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Instrumental Variables in Continuous-Time Stochastic Processes

arXiv机器学习 2026-11-05 17:03 9 阅读 查看原文

Causal questions often arise in systems that evolve in continuous time. While instrumental variable (IV) methods provide a principled approach to identify causal effects in static or discrete-time settings, even in the presence of unobserved confounding, they do not yet extend to continuous-time dynamics.

In this work,