:parenttoc: True

Double machine learning literature
==================================

.. grid:: 1

  .. grid-item-card:: 
    :text-align: left

    .. dropdown:: Main Reference
      :class-title: sd-bg-primary sd-font-weight-bold
      :open:

      - Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey, James Robins |br|
        **Double/debiased machine learning for treatment and structural parameters** |br|
        *The Econometrics Journal, 21(1), C1-C68, 2018* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1111/ectj.12097>`
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/1608.00060>`

    .. dropdown:: Software for double machine learning
      :class-title: sd-bg-primary sd-font-weight-bold

      - Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler |br|
        **DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python** |br|
        *Journal of Machine Learning Research, 23(53): 1-6, 2022* |br|
        :bdg-info:`Python Package DoubleML` |br|
        :octicon:`link` :bdg-link-dark:`URL <https://www.jmlr.org/papers/v23/21-0862.html>`
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/2104.03220>`
        :bdg-link-dark:`PyPI <https://pypi.org/project/DoubleML>`
        :bdg-link-dark:`conda-forge <https://anaconda.org/conda-forge/doubleml>`
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/DoubleML/doubleml-for-py>`
        |hr|

      - Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler, Sven Klaassen |br|
        **DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R** |br|
        *Journal of Statistical Software, 108(3), 1-56, 2024* |br|
        :bdg-info:`R Package DoubleML` |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.18637/jss.v108.i03>`
        :octicon:`link` :bdg-link-dark:`arXiv <https://arxiv.org/abs/2103.09603>`
        :bdg-link-dark:`CRAN <https://cran.r-project.org/package=DoubleML>`
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/DoubleML/doubleml-for-r>`
        |hr|

      - Keith Battocchi, Eleanor Dillon, Maggie Hei, Greg Lewis, Paul Oka, Miruna Oprescu, Vasilis Syrgkanis |br|
        **EconML: A Python Package for ML-Based Heterogeneous Treatment Effects Estimation** |br|
        *2019* |br|
        :bdg-info:`Python Package EconML` |br|
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/microsoft/EconML>`
        |hr|

      - Hugo Bodory, Martin Huber |br|
        **The causalweight package for causal inference in R** |br|
        *Working Papers SES 493, Faculty of Economics and Social Science, University of Fribourg, 2018* |br|
        :bdg-info:`R Package causalweight` |br|
        :octicon:`link` :bdg-link-dark:`URL <https://folia.unifr.ch/global/documents/306524>`
        :bdg-link-dark:`CRAN <https://cran.r-project.org/package=causalweight>`
        |hr|

      - Michael C. Knaus |br|
        **Double Machine Learning based Program Evaluation under Unconfoundedness** |br|
        *arXiv preprint arXiv:2003.03191 [econ.EM], 2020* |br|
        :bdg-info:`R Package causalDML` |br|
        :octicon:`link` :bdg-link-dark:`arXiv <https://arxiv.org/abs/2003.03191>`
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/MCKnaus/causalDML>`
        |hr|

      - Michael C. Knaus |br|
        **A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student’s Skills** |br|
        *Journal of the Royal Statistical Society A, 184(1), 282-300, 2021* |br|
        :bdg-info:`R Package dmlmt` |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1111/rssa.12623>`
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/1805.10300>`
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/MCKnaus/dmlmt>`
        |hr|

      - Malte S. Kurz |br|
        **Distributed Double Machine Learning with a Serverless Architecture** |br|
        *In Companion of the ACM/SPEC International Conference on Performance Engineering (ICPE ‘21). Association for
        Computing Machinery, New York, NY, USA, 27-33, 2021* |br|
        :bdg-info:`Python Package DoubleML-Serverless` |br|
        :octicon:`link` :bdg-link-dark:`URL <https://dl.acm.org/doi/10.1145/3447545.3451181>`
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/2101.04025>`
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/DoubleML/doubleml-serverless>`
        |hr|

      - Juraj Szitas |br|
        **postDoubleR: Post Double Selection with Double Machine Learning** |br|
        *2019* |br|
        :bdg-info:`R Package postDoubleR` |br|
        :octicon:`mark-github` :bdg-link-dark:`GitHub <https://github.com/JSzitas/postDoubleR>`

    .. dropdown:: Double machine learning models and methodological extensions
      :class-title: sd-bg-primary sd-font-weight-bold

      - Susan Athey, Stefan Wager |br|
        **Policy Learning With Observational Data** |br|
        *Econometrica, 89(1), Pages 133–161, 2021* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.3982/ECTA15732>`        
        |hr|
            
      - Neng-Chieh Chang |br|
        **Double/debiased machine learning for difference-in-differences models** |br|
        *The Econometrics Journal, 23(2), Pages 177–191, 2020* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1093/ectj/utaa001>`        
        |hr|

      - Harold D. Chiang, Kengo Kato, Yukun Ma, Yuya Sasaki |br|
        **Multiway Cluster Robust Double/Debiased Machine Learning** |br|
        *Journal of Business & Economic Statistics, forthcoming, 2021* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1080/07350015.2021.1895815>` 
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/1909.03489>`
        |hr|

      - Nathan Kallus, Xiaojie Mao, Masatoshi Uehara |br|
        **Localized Debiased Machine Learning: Efficient Inference on Quantile Treatment Effects and Beyond** |br|
        *arXiv preprint arXiv:1912.12945 [stat.ML], 2019* |br|
        :octicon:`link` :bdg-link-dark:`arXiv <https://doi.org/10.48550/arXiv.1912.12945>`
        |hr|

