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We consider the problem of causal effect estimation with an unobserved confounder, where we observe a single proxy variable that is associated with the confounder. Although it has been shown that the recovery of an average causal effect is…

Machine Learning · Statistics 2025-03-19 Liyuan Xu , Arthur Gretton

We address the setting of Proxy Causal Learning (PCL), which has the goal of estimating causal effects from observed data in the presence of hidden confounding. Proxy methods accomplish this task using two proxy variables related to the…

Machine Learning · Computer Science 2026-03-27 Bariscan Bozkurt , Ben Deaner , Dimitri Meunier , Liyuan Xu , Arthur Gretton

We address the problem of causal effect estimation where hidden confounders are present, with a focus on two settings: instrumental variable regression with additional observed confounders, and proxy causal learning. Our approach uses a…

Machine Learning · Computer Science 2025-03-12 Haotian Sun , Antoine Moulin , Tongzheng Ren , Arthur Gretton , Bo Dai

The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved…

Machine Learning · Statistics 2022-10-17 Benjamin Kompa , David R. Bellamy , Thomas Kolokotrones , James M. Robins , Andrew L. Beam

We study the problem of causal function estimation in the Proxy Causal Learning (PCL) framework, where confounders are not observed but proxies for the confounders are available. Two main approaches have been proposed: outcome bridge-based…

Machine Learning · Computer Science 2026-03-27 Bariscan Bozkurt , Houssam Zenati , Dimitri Meunier , Liyuan Xu , Arthur Gretton

We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in…

Econometrics · Economics 2022-09-30 Masahiro Kato , Masaaki Imaizumi , Kenichiro McAlinn , Haruo Kakehi , Shota Yasui

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

We study policy evaluation of offline contextual bandits subject to unobserved confounders. Sensitivity analysis methods are commonly used to estimate the policy value under the worst-case confounding over a given uncertainty set. However,…

Machine Learning · Statistics 2023-09-25 Kei Ishikawa , Niao He

In this study, a scalable online kernel learning framework is proposed for estimating bidirectional causal effects in systems characterized by mutual dependence and heteroskedasticity. Traditional causal inference often focuses on…

Machine Learning · Statistics 2025-11-24 Masahiro Tanaka

Proximal causal learning is a promising framework for identifying the causal effect under the existence of unmeasured confounders. Within this framework, the doubly robust (DR) estimator was derived and has shown its effectiveness in…

Methodology · Statistics 2024-03-12 Yong Wu , Yanwei Fu , Shouyan Wang , Xinwei Sun

Learning causal relationships is a fundamental problem in science. Anchor regression has been developed to address this problem for a large class of causal graphical models, though the relationships between the variables are assumed to be…

Machine Learning · Statistics 2022-11-01 Wenqi Shi , Wenkai Xu

We consider the problem of estimating the causal effect of a treatment on an outcome in linear structural causal models (SCM) with latent confounders when we have access to a single proxy variable. Several methods (such as…

Computational Engineering, Finance, and Science · Computer Science 2023-06-13 Yaroslav Kivva , Saber Salehkaleybar , Negar Kiyavash

The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

We develop a novel identification strategy as well as a new estimator for context-dependent causal inference in non-parametric triangular models with non-separable disturbances. Departing from the common practice, our analysis does not rely…

Econometrics · Economics 2024-04-09 Nir Billfeld , Moshe Kim

Efficiently and flexibly estimating treatment effect heterogeneity is an important task in a wide variety of settings ranging from medicine to marketing, and there are a considerable number of promising conditional average treatment effect…

Machine Learning · Statistics 2023-05-10 Erik Sverdrup , Yifan Cui

Modern machine learning (ML) methods typically fail to adequately capture causal information. Consequently, such models do not handle data distributional shifts, are vulnerable to adversarial examples, and often learn spurious correlations.…

Quantum Physics · Physics 2026-01-27 Rishi Goel , Casey R. Myers , Sally Shrapnel

This work extends causal inference with stochastic confounders. We propose a new approach to variational estimation for causal inference based on a representer theorem with a random input space. We estimate causal effects involving latent…

Machine Learning · Statistics 2021-01-26 Thanh Vinh Vo , Pengfei Wei , Wicher Bergsma , Tze-Yun Leong

Solving conditional moment restrictions (CMRs) is a key problem considered in statistics, causal inference, and econometrics, where the aim is to solve for a function of interest that satisfies some conditional moment equalities.…

Machine Learning · Statistics 2025-06-25 Daqian Shao , Ashkan Soleymani , Francesco Quinzan , Marta Kwiatkowska

Transfer learning seeks to accelerate sequential decision-making by leveraging offline data from related agents. However, data from heterogeneous sources that differ in observed features, distributions, or unobserved confounders often…

Machine Learning · Computer Science 2025-07-10 Xueping Gong , Wei You , Jiheng Zhang

We study the problem of estimating the effect function for a continuous treatment, which maps each treatment value to a population-averaged outcome. A central challenge in this setting is confounding: treatment assignment often depends on…

Methodology · Statistics 2026-05-29 Seok-Jin Kim , Kaizheng Wang
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