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.
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 novel method to construct uniformly valid confidence bands for a nonparametric component $f_1$ in the sparse additive model $Y=f_1(X_1)+\ldots + f_p(X_p) + \varepsilon$ in a high-dimensional setting.
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.