Optimal use of a black-box learner in semiparametric estimation

arXiv:2607.21541 · math.ST, stat.ME, stat.ML · Submitted 2026-07-23 · Read on arXiv

Yihong Gu

math.ST, stat.ME, stat.ML

Submitted: 2026-07-23

Comments: 30 pages

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Calibration — 12× in this paper · explained in 9 episodes
• Asymptotic Normality — 7× in this paper · explained in 2 episodes
• Sparsity — 6× in this paper · explained in 5 episodes
• Fine-Tuning — 5× in this paper · explained in 5 episodes
• Lasso — 5× in this paper · explained in 2 episodes
• Debiased Machine Learning — 4× in this paper
• ReLU Network — 4× in this paper · explained in 2 episodes
• Transductive Adversarial Moment-calibrated Editing — 4× in this paper
• Composition — 3× in this paper · explained in 2 episodes
• Benchmark — 2× in this paper · explained in 2 episodes
• Causal Inference — 2× in this paper · explained in 5 episodes
• Conditional Independence — 2× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Curse of Dimensionality — 1× in this paper · explained in 6 episodes
• Hilbert Space — 1× in this paper · explained in 2 episodes
• Influence Functions — 1× in this paper · explained in 3 episodes
• Loss Function — 1× in this paper · explained in 2 episodes
• Machine Learning (ML) — 1× in this paper · explained in 2 episodes
• Papers — 1× in this paper · explained in 3 episodes
• VC Dimension — 1× in this paper · explained in 2 episodes

Sources

• The Fundamental Limits of Structure-Agnostic Functional Estimation
• Doubly-robust inference and optimality in structure-agnostic models with smoothness
• Minimax Semiparametric Learning With Approximate Sparsity
• Challenges of the inconsistency regime: Novel debiasing methods for missing data models
• Optimally taming biases in black-box models for efficient semiparametric estimation
• It's Hard to Be Normal: The Impact of Noise on Structure-agnostic Estimation
• On the Asymptotics of the Minimax Linear Estimator
• Semiparametric Efficient Empirical Higher Order Influence Function Estimators
• Technical Report: Higher Order Influence Functions and Minimax Estimation of Nonlinear Functionals
• Doubly robust inference via calibration

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