mean of a sequence of random variables. These arise naturally in statistical problems that have a sequential component, where the…
Faster Rates for Policy Learning
Alexander Luedtke, Antoine Chambaz
This article improves the existing proven rates of regret decay in optimal policy estimation. We give a margin-free result showing that the regret decay for estimating a within-cla…
Toward computerized efficient estimation in infinite-dimensional models
Marco Carone, Alexander R. Luedtke, Mark J. van der Laan
Despite the risk of misspecification they are tied to, parametric models continue to be used in statistical practice because they are accessible to all. In particular, efficient es…
Statistical inference for the mean outcome under a possibly non-unique optimal treatment strategy
Alexander R. Luedtke, Mark J. van der Laan
We consider challenges that arise in the estimation of the mean outcome under an optimal individualized treatment strategy defined as the treatment rule that maximizes the populati…