Caio Peixoto

Nonparametric Instrumental Variable Regression through Stochastic Approximate Gradients

Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of Two-Stage Least Squares and on minimax formulations derived fro…