Saved in:
Bibliographic Details
Main Authors: Wang, Yunfeng, Zhang, Zhiheng, Gao, Zijun
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2606.00847
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866916070750683136
author Wang, Yunfeng
Zhang, Zhiheng
Gao, Zijun
author_facet Wang, Yunfeng
Zhang, Zhiheng
Gao, Zijun
contents Partial identification provides informative causal guarantees when point identification is impossible, but existing approaches based on optimal transport (OT) become computationally and statistically intractable in high-dimensional settings. This limitation is particularly severe when both potential outcomes and confounders are high-dimensional, where classical OT-based bounds suffer from the curse of dimensionality and unfavorable convergence rates. To address this challenge, we propose a novel estimator that decomposes the transport problem into a low-dimensional signal subspace and a high-dimensional residual subspace. Unlike existing projection-based methods that discard residual information, we recover the residual transport energy using the Sliced Wasserstein distance, which is computationally efficient and robust to high dimensions. We establish interpretable conditions controlling the approximation gap based on residual structure and provide a data-driven rule for signal dimension selection. Empirical results show that our estimator consistently outperforms projection-only baselines by recovering lost transport energy, yielding more informative causal bounds while remaining computationally tractable in high dimensions.
format Preprint
id arxiv_https___arxiv_org_abs_2606_00847
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Partial Identification under High-Dimensional Potential Outcomes and Confounders via Optimal Transport
Wang, Yunfeng
Zhang, Zhiheng
Gao, Zijun
Methodology
Partial identification provides informative causal guarantees when point identification is impossible, but existing approaches based on optimal transport (OT) become computationally and statistically intractable in high-dimensional settings. This limitation is particularly severe when both potential outcomes and confounders are high-dimensional, where classical OT-based bounds suffer from the curse of dimensionality and unfavorable convergence rates. To address this challenge, we propose a novel estimator that decomposes the transport problem into a low-dimensional signal subspace and a high-dimensional residual subspace. Unlike existing projection-based methods that discard residual information, we recover the residual transport energy using the Sliced Wasserstein distance, which is computationally efficient and robust to high dimensions. We establish interpretable conditions controlling the approximation gap based on residual structure and provide a data-driven rule for signal dimension selection. Empirical results show that our estimator consistently outperforms projection-only baselines by recovering lost transport energy, yielding more informative causal bounds while remaining computationally tractable in high dimensions.
title Partial Identification under High-Dimensional Potential Outcomes and Confounders via Optimal Transport
topic Methodology
url https://arxiv.org/abs/2606.00847