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Raj Agrawal

8 accepted papers

2024

Automated Efficient Estimation using Monte Carlo Efficient Influence Functions

NeurIPS 2024spotlight

Many practical problems involve estimating low dimensional statistical quantities with high-dimensional models and datasets. Several approaches address these estimation tasks based on the theory of influence functions, such as debiased/double ML or targeted minimum loss estimation. We introduce \tex…

Cited by 3SourcePDFScholar
2021

The CPD Data Set: Personnel, Use of Force, and Complaints in the Chicago Police Department

NeurIPS 2021poster

The lack of accessibility to data on policing has severely limited researchers’ ability to conduct thorough quantitative analyses on police activity and behavior, particularly with regard to predicting and explaining police violence. In the present work, we provide a new dataset that contains inform…

Cited by 5SourceScholar
2020

Hamiltonian Monte Carlo using an adjoint-differentiated Laplace approximation: Bayesian inference for latent Gaussian models and beyond

NeurIPS 2020poster

Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the geometry of the resulting posterior distribution and can be prohi…

Cited by 46SourcePDFScholar
2019

ABCD-Strategy: Budgeted Experimental Design for Targeted Causal Structure Discovery

AISTATS 2019poster

Determining the causal structure of a set of variables is critical for both scientific inquiry and decision-making. However, this is often challenging in practice due to limited interventional data. Given that randomized experiments are usually expensive to perform, we propose a general framework an…

Cited by 86SourcePDFScholar
2019

Data-dependent compression of random features for large-scale kernel approximation

AISTATS 2019poster

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size, a prohibitive cost in the large- data setting. Random featur…

Cited by 26SourcePDFScholar
2019

LR-GLM: High-Dimensional Bayesian Inference Using Low-Rank Data Approximations

ICML 2019oral

Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework for such an analysis. In these high-dimensional problems, t…

Cited by 14SourcePDFScholar
2019

The Kernel Interaction Trick: Fast Bayesian Discovery of Pairwise Interactions in High Dimensions

ICML 2019oral

Discovering interaction effects on a response of interest is a fundamental problem faced in biology, medicine, economics, and many other scientific disciplines. In theory, Bayesian methods for discovering pairwise interactions enjoy many benefits such as coherent uncertainty quantification, the abil…

Cited by 32SourcePDFScholar
2018

Minimal I-MAP MCMC for Scalable Structure Discovery in Causal DAG Models

ICML 2018oral

Learning a Bayesian network (BN) from data can be useful for decision-making or discovering causal relationships. However, traditional methods often fail in modern applications, which exhibit a larger number of observed variables than data points. The resulting uncertainty about the underlying netwo…

Cited by 23SourcePDFScholar