We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient, root-n rate estimators and corresponding confidence sets. These estimators correspond to generalizations of cross-fitted one-step estimators based on Hilbert-valued efficient influence functions. We give theoretical guarantees even when arbitrary estimators of nuisance functions are used, including those based on machine learning techniques. We show that these results naturally extend to Hilbert spaces that lack a reproducing kernel, as long as the parameter has an efficient influence function. However, we also uncover the unfortunate fact that, when there is no reproducing kernel, many interesting parameters fail to have an efficient influence function, even though they are pathwise differentiable. To handle these cases, we propose a regularized one-step estimator and associated confidence sets. We also show that pathwise differentiability, which is a central requirement of our approach, holds in many cases. Specifically, we provide multiple examples of pathwise differentiable parameters and develop corresponding estimators and confidence sets. Among these examples, four are particularly relevant to ongoing research by the causal inference community: the counterfactual density function, dose-response function, conditional average treatment effect function, and counterfactual kernel mean embedding.
翻译:我们提出了平滑希尔伯特向量参数的估计器,其中平滑性由一条路径导数条件来描述。当参数空间为再生核希尔伯特空间时,我们提供了一种获得高效的根号n速率估计器和相应置信集的方法。这些估计器对应于基于希尔伯特值有效影响函数的交叉适合一步估计器的推广。即使使用任意的干扰函数估计器,包括基于机器学习技术的估计器,我们也给出了理论保证。我们表明,即使参数空间没有再生核,这些结果自然扩展到缺少再生核的希尔伯特空间,只要参数具有有效的影响函数。然而,我们也发现,当没有再生核时,许多有趣的参数无法具有有效的影响函数,即使它们在路径上是可导的。为了处理这些情况,我们提出了一种正则化的一步估计器和相关的置信集。我们还表明,我们方法的中心要求——路径上的可微性,在许多情况下成立。具体而言,我们提供了多个路径上可微的参数示例,并开发了相应的估计器和置信集。在这些示例中,有四个与因果推断社区的持续研究特别相关:反事实密度函数、剂量反应函数、条件平均处理效应函数和反事实核均值嵌入。