asymptotic variance
A measure of the variance of an estimator as the sample size tends to infinity, indicating how the accuracy of the estimates improves with larger datasets and helping in understanding the efficiency of an estimator.
- A General-Purpose Theorem for High-Probability Bounds of Stochastic Approximation with Polyak Averaging
- Efficient Randomized Experiments Using Foundation Models
- Optimal Adjustment Sets for Nonparametric Estimation of Weighted Controlled Direct Effect
- PUATE: Efficient ATE Estimation from Treated (Positive) and Unlabeled Units
- Practical Kernel Selection for Kernel-based Conditional Independence Test
- Scaling Epidemic Inference on Contact Networks: Theory and Algorithms
- Statistical inference for Linear Stochastic Approximation with Markovian Noise