13 citations · 50 across the 28 of their papers we have counts for
7 papers · 1 filter
HAL-MLE Log-Splines Density Estimation (Part I: Univariate)
Yilong Hou, Zhengpu Zhao, Yi Li +1
We study nonparametric maximum likelihood estimation of probability densities under a total variation (TV) type penalty, sectional variation norm (also named as Hardy-Krause variat…
Causal inference via implied interventions
Carlos García Meixide, Mark J. van der Laan
In the context of having an instrumental variable, the standard practice in causal inference begins by targeting an effect of interest and proceeds by formulating assumptions enabl…
Estimating conditional hazard functions and densities with the highly-adaptive lasso
Anders Munch, Thomas A. Gerds, Mark J. van der Laan +1
We consider estimation of conditional hazard functions and densities over the class of multivariate càdlàg functions with uniformly bounded sectional variation norm when data are e…
Nonparametric estimation of a covariate-adjusted counterfactual treatment regimen response curve
Ashkan Ertefaie, Luke Duttweiler, Brent A. Johnson +1
Flexible estimation of the mean outcome under a treatment regimen (i.e., value function) is the key step toward personalized medicine. We define our target parameter as a condition…
Correcting an estimator of a multivariate monotone function with isotonic regression
Ted Westling, Mark van der Laan, Marco Carone
In many problems, a sensible estimator of a possibly multivariate monotone function may itself fail to be monotone. We study the correction of such an estimator obtained via projec…
Robust Estimation of Data-Dependent Causal Effects based on Observing a Single Time-Series
Mark J. van der Laan, Ivana Malenica
Consider the case that one observes a single time-series, where at each time t one observes a data record O(t) involving treatment nodes A(t), possible covariates L(t) and an outco…