asymptotically consistent estimate
Reviews: Causal Regularization
Reasons for score: ---------------------- Lack of clarity regarding some of the main theoretical and empirical results (see detailed comments and improvements for details). Assuming the authors address these points of clarification, my main concern is that the analyses that the authors present does not provide a practical method that practitioners can use: if I am understanding correctly, the conclusion is regularization might somewhat reduce the effects of confounding. But the authors do not provide a way to do sensitivity analysis to check how much confounding still exists or what to do about it; or what assumptions are required for their method to completely identify the causal estimands. Detailed comments: ------------------ Regarding the theory: - Some of my confusion arises from the fact that I do not fully understand what the authors mean by a "mixing matrix" and \ell "sources". I assumed that it is a random matrix based on their experimental setup where is drawn from a gaussian distribution.