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arXiv cs.LG·

Perturbative methods for non-parametric instrumental variable

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In three linesPerturbative approach for nonparametric instrumental variable (NPIV) estimation inspired by perturbation theory in physics. Extends kernel ridge methods with systematic higher-order corrections. Reduces prediction error by up to 99% in high-dimensional ill-defined cases (β > 0.7) compared to standard ridge regression.
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