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Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe…
The rapid progress in quantum computing (QC) and machine learning (ML) has attracted growing attention, prompting extensive research into quantum machine learning (QML) algorithms to solve diverse and complex problems. Designing…
We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that…
We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…
Modern applications of machine learning (ML) deal with increasingly heterogeneous datasets comprised of data collected from overlapping latent subpopulations. As a result, traditional models trained over large datasets may fail to recognize…
Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…
Accurate noise estimation is essential for fault-tolerant quantum computing, as decoding performance depends critically on the fidelity of the circuit-level noise parameters. In this work, we introduce a differentiable Maximum Likelihood…
Debiased machine learning is a meta algorithm based on bias correction and sample splitting to calculate confidence intervals for functionals, i.e. scalar summaries, of machine learning algorithms. For example, an analyst may desire the…
Estimating causal effects from nonexperimental data is a fundamental problem in many fields of science. A key component of this task is selecting an appropriate set of covariates for confounding adjustment to avoid bias. Most existing…
Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…
Machine learning (ML) entered the field of computational micromagnetics only recently. The main objective of these new approaches is the automatization of solutions of parameter-dependent problems in micromagnetism such as fast response…
Deep metric learning (DML) has received much attention in deep learning due to its wide applications in computer vision. Previous studies have focused on designing complicated losses and hard example mining methods, which are mostly…
We present an efficient machine learning (ML) algorithm for predicting any unknown quantum process $\mathcal{E}$ over $n$ qubits. For a wide range of distributions $\mathcal{D}$ on arbitrary $n$-qubit states, we show that this ML algorithm…
We introduce the package ddml for Double/Debiased Machine Learning (DDML) in Stata. Estimators of causal parameters for five different econometric models are supported, allowing for flexible estimation of causal effects of endogenous…
Causal machine learning (ML) offers flexible, data-driven methods for predicting treatment outcomes including efficacy and toxicity, thereby supporting the assessment and safety of drugs. A key benefit of causal ML is that it allows for…
Optimizing credit limits, interest rates, and loan terms is crucial for managing borrower risk and lifetime value (LTV) in personal loan platform. However, counterfactual estimation of these continuous, multi-dimensional treatments faces…
This paper studies quantile regression with an endogenous regressor and measurement error in the dependent variable. Standard quantile regression estimators ignoring these two elements can induce substantial bias. We adopt a…
A novel technique using machine learning (ML) to reduce the computational cost of evaluating lattice quantum chromodynamics (QCD) observables is presented. The ML is trained on a subset of background gauge field configurations, called the…
In empirical studies with time-to-event outcomes, investigators often leverage observational data to conduct causal inference on the effect of exposure when randomized controlled trial data is unavailable. Model misspecification and lack of…
Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a…