https://larsvanderlaan.github.io
I met with professor Mark van der Laan because I think his work is pretty incredible and it sometimes feels like a secret that only a few people know about, especially in industry.
1/
#CausalSky #StatSky #CausalInference
I met with professor Mark van der Laan because I think his work is pretty incredible and it sometimes feels like a secret that only a few people know about, especially in industry.
1/
#CausalSky #StatSky #CausalInference
github.com/apoorvalal/a...
github.com/apoorvalal/a...
Calibrating nuisance estimates in DML protects against model misspecification and slow convergence.
Just one line of code is all it takes.
Calibrating nuisance estimates in DML protects against model misspecification and slow convergence.
Just one line of code is all it takes.
Nonparametric Instrumental Variable Inference with Many Weak Instruments (Laan, Kallus, Bibaut) We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the
Nonparametric Instrumental Variable Inference with Many Weak Instruments (Laan, Kallus, Bibaut) We study inference on linear functionals in the nonparametric instrumental variable (NPIV) problem with a discretely-valued instrument under a many-weak-instruments asymptotic regime, where the
My talk will be on Automatic Double Reinforcement Learning and long term causal inference!
I’ll discuss Markov decision processes, Q-functions, and a new form of calibration for RL!
My talk will be on Automatic Double Reinforcement Learning and long term causal inference!
I’ll discuss Markov decision processes, Q-functions, and a new form of calibration for RL!
We study the NPIV problem with a discrete instrument under a many-weak-instruments regime.
A key application: constructing confounding-robust surrogates using past experiments as instruments.
My mentor Aurélien Bibaut will be presenting a poster at #ACIC2025!
Nonparametric Instrumental Variable Inference with Many Weak Instruments
https://arxiv.org/abs/2505.07729
I’ll be giving a related poster talk at #ACIC on calibration and DML and how it provides doubly robust inference!
Stabilized Inverse Probability Weighting via Isotonic Calibration
https://arxiv.org/abs/2411.06342
I’ll be giving a related poster talk at #ACIC on calibration and DML and how it provides doubly robust inference!
My talk will be on Automatic Double Reinforcement Learning and long term causal inference!
I’ll discuss Markov decision processes, Q-functions, and a new form of calibration for RL!
My talk will be on Automatic Double Reinforcement Learning and long term causal inference!
I’ll discuss Markov decision processes, Q-functions, and a new form of calibration for RL!
We show that Venn and Venn-Abers can be extended to general losses, and that conformal prediction can be viewed as Venn multicalibration for the quantile loss!
#calibration #conformal
Generalized Venn and Venn-Abers Calibration with Applications in Conformal Prediction
https://arxiv.org/abs/2502.05676
We show that Venn and Venn-Abers can be extended to general losses, and that conformal prediction can be viewed as Venn multicalibration for the quantile loss!
#calibration #conformal
Generalized Venn and Venn-Abers Calibration with Applications in Conformal Prediction
https://arxiv.org/abs/2502.05676
Generalized Venn and Venn-Abers Calibration with Applications in Conformal Prediction
https://arxiv.org/abs/2502.05676
arxiv.org/pdf/2411.02771
arxiv.org/pdf/2411.02771
Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimands
https://arxiv.org/abs/2501.11868
Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimands (Laan, Bibaut, Kallus et al) We propose a unified framework for automatic debiased machine learning (autoDML) to perform inference on smooth functionals of infinite-dimensional M-estimands, defined as
Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimands (Laan, Bibaut, Kallus et al) We propose a unified framework for automatic debiased machine learning (autoDML) to perform inference on smooth functionals of infinite-dimensional M-estimands, defined as
Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimands
https://arxiv.org/abs/2501.11868
Love this stuff, this is something I was thinking about for a while and great to see a paper on this topic!
#CausalSky
Automatic Double Reinforcement Learning in Semiparametric Markov Decision Processes with Applications to Long-Term Causal Inference
https://arxiv.org/abs/2501.06926
Love this stuff, this is something I was thinking about for a while and great to see a paper on this topic!
#CausalSky
Automatic Double Reinforcement Learning in Semiparametric Markov Decision Processes with Applications to Long-Term Causal Inference
https://arxiv.org/abs/2501.06926
Adaptive-TMLE for the Average Treatment Effect based on Randomized Controlled Trial Augmented with Real-World Data
https://arxiv.org/abs/2405.07186
Adaptive-TMLE for the Average Treatment Effect based on Randomized Controlled Trial Augmented with Real-World Data
https://arxiv.org/abs/2405.07186
Automatic doubly robust inference for linear functionals via calibrated debiased machine learning
https://arxiv.org/abs/2411.02771
Automatic doubly robust inference for linear functionals via calibrated debiased machine learning
https://arxiv.org/abs/2411.02771
Stabilized Inverse Probability Weighting via Isotonic Calibration
https://arxiv.org/abs/2411.06342
Stabilized Inverse Probability Weighting via Isotonic Calibration
https://arxiv.org/abs/2411.06342
We combine model calibration and prediction intervals by integrating Venn-Abers into conformal prediction. #conformal #calibration
arxiv.org/pdf/2402.07307
We combine model calibration and prediction intervals by integrating Venn-Abers into conformal prediction. #conformal #calibration
arxiv.org/pdf/2402.07307