Tag: riesz
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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…
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RieszBoost: Gradient Boosting for Riesz Regression
RieszBoost: Gradient Boosting for Riesz Regression arXiv:2501.04871v1 Announce Type: new Abstract: Answering causal questions often involves estimating linear functionals of conditional expectations, such as the average treatment effect or the effect of a longitudinal modified treatment policy. By the Riesz representation theorem, these functionals can be expressed as the expected product of the conditional expectation…