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We provide an approach for learning deep neural net representations of models described via conditional moment restrictions. Conditional moment restrictions are widely used, as they are the language by which social scientists describe the…

Econometrics · Economics 2018-04-25 Greg Lewis , Vasilis Syrgkanis

The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite…

Machine Learning · Computer Science 2023-03-24 Andrew Bennett , Nathan Kallus

The inaccessibility of controlled randomized trials due to inherent constraints in many fields of science has been a fundamental issue in causal inference. In this paper, we focus on distinguishing the cause from effect in the bivariate…

Machine Learning · Statistics 2021-02-23 Jean-Francois Ton , Dino Sejdinovic , Kenji Fukumizu

Data-driven individualized decision making has recently received increasing research interests. Most existing methods rely on the assumption of no unmeasured confounding, which unfortunately cannot be ensured in practice especially in…

Methodology · Statistics 2022-12-26 Zhengling Qi , Rui Miao , Xiaoke Zhang

Previously, we showed that computational mechanic's causal states -- predictively-equivalent trajectory classes for a stochastic dynamical system -- can be cast into a reproducing kernel Hilbert space. The result is a widely-applicable…

Machine Learning · Computer Science 2024-10-03 Alexandra M. Jurgens , Nicolas Brodu

We study the estimation of causal parameters when not all confounders are observed and instead negative controls are available. Recent work has shown how these can enable identification and efficient estimation via two so-called bridge…

Machine Learning · Statistics 2022-10-11 Nathan Kallus , Xiaojie Mao , Masatoshi Uehara

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…

Econometrics · Economics 2022-12-23 Karun Adusumilli , Dita Eckardt

Competing risk data appear widely in modern biomedical research. Cause-specific hazard models are often used to deal with competing risk data in the past two decades. There is no current study on the kernel likelihood method for the…

Methodology · Statistics 2021-09-14 Xiaomeng Qi , Zhangsheng Yu

We pose causal inference as the problem of learning to classify probability distributions. In particular, we assume access to a collection $\{(S_i,l_i)\}_{i=1}^n$, where each $S_i$ is a sample drawn from the probability distribution of $X_i…

Machine Learning · Statistics 2015-05-20 David Lopez-Paz , Krikamol Muandet , Bernhard Schölkopf , Ilya Tolstikhin

We consider learning a causal ordering of variables in a linear non-Gaussian acyclic model called LiNGAM. Several existing methods have been shown to consistently estimate a causal ordering assuming that all the model assumptions are…

Machine Learning · Statistics 2013-07-30 Tatsuya Tashiro , Shohei Shimizu , Aapo Hyvarinen , Takashi Washio

We propose a novel approach for learning causal response representations. Our method aims to extract directions in which a multidimensional outcome is most directly caused by a treatment variable. By bridging conditional independence…

Machine Learning · Statistics 2025-03-07 Homer Durand , Gherardo Varando , Gustau Camps-Valls

When causal quantities cannot be point identified, researchers often pursue partial identification to quantify the range of possible values. However, the peculiarities of applied research conditions can make this analytically intractable.…

Methodology · Statistics 2021-09-29 Guilherme Duarte , Noam Finkelstein , Dean Knox , Jonathan Mummolo , Ilya Shpitser

Recently, there has been a growing interest in learning and explaining causal effects within Neural Network (NN) models. By virtue of NN architectures, previous approaches consider only direct and total causal effects assuming independence…

Current meta-learning approaches focus on learning functional representations of relationships between variables, i.e. on estimating conditional expectations in regression. In many applications, however, we are faced with conditional…

Machine Learning · Statistics 2021-02-25 Jean-Francois Ton , Lucian Chan , Yee Whye Teh , Dino Sejdinovic

In this work, we address optimization problems where the objective function is a nonlinear function of an expected value, i.e., compositional stochastic {strongly convex programs}. We consider the case where the decision variable is not…

Optimization and Control · Mathematics 2020-11-30 Amrit Singh Bedi , Alec Koppel , Ketan Rajawat , Panchajanya Sanyal

Robins et al. (2008) introduced a class of influence functions (IFs) which could be used to obtain doubly robust moment functions for the corresponding parameters. However, that class does not include the IF of parameters for which the…

Machine Learning · Statistics 2022-03-08 AmirEmad Ghassami , Andrew Ying , Ilya Shpitser , Eric Tchetgen Tchetgen

Causal representation learning (CRL) offers the promise of uncovering the underlying causal model by which observed data was generated, but the practical applicability of existing methods remains limited by the strong assumptions required…

Machine Learning · Computer Science 2026-01-30 Yuhang Liu , Zhen Zhang , Dong Gong , Erdun Gao , Biwei Huang , Mingming Gong , Anton van den Hengel , Kun Zhang , Javen Qinfeng Shi

This paper addresses the problem of learning the impulse responses characterizing forward models by means of a regularized kernel-based Prediction Error Method (PEM). The common approach to accomplish that is to approximate the system with…

Optimization and Control · Mathematics 2024-09-20 Giulio Fattore , Marco Peruzzo , Giacomo Sartori , Mattia Zorzi

We develop TwinKernel methods for nonparametric estimation of intensity functions of point processes. Building on the general TwinKernel framework and combining it with martingale techniques for counting processes, we construct estimators…

Statistics Theory · Mathematics 2025-12-12 Jocelyn Nembé

We present a constraint-based algorithm for learning causal structures from observational time-series data, in the presence of latent confounders. We assume a discrete-time, stationary structural vector autoregressive process, with both…

Artificial Intelligence · Computer Science 2023-06-02 Raanan Y. Rohekar , Shami Nisimov , Yaniv Gurwicz , Gal Novik
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