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Double Machine Learning Density Estimation for Local Treatment Effects with Instruments

Neural Information Processing Systems

Local treatment effects are a common quantity found throughout the empirical sciences that measure the treatment effect among those who comply with what they are assigned. Most of the literature is focused on estimating the average of such quantity, which is called the " local average treatment effect (LATE) " [


FunctionalVariationalInference basedonStochasticProcessGenerators

Neural Information Processing Systems

Bayesian inference in the space of functions has been an important topic for Bayesian modeling in the past. In this paper, we propose a new solution to this problem called Functional Variational Inference (FVI). In FVI, we minimize a divergence in function space between the variational distribution and the posterior process.