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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

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

Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an…

Machine Learning · Computer Science 2019-09-15 Zhitang Chen , Shengyu Zhu , Yue Liu , Tim Tse

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Causal inference is to estimate the causal effect in a causal relationship when intervention is applied. Precisely, in a causal model with binary interventions, i.e., control and treatment, the causal effect is simply the difference between…

Machine Learning · Computer Science 2022-07-19 Zhenyu Lu , Yurong Cheng , Mingjun Zhong , George Stoian , Ye Yuan , Guoren Wang

Instrumental variable methods are widely used for inferring the causal effect in the presence of unmeasured confounders. Existing instrumental variable methods for nonlinear outcome models require stringent identifiability conditions. This…

Methodology · Statistics 2022-07-01 Sai Li , Zijian Guo

Kernel embeddings have emerged as a powerful tool for representing probability measures in a variety of statistical inference problems. By mapping probability measures into a reproducing kernel Hilbert space (RKHS), kernel embeddings enable…

Machine Learning · Statistics 2024-10-31 Dino Sejdinovic

Missing exposure information is a very common feature of many observational studies. Here we study identifiability and efficient estimation of causal effects on vector outcomes, in such cases where treatment is unconfounded but partially…

Methodology · Statistics 2020-02-04 Edward H. Kennedy

Measurement error can often be harmful when estimating causal effects. Two scenarios in which this is the case are in the estimation of (a) the average treatment effect when confounders are measured with error and (b) the natural indirect…

Methodology · Statistics 2024-06-04 Caleb H. Miles , Linda Valeri , Brent Coull

The discovery of causal relationships in a set of random variables is a fundamental objective of science and has also recently been argued as being an essential component towards real machine intelligence. One class of causal discovery…

Machine Learning · Statistics 2024-02-01 Tim Tse , Zhitang Chen , Shengyu Zhu , Yue Liu

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh

Instrumental variable methods are among the most commonly used causal inference approaches to deal with unmeasured confounders in observational studies. The presence of invalid instruments is the primary concern for practical applications,…

Methodology · Statistics 2023-04-18 Zijian Guo

This paper addresses the problem of measurement errors in causal inference and highlights several algebraic and graphical methods for eliminating systematic bias induced by such errors. In particulars, the paper discusses the control of…

Methodology · Statistics 2012-03-19 Judea Pearl

We propose estimators based on kernel ridge regression for nonparametric causal functions such as dose, heterogeneous, and incremental response curves. Treatment and covariates may be discrete or continuous in general spaces. Due to a…

Econometrics · Economics 2022-10-25 Rahul Singh , Liyuan Xu , Arthur Gretton

In this paper, we discuss causal inference on the efficacy of a treatment or medication on a time-to-event outcome with competing risks. Although the treatment group can be randomized, there can be confoundings between the compliance and…

Methodology · Statistics 2016-12-06 Cheng Zheng , Ran Dai , Parameswaran Hari , Mei-Jie Zhang

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

Discovering the causal structure among a set of variables is a fundamental problem in many areas of science. In this paper, we propose Kernel Conditional Deviance for Causal Inference (KCDC) a fully nonparametric causal discovery method…

Machine Learning · Computer Science 2018-04-13 Jovana Mitrovic , Dino Sejdinovic , Yee Whye Teh

One obstacle to ``elevating" correlation to causation is the phenomenon of confounding, i.e., when a correlation between two variables exists because both variables are in fact caused by a third variable. The situation where the confounders…

Applications · Statistics 2025-06-24 Caren Marzban , Yikun Zhang , Nicholas Bond , Michael Richman

This paper investigates the finite sample performance of a range of parametric, semi-parametric, and non-parametric instrumental variable estimators when controlling for a fixed set of covariates to evaluate the local average treatment…

Econometrics · Economics 2022-12-15 Hugo Bodory , Martin Huber , Michael Lechner

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
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