79 citations · 280 across the 39 of their papers we have counts for
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Fighting Noise with Noise: Causal Inference with Many Candidate Instruments
Xinyi Zhang, Linbo Wang, Stanislav Volgushev +1
Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a majo…
Mirror Descent Strikes Again: Optimal Stochastic Convex Optimization under Infinite Noise Variance
Nuri Mert Vural, Lu Yu, Krishnakumar Balasubramanian +2
We study stochastic convex optimization under infinite noise variance. Specifically, when the stochastic gradient is unbiased and has uniformly bounded -th moment, for some…
Spectral Clustering with Variance Information for Group Structure Estimation in Panel Data
Lu Yu, Jiaying Gu, Stanislav Volgushev
Consider a panel data setting where repeated observations on individuals are available. Often it is reasonable to assume that there exist groups of individuals that share similar e…