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

Rahul Singh, Liyuan Xu, Arthur Gretton

arXiv 6 Nov 2021 · Statistics — Methodology · publishedBernoulli (2025) · 2 citations (OpenAlex)

arXiv:2111.03950 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We 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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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Singh, R., Xu, L., and Gretton, A (2024) Supplement to “sequential kernel embedding for mediated and time-varying dose response curves” self1.000266100%
2Robins, J. M (1986) A new approach to causal inference in mortality studies with a sustained exposure period—application to control of the healthy w…1.00063100%
3Huber, M., Hsu, Y.-C., Lee, Y.-Y., and Lettry, L (2020) Direct and indirect effects of continuous treatments based on generalized propensity score weighting0.9209478%
4Fischer, S. and Steinwart, I (2020) Sobolev norm learning rates for regularized least-squares algorithms0.8749667%
5Robins, J. M. and Greenland, S (1992) Identifiability and exchangeability for direct and indirect effects0.87452100%
6Schochet, P. Z., Burghardt, J., and McConnell, S (2008) Does Job Corps work? Impact findings from the national Job Corps study0.8434475%
7Caponnetto, A. and De Vito, E (2007) Optimal rates for the regularized least-squares algorithm0.8434375%
8Lewis, G. and Syrgkanis, V (2021) Double/debiased machine learning for dynamic treatment effects0.8435360%
9Newey, W. K (1994) The asymptotic variance of semiparametric estimators0.84333100%
10Vanvan der Vaart, A (1991) On differentiable functionals0.84333100%

Showing the top 10 of 76 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Kernel methods for long term dose response curves0.40511