Double Machine Learning with two Applications: Transformation Models and Gaussian Graphical Models in High-Dimensional Settings

In this talk first an introduction to the double machine learning framework is given. This allows inference on parameters in high-dimensional settings. Then, two applications are given, namely transformation models and Gaussian graphical models in high-dimensional settings. Both kind of models are widely used by practitioners. As high-dimensional data sets become more and more available, it is important to allow situations where the number of parameters is large compared to the sample size.