Title
Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restriction
Abstract
We address the problem of causal effect estimation in the presence of unobserved confounding, but where proxies for the latent confounder(s) are observed. We propose two kernel-based methods for nonlinear causal effect estimation in this setting: (a) a two-stage regression approach, and (b) a maximum moment restriction approach. We focus on the proximal causal learning setting, but our methods can be used to solve a wider class of inverse problems characterised by a Fredholm integral equation. In particular, we provide a unifying view of two-stage and moment restriction approaches for solving this problem in a nonlinear setting. We provide consistency guarantees for each algorithm, and demonstrate that these approaches achieve competitive results on synthetic data and data simulating a real-world task. In particular, our approach outperforms earlier methods that are not suited to leveraging proxy variables.
Year
Venue
DocType
2021
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139
Conference
Volume
ISSN
Citations 
139
2640-3498
0
PageRank 
References 
Authors
0.34
0
8
Name
Order
Citations
PageRank
Afsaneh Mastouri100.34
Yuchen Zhu200.34
Limor Gultchin301.35
Anna Korba433.42
Ricardo Bezerra de Andrade e Silva510924.56
Matt J. Kusner627918.55
Arthur Gretton73638226.18
Krikamol Muandet821117.10