2 papers
stat.ME2025
Super Ensemble Learning Using the Highly-Adaptive-Lasso
Zeyi Wang, Wenxin Zhang, Brian S Caffo +2
We introduce the Meta Highly-Adaptive-Lasso Minimum Loss Estimator (M-HAL-MLE), a novel ensemble approach for estimating functional parameters of realistically modeled data distrib…
stat.ME2025
Regularized Targeted Maximum Likelihood Estimation in Highly Adaptive Lasso Implied Working Models
Yi Li, Sky Qiu, Zeyi Wang +1
We address the challenge of performing Targeted Maximum Likelihood Estimation (TMLE) after an initial Highly Adaptive Lasso (HAL) fit. Existing approaches that utilize the data-ada…