1 code implementation • 14 Jun 2021 • Y. Samuel Wang, Si Kai Lee, Panos Toulis, Mladen Kolar
We propose a residual randomization procedure designed for robust Lasso-based inference in the high-dimensional setting.
1 code implementation • NeurIPS 2020 • Krikamol Muandet, Arash Mehrjou, Si Kai Lee, Anant Raj
We present a novel algorithm for non-linear instrumental variable (IV) regression, DualIV, which simplifies traditional two-stage methods via a dual formulation.
no code implementations • 29 May 2019 • Si Kai Lee, Luigi Gresele, Mijung Park, Krikamol Muandet
The use of inverse probability weighting (IPW) methods to estimate the causal effect of treatments from observational studies is widespread in econometrics, medicine and social sciences.