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News/Nonparametric Instrumental Regression via Kernel Methods is Minimax Optimal
arxiv
PublishedApril 9, 2026 at 4:00 AM

Nonparametric Instrumental Regression via Kernel Methods is Minimax Optimal

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arXiv:2411.19653v2 Announce Type: replace-cross Abstract: We study the kernel instrumental variable (KIV) algorithm, a kernel-based two-stage least-squares method for nonparametric instrumental variable regression. We provide a convergence analysis covering both identified and non-identified regimes

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