ScoreMatchingRiesz: Score Matching for Debiased Machine Learning and Policy Path Estimation
arXiv:2512.20523v2 Announce Type: replace-cross Abstract: We propose ScoreMatchingRiesz, a family of Riesz representer estimators based on score matching. The Riesz representer is a key nuisance component in debiased machine learning, enabling $sqrt{n}$-consistent and asymptotically efficient estimation of causal and structural targets via Neyman-orthogonal scores. We formulate Riesz representer estimation as a score estimation problem. This perspective stabilizes representer estimation by allowing us to leverage denoising score matching and telescoping density ratio estimation. We also introduce the policy path, […]