Author

Zijun Gao

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Preprint Aug 2026

Cubic-Root Gaussian Approximation under Unrestricted Covariance

For Gaussian approximation over high-dimensional rectangles under unrestricted covariance, Chernozhukov et al. (2023b) conjectured that the $n^{-1/4}$ rate, up to logarithmic factors, is near-optimal. We show that, under the coordinatewise subexponential condition with scale $B_n$ and the marginal variance lower bound...

Zijun Gao, Wei-Han Zhang · 0 citations

#machine learning Nov 2025

Reliable Selection of Heterogeneous Treatment Effect Estimators

We study the problem of selecting the best heterogeneous treatment effect (HTE) estimator from a collection of candidates in settings where the treatment effect is fundamentally unobserved. We cast estimator selection as a multiple testing problem and introduce a ground-truth-free procedure based on a cross-fitted, exp...

Jiayi Guo, Zijun Gao · arXiv.org · 0 citations