4 papers
Nonparametric Instrumental Variable Regression with Observed Covariates
Zikai Shen, Zonghao Chen, Dimitri Meunier +3
We study the problem of nonparametric instrumental variable regression with observed covariates, which we refer to as NPIV-O. Compared with standard nonparametric instrumental vari…
Demystifying Spectral Feature Learning for Instrumental Variable Regression
Dimitri Meunier, Antoine Moulin, Jakub Wornbard +2
We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs spec…
Regularized least squares learning with heavy-tailed noise is minimax optimal
Mattes Mollenhauer, Nicole Mücke, Dimitri Meunier +1
This paper examines the performance of ridge regression in reproducing kernel Hilbert spaces in the presence of noise that exhibits a finite number of higher moments. We establish…
Optimality and Adaptivity of Deep Neural Features for Instrumental Variable Regression
Juno Kim, Dimitri Meunier, Arthur Gretton +2
We provide a convergence analysis of deep feature instrumental variable (DFIV) regression (Xu et al., 2021), a nonparametric approach to IV regression using data-adaptive features…