# Universal sieve-based strategies for efficient estimation using machine learning tools

arXiv: https://arxiv.org/abs/2003.01856 · HTML: https://mlsanity.com/paper/2003.01856/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Mar 2020.

## Built on by (most cited first, 4 of 4)

- [Prediction Sets Adaptive to Unknown Covariate Shift](https://mlsanity.com/paper/2203.06126/) (2022)
- [A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees](https://mlsanity.com/paper/2105.15197/) (2021)
- [Adaptive debiased machine learning using data-driven model selection techniques](https://mlsanity.com/paper/2307.12544/) (2023)
- [Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimands](https://mlsanity.com/paper/2501.11868/) (2025)

## Abstract (arXiv)

Suppose that we wish to estimate a finite-dimensional summary of one or more function-valued features of an underlying data-generating mechanism under a nonparametric model. One approach to estimation is by plugging in flexible estimates of these features. Unfortunately, in general, such estimators may not be asymptotically efficient, which often makes these estimators difficult to use as a basis for inference. Though there are several existing methods to construct asymptotically efficient plug-in estimators, each such method either can only be derived using knowledge of efficiency theory or is only valid under stringent smoothness assumptions. Among existing methods, sieve estimators stand out as particularly convenient because efficiency theory is not required in their construction, their tuning parameters can be selected data adaptively, and they are universal in the sense that the same fits lead to efficient plug-in estimators for a rich class of estimands. Inspired by these desirable properties, we propose two novel universal approaches for estimating function-valued features that can be analyzed using sieve estimation theory. Compared to traditional sieve estimators, these approaches are valid under more general conditions on the smoothness of the function-valued features by utilizing flexible estimates that can be obtained, for example, using machine learning.