arXiv Machine Learning By Haozheng Xu, Siyuan Ma, Qingyan Xiang

Analytical and Bootstrap Confidence Intervals of Double Machine Learning: Simulation studies and an application to rural-urban difference in obesity prevalence

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arXiv:2607. 29456v1 Announce Type: cross Abstract: Double Machine Learning (DML) is a popular approach for treatment effect estimation in various settings, which allows a wide range of flexible machine learning methods to be used for nuisance parameter estimation while preserving valid inference.

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arXiv Machine Learning
Aug 11

Demystifying Prediction Powered Inference

arXiv:2601. 20819v2 Announce Type: replace-cross Abstract: Machine learning predictions are increasingly used to supplement incomplete or costly-to-measure outcomes in fields such as biomedical research, environmental science, and social science.

By Yilin Song, Dan M. Kluger, Harsh Parikh, Tian Gu
arXiv Machine Learning
Sep 10

Conformalized Super Learner

arXiv:2604.22391v2 Announce Type: replace-cross Abstract: The Super Learner (SL) is a widely used ensemble method that combines point predictions from a library of learners based on their predictive...

By Zhanli Wu, Fabrizio Leisen, Miguel-Angel Luque-Fernandez, F. Javier Rubio
arXiv Statistics ML
Sep 7

On the Asymptotic Inadmissibility of Double Machine Learning Estimators Under Structure-Agnostic Models

The paper investigates Double Machine Learning (DML) estimators under structure‑agnostic (SA) models, which assume the data‑generating law lies within a neighborhood of fixed machine‑learning estimates. It shows that for two of three studied functionals—the quadratic functional in the Gaussian sequence model and the quadratic density integral functional—the DML estimators are asymptotically inadmissible, being dominated by second‑order empirical higher‑order influence function (HOIF) estimators. For the third functional, the expected conditional covariance, both DML and HOIF estimators remain minimax but neither dominates the other.

By Lin Liu, Rajarshi Mukherjee, James M Robins