Optimal Nuisance Function Tuning for Estimating a Doubly Robust Functional under Proportional Asymptotics

NeurIPSSpotlight2025

Authors
Sean McGrath, Debarghya Mukherjee, Rajarshi Mukherjee, Zixiao Wang
Venue
NeurIPS 2025
Track
Spotlight

TL;DR

In this paper, we explore the asymptotically optimal tuning parameter choice in ridge regression for estimating nuisance functions of a statistical functional that has recently gained prominence in co…

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