1 code implementation • 4 Mar 2024 • Victor Chernozhukov, Christian Hansen, Nathan Kallus, Martin Spindler, Vasilis Syrgkanis
An introduction to the emerging fusion of machine learning and causal inference.
no code implementations • 7 Feb 2024 • Philipp Bach, Oliver Schacht, Victor Chernozhukov, Sven Klaassen, Martin Spindler
First, we assess the importance of data splitting schemes for tuning ML learners within Double Machine Learning.
no code implementations • 1 Feb 2024 • Sven Klaassen, Jan Teichert-Kluge, Philipp Bach, Victor Chernozhukov, Martin Spindler, Suhas Vijaykumar
This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation.
no code implementations • 7 Jun 2023 • Oliver Schacht, Sven Klaassen, Philipp Schwarz, Martin Spindler, Daniel Grünbaum, Sebastian Imhof
In this paper, we apply double/debiased machine learning (DML) to estimate the conditional treatment effect of a rework step during the color conversion process in opto-electronic semiconductor manufacturing on the final product yield.
1 code implementation • 1 Mar 2023 • Elizaveta Kovtun, Galina Boeva, Artem Zabolotnyi, Evgeny Burnaev, Martin Spindler, Alexey Zaytsev
For example, the micro-AUC of our approach is $0. 9536$ compared to $0. 7501$ for a vanilla transformer.
no code implementations • 10 Jul 2021 • Helmut Wasserbacher, Martin Spindler
This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A).
3 code implementations • 7 Apr 2021 • Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler
DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models.
4 code implementations • 17 Mar 2021 • Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler, Sven Klaassen
This paper serves as an introduction to the double machine learning framework and the R package DoubleML.
no code implementations • 3 Apr 2020 • Philipp Bach, Sven Klaassen, Jannis Kueck, Martin Spindler
We develop a method for uniform valid confidence bands of a nonparametric component $f_1$ in the general additive model $Y=f_1(X_1)+\ldots + f_p(X_p) + \varepsilon$ in a high-dimensional setting.
no code implementations • 30 Dec 2019 • Xi Chen, Ye Luo, Martin Spindler
In this paper we develop a data-driven smoothing technique for high-dimensional and non-linear panel data models.
no code implementations • 11 Dec 2018 • Philipp Bach, Victor Chernozhukov, Martin Spindler
In 2016, the majority of full-time employed women in the U. S. earned significantly less than comparable men.
no code implementations • 13 Sep 2018 • Philipp Bach, Victor Chernozhukov, Martin Spindler
Due to the increasing availability of high-dimensional empirical applications in many research disciplines, valid simultaneous inference becomes more and more important.
no code implementations • 30 Aug 2018 • Leander Löw, Martin Spindler, Eike Brechmann
We show that the proposed methods outperform bag-of-words based models, hand designed features, and models based on convolutional neural networks, on a data set of two million health care claims.
1 code implementation • 30 Aug 2018 • Sven Klaassen, Jannis Kück, Martin Spindler, Victor Chernozhukov
Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures.
no code implementations • 31 Dec 2017 • Jannis Kueck, Ye Luo, Martin Spindler, Zigan Wang
In this paper, we provide results for valid inference after post- or orthogonal $L_2$-Boosting is used for variable selection.
no code implementations • 20 Dec 2017 • Sven Klaassen, Jannis Kueck, Martin Spindler
Transformation models are a very important tool for applied statisticians and econometricians.
no code implementations • 10 Feb 2017 • Ye Luo, Martin Spindler
In the recent years more and more high-dimensional data sets, where the number of parameters $p$ is high compared to the number of observations $n$ or even larger, are available for applied researchers.
no code implementations • 1 Aug 2016 • Victor Chernozhukov, Chris Hansen, Martin Spindler
In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced.
4 code implementations • 5 Mar 2016 • Victor Chernozhukov, Chris Hansen, Martin Spindler
The package High-dimensional Metrics (\Rpackage{hdm}) is an evolving collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models.
no code implementations • 29 Feb 2016 • Ye Luo, Martin Spindler, Jannis Kück
Finally, we present simulation studies and applications to illustrate the relevance of our theoretical results and to provide insights into the practical aspects of boosting.