Belloni, Alexandre; Chernozhukov, Victor - Centre for Microdata Methods and Practice (CEMMAP) - 2007
.1)
where Yi is the response variable, Xi is a vector of regressors, and qi is a re-
gression function. In many examples, the … Main Result
In this section we bound the computational complexity of obtaining a draw from
a random variable approximately … accuracy of sampling will
be defined over this set. Consider a measurable space (K,A). Our task is to
draw a random variable …