Wenjing Yang

h-index9
2papers
1,484citations

2 Papers

1.7MLJan 1
Detecting Unobserved Confounders: A Kernelized Regression Approach

Yikai Chen, Yunxin Mao, Chunyuan Zheng et al.

Detecting unobserved confounders is crucial for reliable causal inference in observational studies. Existing methods require either linearity assumptions or multiple heterogeneous environments, limiting applicability to nonlinear single-environment settings. To bridge this gap, we propose Kernel Regression Confounder Detection (KRCD), a novel method for detecting unobserved confounding in nonlinear observational data under single-environment conditions. KRCD leverages reproducing kernel Hilbert spaces to model complex dependencies. By comparing standard and higherorder kernel regressions, we derive a test statistic whose significant deviation from zero indicates unobserved confounding. Theoretically, we prove two key results: First, in infinite samples, regression coefficients coincide if and only if no unobserved confounders exist. Second, finite-sample differences converge to zero-mean Gaussian distributions with tractable variance. Extensive experiments on synthetic benchmarks and the Twins dataset demonstrate that KRCD not only outperforms existing baselines but also achieves superior computational efficiency.

2.6LGOct 25, 2024
Golden Ratio-Based Sufficient Dimension Reduction

Wenjing Yang, Yuhong Yang

Many machine learning applications deal with high dimensional data. To make computations feasible and learning more efficient, it is often desirable to reduce the dimensionality of the input variables by finding linear combinations of the predictors that can retain as much original information as possible in the relationship between the response and the original predictors. We propose a neural network based sufficient dimension reduction method that not only identifies the structural dimension effectively, but also estimates the central space well. It takes advantages of approximation capabilities of neural networks for functions in Barron classes and leads to reduced computation cost compared to other dimension reduction methods in the literature. Additionally, the framework can be extended to fit practical dimension reduction, making the methodology more applicable in practical settings.