Picture for Sokbae Lee

Sokbae Lee

Group Shapley Value and Counterfactual Simulations in a Structural Model

Add code
Oct 09, 2024
Viaarxiv icon

SGMM: Stochastic Approximation to Generalized Method of Moments

Add code
Aug 25, 2023
Figure 1 for SGMM: Stochastic Approximation to Generalized Method of Moments
Figure 2 for SGMM: Stochastic Approximation to Generalized Method of Moments
Figure 3 for SGMM: Stochastic Approximation to Generalized Method of Moments
Figure 4 for SGMM: Stochastic Approximation to Generalized Method of Moments
Viaarxiv icon

The Mean Squared Error of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors

Add code
May 22, 2023
Viaarxiv icon

Average Adjusted Association: Efficient Estimation with High Dimensional Confounders

Add code
May 27, 2022
Figure 1 for Average Adjusted Association: Efficient Estimation with High Dimensional Confounders
Figure 2 for Average Adjusted Association: Efficient Estimation with High Dimensional Confounders
Viaarxiv icon

Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling

Add code
Jun 21, 2021
Figure 1 for Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Figure 2 for Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Figure 3 for Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Figure 4 for Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Viaarxiv icon

Sketching for Two-Stage Least Squares Estimation

Add code
Jul 15, 2020
Figure 1 for Sketching for Two-Stage Least Squares Estimation
Figure 2 for Sketching for Two-Stage Least Squares Estimation
Figure 3 for Sketching for Two-Stage Least Squares Estimation
Figure 4 for Sketching for Two-Stage Least Squares Estimation
Viaarxiv icon

Causal Inference in Case-Control Studies

Add code
Apr 17, 2020
Figure 1 for Causal Inference in Case-Control Studies
Figure 2 for Causal Inference in Case-Control Studies
Figure 3 for Causal Inference in Case-Control Studies
Figure 4 for Causal Inference in Case-Control Studies
Viaarxiv icon

High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization

Add code
Nov 23, 2018
Figure 1 for High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization
Figure 2 for High Dimensional Classification through $\ell_0$-Penalized Empirical Risk Minimization
Viaarxiv icon