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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Model-Agnostic Bounds for Augmented Inverse Probability W...
Hongxiang Qiu · 2025-12-22 · via math.ST updates on arXiv.org

Nonparametric estimators, such as the augmented inverse probability weighted (AIPW) estimator, have become increasingly popular in causal inference. Numerous nonparametric estimators have been proposed, but they are all asymptotically normal with the same asymptotic variance under similar conditions, leaving little guidance for practitioners to choose an estimator. In this paper, I focus on another important perspective of their asymptotic behaviors beyond asymptotic normality, the convergence of the Wald-confidence interval (CI) coverage to the nominal coverage. Such results have been established for simpler estimators (e.g., the Berry-Esseen Theorem), but are lacking for nonparametric estimators. I consider a simple but practical setting where the AIPW estimator based on a black-box nuisance estimator, with or without cross-fitting, is used to estimate the average treatment effect in randomized controlled trials. I derive non-asymptotic Berry-Esseen-type bounds on the difference between Wald-CI coverage and the nominal coverage. I also analyze the bias of variance estimators, showing that the cross-fit variance estimator might overestimate while the non-cross-fit variance estimator might underestimate, which might explain why cross-fitting has been empirically observed to improve Wald-CI coverage.