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We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…

Machine Learning · Statistics 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

Hybrid variational quantum algorithms (VQAs) are promising for solving practical problems such as combinatorial optimization, quantum chemistry simulation, quantum machine learning, and quantum error correction on noisy quantum computers.…

The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…

Methodology · Statistics 2022-04-19 Baoluo Sun , Zhonghua Liu , Eric Tchetgen Tchetgen

Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analysis exploits moment equations to obtain estimators for causal…

Statistics Theory · Mathematics 2023-02-22 Søren Wengel Mogensen

Symbolic Regression (SR) is a well-established framework for generating interpretable or white-box predictive models. Although SR has been successfully applied to create interpretable estimates of the average of the outcome, it is currently…

Machine Learning · Computer Science 2026-05-19 Cas Oude Hoekstra , Floris den Hengst

Instrumental variable regression is a foundational tool for causal analysis across the social and biomedical sciences. Recent advances use kernel methods to estimate nonparametric causal relationships, with general data types, while…

Statistics Theory · Mathematics 2026-01-21 Marvin Lob , Rahul Singh , Suhas Vijaykumar

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

Standard conformal prediction methods guarantee marginal coverage but often produce inefficient intervals that fail to adapt to local heteroscedasticity, while recent localized approaches often struggle to maintain validity across distinct…

Methodology · Statistics 2025-12-02 Yuan Lu

Instrumental variables regression is a tool that is commonly used in the analysis of observational data. The instrumental variables are used to make causal inference about the effect of a certain exposure in the presence of unmeasured…

Methodology · Statistics 2023-09-07 Valentin Vancak , Arvid Sjölander

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

Vector quantile regression (VQR) is an optimal transport (OT) problem subject to a mean-independence constraint that extends classical linear quantile regression to vector response variables. Motivated by computational considerations, prior…

Statistics Theory · Mathematics 2026-02-17 Kengo Kato , Boyu Wang

Instrumental variable regression is a common approach for causal inference in the presence of unobserved confounding. However, identifying valid instruments is often difficult in practice. In this paper, we propose a novel method based on…

Methodology · Statistics 2026-01-22 Gregor Steiner , Jeremie Houssineau , Mark F. J. Steel

We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned spectral features, that is,…

Causal inference is the process of using assumptions, study designs, and estimation strategies to draw conclusions about the causal relationships between variables based on data. This allows researchers to better understand the underlying…

Machine Learning · Computer Science 2022-12-13 Anpeng Wu , Kun Kuang , Ruoxuan Xiong , Fei Wu

Constructing valid prediction intervals rather than point estimates is a well-established approach for uncertainty quantification in the regression setting. Models equipped with this capacity output an interval of values in which the ground…

Machine Learning · Statistics 2025-02-07 Thomas Pouplin , Alan Jeffares , Nabeel Seedat , Mihaela van der Schaar

Semiparametric models are often considered for analyzing longitudinal data for a good balance between flexibility and parsimony. In this paper, we study a class of marginal partially linear quantile models with possibly varying…

Statistics Theory · Mathematics 2009-11-19 Huixia Judy Wang , Zhongyi Zhu , Jianhui Zhou

We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. Although this framework is very relevant for applied…

Econometrics · Economics 2024-10-18 Samuele Centorrino , Frédérique Fève , Jean-Pierre Florens

Quantum variational algorithms (QVAs) are increasingly potent tools for simulating quantum many-body systems on noisy intermediate-scale quantum (NISQ) devices. This work examines the application of the Variational Quantum Eigensolver (VQE)…

Nuclear Theory · Physics 2026-01-28 Dhritimalya Roy , Somnath Nag

We consider the problem of estimating a regression function when a covariate is measured with error. Using the local polynomial estimator of Delaigle, Fan, and Carroll (2009) as a benchmark, we propose an alternative way of solving the…

Methodology · Statistics 2017-01-24 Xianzheng Huang , Haiming Zhou

Linear transformation model provides a general framework for analyzing censored survival data with covariates. The proportional hazards and proportional odds models are special cases of the linear transformation model. In biomedical…

Methodology · Statistics 2022-05-11 Sudheesh K. K. , Deemat C. Mathew , Litty Mathew , Min Xie
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