The Sinkhorn treatment effect is a new entropic optimal transport measure of divergence between counterfactual distributions that admits first- and second-order pathwise differentiability, debiased estimators, and asymptotically valid tests for distributional treatment effects.
arXiv preprint arXiv:1801.09138 , year=
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abstract
There are many interesting and widely used estimators of a functional with finite semiparametric variance bound that depend on nonparametric estimators of nuisance functions. We use cross-fitting (i.e. sample splitting) to construct novel estimators with fast remainder rates. We give cross-fit doubly robust estimators that use separate subsamples to estimate different nuisance functions. We obtain general, precise results for regression spline estimation of average linear functionals of conditional expectations with a finite semiparametric variance bound. We show that a cross-fit doubly robust spline regression estimator of the expected conditional covariance is semiparametric efficient under minimal conditions. Cross-fit doubly robust estimators of other average linear functionals of a conditional expectation are shown to have the fastest known remainder rates for the Haar basis or under certain smoothness conditions. Surprisingly, the cross-fit plug-in estimator also has nearly the fastest known remainder rate, but the remainder converges to zero slower than the cross-fit doubly robust estimator. As specific examples we consider the expected conditional covariance, mean with randomly missing data, and a weighted average derivative.
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2026 6verdicts
UNVERDICTED 6representative citing papers
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UD-DML creates balanced representative subsamples via uniform design in PCA space for efficient double machine learning estimation of average treatment effects on large datasets.
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Sinkhorn Treatment Effects: A Causal Optimal Transport Measure
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Improving Variance Estimation for Covariate Adjustment with Binary Outcomes
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UD-DML: Uniform Design Subsampling for Double Machine Learning over Massive Data
UD-DML creates balanced representative subsamples via uniform design in PCA space for efficient double machine learning estimation of average treatment effects on large datasets.
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A Semi-Supervised Kernel Two-Sample Test
A semi-supervised kernel two-sample test integrates unlabeled covariate data to achieve asymptotic normality under the null, higher power than standard kernel tests, and consistency against fixed and local alternatives.
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crossfit: A Graph-Based Cross-Fitting Engine in R
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