      - Nathan Kallus, Masatoshi Uehara |br|
        **Double Reinforcement Learning for Efficient Off-Policy Evaluation in Markov Decision Processes** |br|
        *Journal of Machine Learning Research 21, 1-63, 2020* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://jmlr.org/papers/volume21/19-827/19-827.pdf>` 
        |hr|

      - Yusuke Narita, Shota Yasui, Kohei Yata |br|
        **Debiased Off-Policy Evaluation for Recommendation Systems** |br|
        *RecSys '21: Fifteenth ACM Conference on Recommender Systems, 372–379, 2021* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1145/3460231.3474231>` 
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/2002.08536>`
        |hr|

      - Lester Mackey, Vasilis Syrgkanis, Ilias Zadik |br|
        **Orthogonal Machine Learning: Power and Limitations** |br|
        *Proceedings of the 35th International Conference on Machine Learning, 2018* |br|
        :octicon:`link` :bdg-link-dark:`URL <http://proceedings.mlr.press/v80/mackey18a>` 
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/1711.00342>`
        |hr|

      - Pedro HC Sant'Anna, Jun Zhao |br|
        **Doubly robust difference-in-differences estimators** |br|
        *Journal of Econometrics, 219(1), Pages 101-122, 2020* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1016/j.jeconom.2020.06.003>` 
        |hr|

      - Victor Chernozhukov, Carlos Cinelli, Whitney Newey, Amit Sharma, Vasilis Syrgkanis |br|
        **Long Story Short: Omitted Variable Bias in Causal Machine Learning** |br|
        *No. w30302. National Bureau of Economic Research, 2022* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.3386/w30302>`
        |hr|

      - Vira Semenova, Victor Chernozhukov |br|
        **Debiased machine learning of conditional average treatment effects and other causal functions** |br|
        *The Econometrics Journal, 24(2), Pages 264-289, 2021* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1093/ectj/utaa027>`
        |hr|

      - Vira Semenova, Matt Goldman, Victor Chernozhukov, Matt Taddy |br|
        **Estimation and Inference on Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels under Weak Dependence** |br|
        *arXiv preprint arXiv:1712.09988 [stat.ML], 2017* |br|
        :octicon:`link` :bdg-link-dark:`arXiv <https://arxiv.org/abs/1712.09988>` 
        |hr|

      - Michael Zimmert |br|
        **Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding** |br|
        *arXiv preprint 	arXiv:1809.01643 [econ.EM], 2018* |br|
        :octicon:`link` :bdg-link-dark:`arXiv <https://arxiv.org/abs/1809.01643>` 

    .. dropdown:: Debiased sparsity-based inference / theoretical foundations
      :class-title: sd-bg-primary sd-font-weight-bold

      - A. Belloni, V. Chernozhukov, C. Hansen |br|
        **Inference for High-Dimensional Sparse Econometric Models** |br|
        *In D. Acemoglu, M. Arellano, & E. Dekel (Eds.), Advances in Economics and Econometrics: Tenth World Congress,
        245-295, 2013* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1017/CBO9781139060035.008>`
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/1201.0220>`
        |hr|

      - Alexandre Belloni, Victor Chernozhukov, Lie Wang |br|
        **Pivotal estimation via square-root Lasso in nonparametric regression** |br|
        *The Annals of Statistics, 42(2), 757-788, 2014* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1214/14-AOS1204>`
        |hr|

      - Victor Chernozhukov, Christian Hansen, Martin Spindler |br|
        **Valid Post-Selection and Post-Regularization Inference: An Elementary, General Approach**
        *Annual Review of Economics 7(1), 649-688, 2015* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1146/annurev-economics-012315-015826>`
        |hr|

      - Adel Javanmard, Andrea Montanari |br|
        **Hypothesis Testing in High-Dimensional Regression Under the Gaussian Random Design Model: Asymptotic Theory** |br|
        *IEEE Transactions on Information Theory, 60(10):6522–6554, 2014* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1109/TIT.2014.2343629>`
        :bdg-link-dark:`arXiv <https://arxiv.org/abs/1301.4240>`
        |hr|

      - Jerzy Neyman |br|
        **Optimal asymptotic tests of composite hypotheses** |br|
        *In Ulf Grenander (Eds.), Probability and Statistics, Almqvist & Wiksell, 213–234, 1959* |br|
        |hr|

      - Sara van de Geer, Peter Bühlmann, Ya’acov Ritov, Ruben Dezeure |br|
        **On asymptotically optimal confidence regions and tests for high-dimensional models** |br|
        *The Annals of Statistics, 42(3), 1166-1202, 2014* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1214/14-AOS1221>`
        |hr|

      - C.-H. Zhang, S.S. Zhang |br|
        **Confidence intervals for low dimensional parameters in high dimensional linear models** |br|
        *Journal of the Royal Statistical Society: Series B, 76, 217-242, 2014* |br|
        :octicon:`link` :bdg-link-dark:`URL <https://doi.org/10.1111/rssb.12026>`
        |hr|

.. grid:: 1

  .. grid-item-card:: Want to add or update a reference in the literature overview?
    :text-align: center

    .. button-link:: https://github.com/DoubleML/doubleml-docs/edit/main/doc/literature/literature.rst
        :color: dark
        :expand:

        Edit this file to propose a change or addition :octicon:`mark-github`

    .. button-link:: https://github.com/DoubleML/doubleml-docs/issues/new?assignees=FrederikBornemann&labels=literature&template=literature.yml&title=%5BADD%2FEDIT%5D+Reference+in+literature+overview
        :color: dark
        :expand:

        Discuss a change or addition via an issue :octicon:`mark-github`

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