Double-NN combines extended fiducial inference with deep neural networks to produce individual treatment effect prediction intervals, with a consistency proof allowing model size O(n^ζ) for ζ<1.
(1998), Arcing classifier (with discussion and a rejoinder by the author), Annals of Statistics, 26, 801--849
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Extended Fiducial Inference for Individual Treatment Effects via Deep Neural Networks
Double-NN combines extended fiducial inference with deep neural networks to produce individual treatment effect prediction intervals, with a consistency proof allowing model size O(n^ζ) for ζ<1.