3 problems
- 0 votes0 replies0 views
Stabilization conjecture for nonlinear functionals and non-quadratic losses
Let autoDML and autoTML denote the automatic debiased machine-learning and targeted maximum-likelihood estimators considered in the paper, respectively, with stabilization referrin…
- 0 votes0 replies0 views
The one-step TMLE conjecture on preserving initial-fit properties
Let be an initial estimate, and let denote the estimate obtained by the one-step targeted maximum likelihood estimation (TMLE) algorithm. Let be th…
- 0 votes0 replies0 views
Validity of the nonparametric bootstrap for sequential HAL-TMLEs
A sequential HAL-TMLE estimates a target parameter through recursively defined nuisance parameters, where each regression is fitted using a highly adaptive lasso (HAL) regression a…