# Conditional Diffusion for Nonparametric Instrumental Variable Quantile Regression

arXiv: https://arxiv.org/abs/2608.08204 · HTML: https://mlsanity.com/paper/2608.08204/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 8 of its 31 references that are in the map.
- First posted on arXiv 8 Aug 2026.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 8 of 8)

- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Unveil Conditional Diffusion Models with Classifier-free Guidance: A Sharp Statistical Theory](https://mlsanity.com/paper/2403.11968/) (2024)
- [Quantile regression with deep ReLU Networks: Estimators and minimax rates](https://mlsanity.com/paper/2010.08236/) (2020)
- [Distribution Approximation and Statistical Estimation Guarantees of Generative Adversarial Networks](https://mlsanity.com/paper/2002.03938/) (2020)
- [Smoothed estimating equations for instrumental variables quantile regression](https://mlsanity.com/paper/1609.09033/) (2016)
- [Model Free Prediction with Uncertainty Assessment](https://mlsanity.com/paper/2405.12684/) (2024)
- [Smoothed instrumental variables quantile regression](https://mlsanity.com/paper/2310.09013/) (2023)

## Abstract (arXiv)

This work proposes deep nonparametric Instrumental variable quantile regression (IVQR), a two-stage estimator that combines conditional diffusion modeling with a kernel-smoothed conditional moment formulation. In the first stage, we estimate the joint conditional distribution of the outcome and endogenous covariates given the instrument using a variance-preserving conditional diffusion model. In the second stage, we approximate the conditional moment operator through Monte Carlo sampling and a kernel-smoothed surrogate for the indicator function, and then estimate the structural quantile function by empirical risk minimization over deep neural networks. We establish an excess-risk bound for the proposed estimator and derive end-to-end total variation guarantees for the conditional diffusion model under unbounded support, explicitly accounting for score estimation, early stopping, and discretization errors. Our theory is developed under a polynomial-tail envelope on the data distribution and degenerates continuously to the exponential setting: as the tail index grows, the obtained excess-risk rate converges to the minimax-optimal rate of nonparametric regression, thus our heavy-tailed theory covers the classical light-tailed nonparametric guarantees as a limiting case. Simulation studies and a real-data application demonstrate that the proposed method outperforms existing nonparametric IVQR approaches, with gains that become increasingly pronounced as the dimensionality of the covariates and instruments increases.