4 papers
Asymptotically Unbiased Synthetic Control Methods by Moment Matching
Masahiro Kato, Akari Ohda
Synthetic Control Methods (SCMs) have become a fundamental tool for comparative case studies. The core idea behind SCMs is to estimate treatment effects by predicting counterfactua…
On Gaussian Approximation for M-Estimator
Masaaki Imaizumi, Taisuke Otsu
This study develops a non-asymptotic Gaussian approximation theory for distributions of M-estimators, which are defined as maximizers of empirical criterion functions. In existing…
High-dimensional Contextual Bandit Problem without Sparsity
Junpei Komiyama, Masaaki Imaizumi
In this research, we investigate the high-dimensional linear contextual bandit problem where the number of features is greater than the budget , or it may even be infinite.…
Benign Overfitting in Time Series Linear Models with Over-Parameterization
Shogo Nakakita, Masaaki Imaizumi
The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized line…