mlsanityData to 7 Oct 2026

Deep Generalized Method of Moments for Instrumental Variable Analysis

arXiv 1905.12495 ↗First posted 29 May 2019stat.ML cs.LG econ.EMcited by 88

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Abstract (arXiv)

Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are significantly impeded when the causal effects are complex, the instruments are high-dimensional, and/or the treatment is high-dimensional. In this paper, we propose the DeepGMM algorithm to overcome this. Our algorithm is based on a new variational reformulation of GMM with optimal inverse-covariance weighting that allows us to efficiently control very many moment conditions. We further develop practical techniques for optimization and model selection that make it particularly successful in practice. Our algorithm is also computationally tractable and can handle large-scale datasets. Numerical results show our algorithm matches the performance of the best tuned methods in standard settings and continues to work in high-dimensional settings where even recent methods break.

Key facts. Cited by 88 papers in the map (data through 7 Oct 2026). First posted on arXiv 29 May 2019.

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Citing papers per year: 2020: 1; 2021: 15; 2022: 21; 2023: 15; 2024: 15; 2025: 11; 2026: 10.

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  1. 2022Amortized Inference for Causal Structure Learningcited by 89
  2. 2021Proximal Causal Learning with Kernels: Two-Stage Estimation and Moment Restrictioncited by 54
  3. 2021Causal Inference Under Unmeasured Confounding With Negative Controls: A Minimax Learning Approachcited by 43
  4. 2021Deep Proxy Causal Learning and its Application to Confounded Bandit Policy Evaluationcited by 39
  5. 2021Instrumental Variable Value Iteration for Causal Offline Reinforcement Learningcited by 35
  6. 2025Foundation Models for Causal Inference via Prior-Data Fitted Networkscited by 30
  7. 2022Long-term Causal Inference Under Persistent Confounding via Data Combinationcited by 27
  8. 2022Stochastic Causal Programming for Bounding Treatment Effectscited by 25
  9. 2023Sharp Bounds for Generalized Causal Sensitivity Analysiscited by 24
  10. 2021On Instrumental Variable Regression for Deep Offline Policy Evaluationcited by 22
  11. 2021Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inferencecited by 20
  12. 2021DoWhy: Addressing Challenges in Expressing and Validating Causal Assumptionscited by 20
38 more
  1. 2022Future-Dependent Value-Based Off-Policy Evaluation in POMDPscited by 20
  2. 2022Data-Driven Causal Effect Estimation Based on Graphical Causal Modelling: A Surveycited by 19
  3. 2021Auto IV: Counterfactual Prediction via Automatic Instrumental Variable Decompositioncited by 18
  4. 2022Exploiting Independent Instruments: Identification and Distribution Generalizationcited by 18
  5. 2022Robust and Agnostic Learning of Conditional Distributional Treatment Effectscited by 18
  6. 2023Demystifying Causal Features on Adversarial Examples and Causal Inoculation for Robust Network by Adversarial Instrumental Variable Regressioncited by 18
  7. 2022Estimating individual treatment effects under unobserved confounding using binary instrumentscited by 17
  8. 2023Causal Inference with Conditional Front-Door Adjustment and Identifiable Variational Autoencodercited by 17
  9. 2023Reliable Off-Policy Learning for Dosage Combinationscited by 15
  10. 2022Deep Learning Methods for Proximal Inference via Maximum Moment Restrictioncited by 13
  11. 2023Minimax Instrumental Variable Regression and L2 Convergence Guarantees without Identification or Closednesscited by 13
  12. 2022Inference on Strongly Identified Functionals of Weakly Identified Functionscited by 12
  13. 2022Spectral Representation Learning for Conditional Moment Modelscited by 12
  14. 2024Spectral Representation for Causal Estimation with Hidden Confounderscited by 12
  15. 2022Instrumental Variables in Causal Inference and Machine Learning: A Surveycited by 10
  16. 2023Falsification of Internal and External Validity in Observational Studies via Conditional Moment Restrictionscited by 10
  17. 2022Identifiability of Sparse Causal Effects using Instrumental Variablescited by 9
  18. 2022Causal Inference with Treatment Measurement Error: A Nonparametric Instrumental Variable Approachcited by 9
  19. 2020Efficient Evaluation of Natural Stochastic Policies in Offline Reinforcement Learningcited by 8
  20. 2022Functional Generalized Empirical Likelihood Estimation for Conditional Moment Restrictionscited by 8
  21. 2023Source Condition Double Robust Inference on Functionals of Inverse Problemscited by 8
  22. 2023Conditional Instrumental Variable Regression with Representation Learning for Causal Inferencecited by 8
  23. 2021Learning Causal Models from Conditional Moment Restrictions by Importance Weightingcited by 7
  24. 2021Instrumental Variable-Driven Domain Generalization with Unobserved Confounderscited by 7
  25. 2023Stochastic Online Instrumental Variable Regression: Regrets for Endogeneity and Bandit Feedbackcited by 7
  26. 2024Nonparametric Instrumental Regression via Kernel Methods is Minimax Optimalcited by 7
  27. 2022Fast Instrument Learning with Faster Ratescited by 6
  28. 2022Constructing unbiased gradient estimators with finite variance for conditional stochastic optimizationcited by 6
  29. 2022Causal Inference with Conditional Instruments using Deep Generative Modelscited by 6
  30. 2024Nonparametric Instrumental Variable Regression through Stochastic Approximate Gradientscited by 6
  31. 2024Disentangled Representation Learning for Causal Inference with Instrumentscited by 6
  32. 2022Learning Instrumental Variable from Data Fusion for Treatment Effect Estimationcited by 5
  33. 2023Estimation Beyond Data Reweighting: Kernel Method of Momentscited by 5
  34. 2024Learning Decision Policies with Instrumental Variables through Double Machine Learningcited by 5
  35. 2021Causal Gradient Boosting: Boosted Instrumental Variable Regressioncited by 4
  36. 2023Sequential Underspecified Instrument Selection for Cause-Effect Estimationcited by 4
  37. 2023A Look into Causal Effects under Entangled Treatment in Graphs: Investigating the Impact of Contact on MRSA Infectioncited by 4
  38. 2024Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Datacited by 4

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