Tag: bregman

  • Learning density ratios in causal inference using Bregman-Riesz regression

    Learning density ratios in causal inference using Bregman-Riesz regression arXiv:2510.16127v1 Announce Type: new Abstract: The ratio of two probability density functions is a fundamental quantity that appears in many areas of statistics and machine learning, including causal inference, reinforcement learning, covariate shift, outlier detection, independence testing, importance sampling, and diffusion modeling. Naively estimating the numerator…