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arXiv Statistics ML By Jing Li, Sophia M. Rein, Zilong Wang, Zixiao Wang, Sean McGrath, James M. Robins, Thomas Kolokotrones, Rajarshi Mukherjee, Miguel A. Hern\'an

A plug-in estimator of the non-iterative conditional expectation g-formula using long short-term memory models

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The paper introduces a plug‑in estimator for the non‑iterative conditional expectation (NICE) g‑formula that uses long short‑term memory (LSTM) models instead of traditional parametric models. It demonstrates, through a complex data‑generation scenario resembling an HIV cohort, that the LSTM‑based estimator yields lower bias and near‑nominal 95% confidence‑interval coverage compared to parametric alternatives. The authors suggest this work as a step toward a theoretical framework for deep‑learning plug‑in estimators in high‑dimensional longitudinal causal inference.

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