Physical Sciences and Mathematics Commons^™

Computerizing Efficient Estimation Of A Pathwise Differentiable Target Parameter, Mark J. Van Der Laan, Marco Carone, Alexander R. Luedtke

Alex Luedtke

Frangakis et al. (2015) proposed a numerical method for computing the efficient influence function of a parameter in a nonparametric model at a specified distribution and observation (provided such an influence function exists). Their approach is based on the assumption that the efficient influence function is given by the directional derivative of the target parameter mapping in the direction of a perturbation of the data distribution defined as the convex line from the data distribution to a pointmass at the observation. In our discussion paper Luedtke et al. (2015) we propose a regularization of this procedure and establish the validity …