no code implementations • 18 Apr 2024 • Yuchen Zhu, Yufeng Zhang, Zhaoran Wang, Zhuoran Yang, Xiaohong Chen
Under this regime, gradient descent-ascent corresponds to a Wasserstein gradient flow over the space of probability measures defined over the space of neural network parameters.
no code implementations • 25 Aug 2023 • Xiaohong Chen, Sokbae Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin, Myunghyun Song
We introduce a new class of algorithms, Stochastic Generalized Method of Moments (SGMM), for estimation and inference on (overidentified) moment restriction models.
no code implementations • 30 Jan 2023 • Xiaohong Chen, Zhengling Qi, Runzhe Wan
Batch reinforcement learning (RL) aims at leveraging pre-collected data to find an optimal policy that maximizes the expected total rewards in a dynamic environment.
no code implementations • 31 Dec 2022 • Xiaohong Chen, Yuan Liao, Weichen Wang
This paper considers general nonlinear sieve quasi-likelihood ratio (GN-QLR) based inference on expectation functionals of time series data, where the functionals of interest are based on some nonparametric function that satisfy conditional moment restrictions and are learned using multilayer neural networks.
no code implementations • 7 Aug 2022 • Heng Zhang, Xiaohong Chen
With the advancement of the data acquisition techniques, multi-view learning has become a hot topic.
no code implementations • 17 Jan 2022 • Xiaohong Chen, Zhengling Qi
We study the off-policy evaluation (OPE) problem in an infinite-horizon Markov decision process with continuous states and actions.
1 code implementation • 13 Oct 2021 • Jiafeng Chen, Xiaohong Chen, Elie Tamer
We investigate the performance of various ANNs in nonparametric instrumental variables (NPIV) models of moderately high dimensional covariates that are relevant to empirical economics.
no code implementations • 25 Jul 2021 • Xiaohong Chen, Timothy Christensen, Sid Kankanala
The first is a data-driven choice of sieve dimension for a popular class of sieve two-stage least squares estimators.
no code implementations • 28 Jan 2021 • Christoph Breunig, Xiaohong Chen
This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimation of a nonlinear functional of an ill-posed inverse regression with an unknown operator.
no code implementations • 15 Sep 2020 • Xiaohong Chen, Ying Liu, Shujie Ma, Zheng Zhang
This paper considers a generalized optimization framework for efficient estimation of general treatment effects using artificial neural networks (ANNs) to approximate the unknown nuisance function of growing-dimensional confounders.
no code implementations • 25 Aug 2020 • Xiaohong Chen, Sokbae Lee, Myung Hwan Seo, Myunghyun Song
Many economic panel and dynamic models, such as rational behavior and Euler equations, imply that the parameters of interest are identified by conditional moment restrictions with high dimensional conditioning instruments.
no code implementations • 1 Aug 2020 • Qian Ye, Xiaohong Chen, Onur Kalan, Kaan Ozbay
This study explores how people view and respond to the proposals of NYC congestion pricing evolve in time.
no code implementations • 17 Jun 2020 • Christoph Breunig, Xiaohong Chen
We propose a new adaptive hypothesis test for inequality (e. g., monotonicity, convexity) and equality (e. g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model.
no code implementations • 11 Sep 2018 • Songhua Hu, Peng Chen⁎, Hangfei Lin, Chi Xie, Xiaohong Chen
Carsharing has grown significantly over recent years.