Non-parametric Instrumental Variable (NPIV) Estimation on NPIV fractional Brownian kernel
0.028RMSEPerturbative NPIV
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Perturbative NPIVbeta=1.3, d=204, n=80, gamma=best among {0.4, 0.6, 0.8, 0.99}2026.05 | 0.028 | 99.3 | |
| Perturbative NPIVbeta=1.0, d=60, n=80, gamma=best among {0.4, 0.6, 0.8, 0.99}2026.05 | 0.108 | 93.5 | |
| Perturbative NPIVbeta=0.7, d=17, n=80, gamma=best among {0.4, 0.6, 0.8, 0.99}2026.05 | 0.124 | 67.5 | |
| Perturbative NPIVbeta=1.5, d=464, n=80, gamma=best among {0.4, 0.6, 0.8, 0.99}2026.05 | 0.136 | 98.8 | |
| Order 0 (Kernel Ridge Regression)beta=0.5, d=7, n=802026.05 | 0.173 | — | |
| Perturbative NPIVbeta=0.5, d=7, n=80, gamma=best among {0.4, 0.6, 0.8, 0.99}2026.05 | 0.182 | 5.2 | |
| Order 0 (Kernel Ridge Regression)beta=0.3, d=3, n=802026.05 | 0.235 | — | |
| Perturbative NPIVbeta=0.3, d=3, n=80, gamma=best among {0.4, 0.6, 0.8, 0.99}2026.05 | 0.238 | 1.2 | |
| Order 0 (Kernel Ridge Regression)beta=0.7, d=17, n=802026.05 | 0.382 | — | |
| Order 0 (Kernel Ridge Regression)beta=1.0, d=60, n=802026.05 | 1.654 | — | |
| Order 0 (Kernel Ridge Regression)beta=1.3, d=204, n=802026.05 | 3.766 | — | |
| Order 0 (Kernel Ridge Regression)beta=1.5, d=464, n=802026.05 | 11.52 | — |