The application of semiparametric efficient estimators, particularly those that leverage machine learning, is rapidly expanding within epidemiology and causal inference. Much of the recent methodological literature on these estimators relies heavily on the Riesz representation theorem and Riesz regression. This paper aims to introduce the Riesz representation theorem to an applied audience, explaining why and how Riesz regression is becoming widely used in the semiparametric estimator statistical literature.
翻译:半参数高效估计量(尤其是那些利用机器学习的估计量)在流行病学和因果推断领域的应用正在迅速扩展。近期关于这些估计量的方法论文献在很大程度上依赖于Riesz表示定理和Riesz回归。本文旨在向应用研究者介绍Riesz表示定理,阐释Riesz回归在统计学半参数估计文献中日益普及的原因与应用方式。