比利时vs摩洛哥足彩
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university of california san diego
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math colloquium
michael celentano
uc berkeley
debiasing in the inconsistency regime
abstract:
in this talk, i will discuss semi-parametric estimation when nuisance parameters cannot be estimated consistently, focusing in particular on the estimation of average treatment effects, conditional correlations, and linear effects under high-dimensional glm specifications. in this challenging regime, even standard doubly-robust estimators can be inconsistent. i describe novel approaches which enjoy consistency guarantees for low-dimensional target parameters even though standard approaches fail. for some target parameters, these guarantees can also be used for inference. finally, i will provide my perspective on the broader implications of this work for designing methods which are less sensitive to biases from high-dimensional prediction models.
january 8, 2024
4:00 pm
apm 6402 (halkin room)
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