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Implement targeted maximum likelihood estimator in chirho.robust.handlers.estimators #468

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agrawalraj opened this issue Dec 22, 2023 · 2 comments
Open

Implement targeted maximum likelihood estimator in chirho.robust.handlers.estimators #468

agrawalraj opened this issue Dec 22, 2023 · 2 comments
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@SamWitty
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enhancement New feature or request module:robust

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@agrawalraj
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agrawalraj commented Dec 22, 2023 •
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See tmle function in https://www.notion.so/basisresearch/Design-document-robust-statistics-with-influence-functions-0a3ecaab5b944e2fade867a6958039b7
@agrawalraj agrawalraj added enhancement New feature or request module:robust labels Dec 22, 2023
@SamWitty
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SamWitty commented Jan 2, 2024 •
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Notes from conversation with Raj:

It would be great if we could find an example where the root solving itself also has an analytic solution. This would help test the implementation.

@agrawalraj
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Two relevant papers that describe TMLE estimator: https://www.degruyter.com/document/doi/10.2202/1557-4679.1043/html?lang=en and https://arxiv.org/pdf/2306.08598.pdf and

@SamWitty SamWitty mentioned this issue Jan 7, 2024
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@eb8680 eb8680 removed this from the Automated doubly robust estimation milestone Jul 18, 2024
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