Abstract: We study the problem of estimating target parameters in nonparametric models with nuisance parameters. Replacing unknown nuisance parameters with nonparametric estimators, such as machine learning (ML) methods, can result in “plug-in bias.” Methods that avoid sub-optimal bias-variance trade-off by performing a debiasing step of the initial estimate rely on the influence function (IF) of the target parameter as input. However, deriving the IF requires specialized expertise and obstructs the adaptation of these methods by practitioners. We propose a novel way to debias which (i) simultaneously debiases many different target parameters, (ii) does not require the IF for implementation, and (iii) is computationally tractable. Building on the TMLE framework, our method updates an initial estimate with a regularized likelihood maximization step using a nonparametric reproducing kernel Hilbert space (RKHS)-based model. Our method can be readily adapted to new estimation problems and automated without analytic derivations, offering the efficiency of competing debiasing techniques while retaining the utility of the plug-in approach.

Bio: I am an Assistant Professor of Operations Research and Information Engineering at Cornell Tech. Prior to joining Cornell, I was a postdoctoral fellow in the Department of Harvard Statistics, working with Susan Murphy. I obtained my Ph.D. degree in Operations Research from the Tepper School of Business, Carnegie Mellon University in May 2022. Prior to CMU, I received my BA degrees in Mathematics (with the Ann Kirsten Pokora Prize) and Economics from Smith College in May 2017.

My research interests include adaptive/online algorithm design in personalized treatment (including micro-randomized trials and N-of-1 trials) under constrained settings, computerized/automated inference methods (e.g., targeted learning with RKHS), robust causal discovery in medical data, and fairness in organ transplants. More broadly, I am interested in bridging the gap between research and practice in healthcare.