Conformal Prediction for Nonparametric Instrumental Regression

2026-03-26 · Masahiro Kato arxiv

We propose a method for constructing distribution-free prediction intervals in nonparametric instrumental variable regression (NPIV), with finite-sample coverage guarantees. Building on the conditional guarantee framework in conformal inference, we reformulate conditional coverage as marginal coverage over a class of IV shifts $\mathcal{F}$. Our method can be combined with any NPIV estimator, including sieve 2SLS and other machine-learning-based NPIV methods such as neural networks minimax approaches. Our theoretical analysis establishes distribution-free, finite-sample coverage over a practitioner-chosen class of IV shifts.

📄 PDF Abstract BibTeX arXiv:2603.25509

Code (0)

등록된 구현이 없습니다.

Nonparametric Quantile Regression: Non-Crossing Constraints and Conformal Prediction

2022-10-18 · Wenlu Tang, Guohao Shen, Yuanyuan Lin, Jian Huang

We propose a nonparametric quantile regression method using deep neural networks with a rectified linear unit penalty function to avoid quantile crossing. This penalty function is computationally feasible for enforcing n…

Conformal Prediction Prediction Prediction Intervals quantile regression+1

Conformal Prediction for Dyadic Regression Under Complex Missingness

2026-06-09 · Robert Lunde, Minjie Yang, Elizaveta Levina, Ji Zhu arxiv

We develop a framework for conformal prediction in dyadic regression problems under complex missingness mechanisms. At the theoretical level, we develop general technical tools for establishing finite-sample validity of …

Kernel Instrumental Variable Regression

2019-06-01 · NeurIPS 2019 12 · Rahul Singh, Maneesh Sahani, Arthur Gretton

Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified i…

regression

Nonparametric Instrumental Variable Regression with Observed Covariates

2025-11-24 · Zikai Shen, Zonghao Chen, Dimitri Meunier, Ingo Steinwart 외 arxiv

We study the problem of nonparametric instrumental variable regression with observed covariates, which we refer to as NPIV-O. Compared with standard nonparametric instrumental variable regression (NPIV), the additional o…

Causal Inference

Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables

2024-03-17 · Kirill S. Evdokimov, Andrei Zeleneev

This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximatio…