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The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

Estimating the causal effect of a treatment on the entire response distribution is an important yet challenging task. For instance, one might be interested in how a pension plan affects not only the average savings among all individuals but…

Methodology · Statistics 2024-08-07 Lucas Kook , Niklas Pfister

The method of instrumental variables (IV) provides a framework to study causal effects in both randomized experiments with noncompliance and in observational studies where natural circumstances produce as-if random nudges to accept…

Methodology · Statistics 2018-02-07 Hyunseung Kang , Laura Peck , Luke Keele

Instrumental variable (IV) regression relies on instruments to infer causal effects from observational data with unobserved confounding. We consider IV regression in time series models, such as vector auto-regressive (VAR) processes. Direct…

Methodology · Statistics 2024-07-23 Nikolaj Thams , Rikke Søndergaard , Sebastian Weichwald , Jonas Peters

In this paper, we study nonparametric estimation of instrumental variable (IV) regressions. While recent advancements in machine learning have introduced flexible methods for IV estimation, they often encounter one or more of the following…

Machine Learning · Computer Science 2024-03-08 Zihao Li , Hui Lan , Vasilis Syrgkanis , Mengdi Wang , Masatoshi Uehara

An increasing trend in the use of neural networks in control systems is being observed. The aim of this paper is to reveal that the straightforward application of learning neural network feedforward controllers with closed-loop data may…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Johan Kon , Marcel Heertjes , Tom Oomen

This paper studies the cumulative causal effects of sequential treatments in the presence of unmeasured confounders. It is a critical issue in sequential decision-making scenarios where treatment decisions and outcomes dynamically evolve…

Machine Learning · Computer Science 2025-05-15 Yingrong Wang , Anpeng Wu , Baohong Li , Ziyang Xiao , Ruoxuan Xiong , Qing Han , Kun Kuang

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

Domain generalization (DG) aims to learn from multiple source domains a model that can generalize well on unseen target domains. Existing DG methods mainly learn the representations with invariant marginal distribution of the input…

Machine Learning · Computer Science 2023-05-26 Junkun Yuan , Xu Ma , Ruoxuan Xiong , Mingming Gong , Xiangyu Liu , Fei Wu , Lanfen Lin , Kun Kuang

Learning causal relationships among a set of variables, as encoded by a directed acyclic graph, from observational data is complicated by the presence of unobserved confounders. Instrumental variables (IVs) are a popular remedy for this…

Methodology · Statistics 2025-04-17 Jing Zou , Wei Li , Wei Lin

Instrumental variables (IVs) are crucial for addressing unobservable confounders, yet their stringent exogeneity assumptions pose significant challenges in networked data. Existing methods typically rely on modelling neighbour information…

Artificial Intelligence · Computer Science 2026-02-10 Zhirong Huang , Debo Cheng , Guixian Zhang , Yi Wang , Jiuyong Li , Shichao Zhang

Many weak instrumental variables (IVs) are routinely used in the health and social sciences to improve identification and inference of the treatment effect of interest, along with a broad collection of data on potential confounding factors…

Methodology · Statistics 2026-04-16 Di Zhang , Xuanyu Li , Baoluo Sun

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui

Scientific and business practices are increasingly resulting in large collections of randomized experiments. Analyzed together, these collections can tell us things that individual experiments in the collection cannot. We study how to learn…

Machine Learning · Statistics 2017-06-02 Alexander Peysakhovich , Dean Eckles

Instrumental variable analysis is a widely used method to estimate causal effects in the presence of unmeasured confounding. When the instruments, exposure and outcome are not measured in the same sample, Angrist and Krueger (1992)…

Statistics Theory · Mathematics 2018-09-07 Qingyuan Zhao , Jingshu Wang , Jack Bowden , Dylan S. Small

We study the kernel instrumental variable (KIV) algorithm, a kernel-based two-stage least-squares method for nonparametric instrumental variable regression. We provide a convergence analysis covering both identified and non-identified…

Machine Learning · Statistics 2026-04-09 Dimitri Meunier , Zhu Li , Tim Christensen , Arthur Gretton

Instrumental variables (IVs), sources of treatment randomization that are conditionally independent of the outcome, play an important role in causal inference with unobserved confounders. However, the existing IV-based counterfactual…

Machine Learning · Computer Science 2022-01-14 Junkun Yuan , Anpeng Wu , Kun Kuang , Bo Li , Runze Wu , Fei Wu , Lanfen Lin

In the instrumental variable quantile regression (IVQR) model of Chernozhukov and Hansen (2005), a one-dimensional unobserved rank variable monotonically determines a single potential outcome. In practice, when researchers are interested in…

Econometrics · Economics 2025-10-28 Haruki Kono

Instrumental variable (IV) methods offer a valuable approach to account for outcome data missing not-at-random. A valid missing data instrument is a measured factor which (i) predicts the nonresponse process and (ii) is independent of the…