"In conventional stochastic simulation algorithms, Monte Carlo integration and curve fitting are merged together and implemented by means of regression. We perform a decomposition of the solution error and show that regression does a good job in curve fitting but a poor job in integration, which...

"This paper outlines a new minimum empirical discrepancy (MD) estimator for missing data, sample combination and related problems: inverse probability tilting (IPT). Covered examples include estimation of the average treatment effect (ATE), the average treatment effect on the treated (ATT) and...