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Found 7 papers, 2 papers with code
A note on efficient minimum cost adjustment sets in causal graphical models
We show that in this setting there exist adjustment sets that are minimum cost optimal, in the sense that they yield non-parametric estimators of the interventional mean with the smallest asymptotic variance among those that control for observable adjustment sets that have minimum cost.
Clustering high dimensional meteorological scenarios: results and performance index
The Reseau de Transport d'Electricit\'e (RTE) is the French main electricity network operational manager and dedicates large number of resources and efforts towards understanding climate time series data.
Efficient adjustment sets in causal graphical models with hidden variables
Moreover, we show that if either no variables are hidden or if all the observable variables are ancestors of either treatment, outcome, or the variables that are used to decide treatment, a globally optimal adjustment set exists.
Uncovering differential equations from data with hidden variables
SINDy is a method for learning system of differential equations from data by solving a sparse linear regression optimization problem [Brunton et al., 2016].
Efficient adjustment sets for population average treatment effect estimation in non-parametric causal graphical models
In addition, for point interventions, we provide a sound and complete graphical criterion for determining when a non-parametric optimally adjusted estimator of an interventional mean, or of a contrast of interventional means, is as efficient as an efficient estimator of the same parameter that exploits the information in the conditional independencies encoded in the non-parametric causal graphical model.
A unifying approach for doubly-robust $\ell_1$ regularized estimation of causal contrasts
We focus on a class of parameters that have influence function which depends on two infinite dimensional nuisance functions and such that the bias of the one-step estimator of the parameter of interest is the expectation of the product of the estimation errors of the two nuisance functions.
Robust and sparse estimators for linear regression models
In this paper, we study the robust and asymptotic properties of MM-Bridge and adaptive MM-Bridge estimators: $\ell_q$-penalized MM-estimators of regression and MM-estimators with an adaptive $\ell_t$ penalty.
Statistics Theory Statistics Theory 62F35, 62J05, 62J07
