Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves

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Tác giả: Arthur Gretton, Rahul Singh, Liyuan Xu

Ngôn ngữ: eng

Ký hiệu phân loại: 512.5 Linear algebra

Thông tin xuất bản: 2021

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Bộ sưu tập: Metadata

ID: 168169

Comment: Material in this draft previously appeared in a working paper presented at the 2020 NeurIPS Workshop on ML for Economic Policy (arXiv:2010.04855v1). We have divided the original working paper (arXiv:2010.04855v1) into two projects: one paper focusing on time-fixed settings (arXiv:2010.04855) and this paper focusing on time-varying settingsWe propose simple nonparametric estimators for mediated and time-varying dose response curves based on kernel ridge regression. By embedding Pearl's mediation formula and Robins' g-formula with kernels, we allow treatments, mediators, and covariates to be continuous in general spaces, and also allow for nonlinear treatment-confounder feedback. Our key innovation is a reproducing kernel Hilbert space technique called sequential kernel embedding, which we use to construct simple estimators that account for complex feedback. Our estimators preserve the generality of classic identification while also achieving nonasymptotic uniform rates. In nonlinear simulations with many covariates, we demonstrate strong performance. We estimate mediated and time-varying dose response curves of the US Job Corps, and clean data that may serve as a benchmark in future work. We extend our results to mediated and time-varying treatment effects and counterfactual distributions, verifying semiparametric efficiency and weak convergence.
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