2024
Kernel Debiased Plug-in Estimation: Simultaneous, Automated Debiasing without Influence Functions for Many Target Parameters
ICML 2024poster
When estimating target parameters in nonparametric models with nuisance parameters, substituting the unknown nuisances with nonparametric estimators can introduce "plug-in bias." Traditional methods addressing this suboptimal bias-variance trade-off rely on the influence function (IF) of the target…