Learning Causal Models from Conditional Moment Restrictions by Importance Weighting
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Abstract (arXiv)
We consider learning causal relationships under conditional moment restrictions. Unlike causal inference under unconditional moment restrictions, conditional moment restrictions pose serious challenges for causal inference, especially in high-dimensional settings. To address this issue, we propose a method that transforms conditional moment restrictions to unconditional moment restrictions through importance weighting, using a conditional density ratio estimator. Using this transformation, we successfully estimate nonparametric functions defined under conditional moment restrictions. Our proposed framework is general and can be applied to a wide range of methods, including neural networks. We analyze the estimation error, providing theoretical support for our proposed method. In experiments, we confirm the soundness of our proposed method.
Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 12 of its 65 references that are in the map. First posted on arXiv 3 Aug 2021.
Builds on
12 of 65 references.
References · 12
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- 2019Deep Generalized Method of Moments for Instrumental Variable Analysiscited by 88
- 2020Minimax Estimation of Conditional Moment Modelscited by 83
- 2020Learning Deep Features in Instrumental Variable Regressioncited by 65
- 2020Non-Negative Bregman Divergence Minimization for Deep Direct Density Ratio Estimationcited by 43
- 2021Deep Proxy Causal Learning and its Application to Confounded Bandit Policy Evaluationcited by 39
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Citing papers per year: 2022: 2; 2023: 2; 2024: 1; 2025: 1; 2026: 1.
7 papers.
- 2022Deep Learning Methods for Proximal Inference via Maximum Moment Restrictioncited by 13
- 2023Minimax Instrumental Variable Regression and L2 Convergence Guarantees without Identification or Closednesscited by 13
- 2022Spectral Representation Learning for Conditional Moment Modelscited by 12
- 2023Source Condition Double Robust Inference on Functionals of Inverse Problemscited by 8
- 2024Regularized DeepIV with Model Selectioncited by 6
- 2025Direct Debiased Machine Learning via Bregman Divergence Minimizationcited by 5
- 2026Conformal Prediction for Nonparametric Instrumental Regressioncited by 0
- 2026Conformal Prediction for Nonparametric Instrumental Regression26 Mar 2026
- 2025Direct Debiased Machine Learning via Bregman Divergence Minimization27 Oct 2025
- 2024Regularized DeepIV with Model Selection7 Mar 2024
- 2023Source Condition Double Robust Inference on Functionals of Inverse Problems25 Jul 2023
- 2023Minimax Instrumental Variable Regression and L2 Convergence Guarantees without Identification or Closedness10 Feb 2023
- 2022Spectral Representation Learning for Conditional Moment Models29 Oct 2022
- 2022Deep Learning Methods for Proximal Inference via Maximum Moment Restriction19 May 2022