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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…

Methodology · Statistics 2025-01-30 Daniel Dempsey , Jason Wyse

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…

Quantum Physics · Physics 2025-01-13 Samuel Yen-Chi Chen , Huan-Hsin Tseng , Hsin-Yi Lin , Shinjae Yoo

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…

Methodology · Statistics 2025-09-23 Victor Chernozhukov , Michael Newey , Whitney K Newey , Rahul Singh , Vasilis Syrgkanis

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…

Methodology · Statistics 2026-02-06 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

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 · Statistics 2019-10-16 Benjamin Lengerich , Bryon Aragam , Eric P. Xing

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…

Econometrics · Economics 2024-06-12 Daniele Ballinari

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…

Quantum Physics · Physics 2026-02-24 Hanyan Cao , Dongyang Feng , Cheng Ye , Feng Pan

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…

Machine Learning · Statistics 2022-10-25 Victor Chernozhukov , Whitney K. Newey , Rahul Singh

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…

Machine Learning · Computer Science 2025-10-28 Zheng Li , Xichen Guo , Feng Xie , Yan Zeng , Hao Zhang , Zhi Geng

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 · Statistics 2019-03-08 Zilong Tan , Kimberly Roche , Xiang Zhou , Sayan Mukherjee

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…

Computational Physics · Physics 2021-07-15 Sebastian Schaffer , Norbert J. Mauser , Thomas Schrefl , Dieter Suess , Lukas Exl

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…

Machine Learning · Computer Science 2020-06-19 Qi Qi , Yan Yan , Xiaoyu Wang , Tianbao Yang

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…

Quantum Physics · Physics 2023-04-18 Hsin-Yuan Huang , Sitan Chen , John Preskill

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…

Econometrics · Economics 2024-01-09 Achim Ahrens , Christian B. Hansen , Mark E. Schaffer , Thomas Wiemann

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…

Machine Learning · Computer Science 2025-08-12 Kexin Zhao , Bo Wang , Cuiying Zhao , Tongyao Wan

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…

Econometrics · Economics 2026-05-21 Xuanjing Su

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…

High Energy Physics - Lattice · Physics 2019-07-24 Boram Yoon , Tanmoy Bhattacharya , Rajan Gupta

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…

Methodology · Statistics 2023-05-05 Shenbo Xu , Bang Zheng , Bowen Su , Stan Finkelstein , Roy Welsch , Kenney Ng , Ioanna Tzoulaki , Zach Shahn

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…

Machine Learning · Statistics 2022-06-03 Nitai Fingerhut , Matteo Sesia , Yaniv Romano