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Antoine Moulin

7 accepted papers

2026

Outcome-Aware Spectral Feature Learning for Instrumental Variable Regression

ICML 2026poster

We address the problem of causal effect estimation in the presence of hidden confounders using nonparametric instrumental variable (IV) regression. An established approach is to use estimators based on learned \emph{spectral features}, that is, features spanning the top singular subspaces of the ope…

Cited by 0SourceScholar
2026

QEDBench: Quantifying the Alignment Gap in Automated Evaluation of University-Level Mathematical Proofs

ICML 2026poster

As Large Language Models (LLMs) saturate elementary benchmarks, the research frontier has shifted from generation to the reliability of automated evaluation. We demonstrate that standard "LLM-as-a-Judge" protocols suffer from a systematic evaluation Alignment Gap when applied to upper-undergraduate …

Cited by 0SourceScholar
2025

Demystifying Spectral Feature Learning for Instrumental Variable Regression

NeurIPS 2025poster

We address the problem of causal effect estimation in the presence of hidden confounders, using nonparametric instrumental variable (IV) regression. A leading strategy employs \emph{spectral features} - that is, learned features spanning the top eigensubspaces of the operator linking treatments to i…

Cited by 0SourceScholar
2025

Offline imitation learning in $Q^\pi$-realizable MDPs without expert realizability

NeurIPS 2025poster

We study the problem of offline imitation learning in Markov decision processes (MDPs), where the goal is to learn a well-performing policy given a dataset of state-action pairs generated by an expert policy. Complementing a recent line of work on this topic that assumes that the expert policy belon…

Cited by 0SourceScholar
2025

Spectral Representation for Causal Estimation with Hidden Confounders

AISTATS 2025poster

We study the problem of causal effect estimation in the presence of unobserved confounders, focusing on two settings: instrumental variable (IV) regression with additional observed confounders, and proxy causal learning. Our approach uses a singular value decomposition of a conditional expectation o…

Cited by 0SourcecodeScholar
2025

When Lower-Order Terms Dominate: Adaptive Expert Algorithms for Heavy-Tailed Losses

NeurIPS 2025poster

We consider the problem setting of prediction with expert advice with possibly heavy-tailed losses, i.e.\ the only assumption on the losses is an upper bound on their second moments, denoted by $\theta$. We develop adaptive algorithms that do not require any prior knowledge about the range or the se…

Cited by 0SourceScholar