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Document type:
Masterarbeit
Author(s):
Ruixuan Zhu
Title:
Applying double machine learning and BART methods to the American Causal Inference Conference 2022 Data Challenge
Abstract:
During the master thesis, Bayesian Additive Regression Tree (BART), Bayesian Causal Forest(BCF), and Double Machine Learning(DML) are applied to solve American Causal Inference Conference 2022 Data Challenge. Bayesian Causal Forest(BCF) is a variant of the Bayesian Additive regression tree (BART) model. The R language is used for all implementations. For evaluation of the performances of these three models, Root Mean Squared Error(RMSE), uncertainty interval coverage, uncertainty interval width,...     »
Subject:
MAT Mathematik
DDC:
510 Mathematik
Supervisor:
Mathias Drton
Advisor:
Jun Wu
Date of acceptation:
31.03.2023
Year:
2023
Quarter:
1. Quartal
Year / month:
2023-03
Month:
Mar
Pages:
126
Language:
en
University:
Technische Universität München
Faculty:
TUM School of Computation, Information and Technology
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX