Vasilis Syrgkanis

Selected Publications

Omitted variable bias in machine learned causal models

We derive general, yet simple, sharp bounds on the size of the omitted variable bias for […]

Victor Chernozhukov, Carlos Cinelli, Whitney K. Newey, Amit Sharma, Vasilis Syrgkanis
30 December 2021 | CWP45/21
Adversarial estimation of Riesz representers

We provide an adversarial approach to estimating Riesz representers of linear functionals within arbitrary function spaces. […]

Victor Chernozhukov, Whitney K. Newey, Rahul Singh, Vasilis Syrgkanis
2 March 2021 | CWP07/21
Semi-Parametric Efficient Policy Learning with Continuous Actions

We consider off-policy evaluation and optimization with continuous action spaces. We focus on observational data where […]

Mert Demirer, Vasilis Syrgkanis, Greg Lewis, Victor Chernozhukov
12 June 2019 | CWP34/19
Plug-in regularized estimation of high dimensional parameters in nonlinear semiparametric models

We develop a theory for estimation of a high-dimensional sparse parameter defined as a minimizer of […]

Victor Chernozhukov, Denis Nekipelov, Vira Semenova, Vasilis Syrgkanis
4 July 2018 | CWP41/18