- matrix factorisation for large scale discrete choice problems with variational inference
- updated version of Hazan’s monograph on online convex optimisation
- Bias-reducing adjustments to M-estimation using ideas from robust statistics
- bias-aware inference on (a class of somewhat non-standard looking) penalised regression problems
- bayesian sparse PCA with a spike and slab prior (variational inference because they want people to use it)
- survey paper on Chatterjee’s coefficient of correlation and subsequent work and extensions
- DML for covariate shifts (now with more authors)
- Excellent crash-course in multisite experiments and estimators for site-specific effects
- Now classic paper (thanks publication timelines) on estimating direct and indirect effects of public employment programs