Sketching for Two-Stage Least Squares Estimation. - Sokbae Lee; Serena Ng (CoRR, 2020)

Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling. - Sokbae Lee; Yuan Liao; Myung Hwan Seo; Youngki Shin (AAAI, 2022)

Least Squares Estimation using Sketched Data with Heteroskedastic Errors. - Sokbae Lee; Serena Ng (ICML, 2022)

Average Adjusted Association: Efficient Estimation with High Dimensional Confounders. - Sung Jae Jun; Sokbae Lee (AISTATS, 2023)

The Mean Squared Error of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors. - Sungyoon Lee; Sokbae Lee (CoRR, 2023)

SGMM: Stochastic Approximation to Generalized Method of Moments. - Xiaohong Chen; Sokbae Lee; Yuan Liao; Myung Hwan Seo; Youngki Shin; Myunghyun Song (CoRR, 2023)

Group Shapley Value and Counterfactual Simulations in a Structural Model. - Yongchan Kwon; Sokbae Lee; Guillaume A. Pouliot (CoRR, 2024)

Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors. - Sungyoon Lee; Sokbae Lee (ICLR, 2025)