Printable PDF
Department of Mathematics,
University of California San Diego

****************************

Math Colloquium

Michael Celentano

UC Berkeley

Debiasing in the inconsistency regime

Abstract:

In this talk, I will discuss semi-parametric estimation when nuisance parameters cannot be estimated consistently, focusing in particular on the estimation of average treatment effects, conditional correlations, and linear effects under high-dimensional GLM specifications. In this challenging regime, even standard doubly-robust estimators can be inconsistent. I describe novel approaches which enjoy consistency guarantees for low-dimensional target parameters even though standard approaches fail. For some target parameters, these guarantees can also be used for inference. Finally, I will provide my perspective on the broader implications of this work for designing methods which are less sensitive to biases from high-dimensional prediction models.

January 8, 2024

4:00 PM

APM 6402 (Halkin room)

****************************