Asger Waagepetersen

Outcome-adapted Automatic Debiased Machine Learning

Asger Waagepetersen, Asbjørn Risom, Niels Richard Hansen, Anton Rask Lundborg

Parameters of interest in causal inference, such as treatment or policy effects, can often be expressed as linear functionals of an outcome regression function. Automatic debiased machine learning (AutoDML) is a unified framework for obtaining asymptotically normal estimators of…Read more