Gaussian mixture models (GMMs) are fundamental to machine learning due to their flexibility as approximating densities. However, uncertainty quantification of GMMs remains a challenge as differential entropy lacks a closed form.

Learning modular object-centric representations is crucial for systematic generalization.

Neural Information Processing Systems http://nips.cc/

We study the problem of estimating causal effects under hidden confounding in the following unpaired data setting: we observe some covariates $X$ and an outcome $Y$ under different experimental conditions (environments) but do not observe them jointly; we either observe $X$ or $Y$. Under appropriate regularity conditions, the problem can be cast as an instrumental variable (IV) regression with the environment acting as a (possibly high-dimensional) instrument. When there are many environments but only a few observations per environment, standard two-sample IV estimators fail to be consistent. We propose a GMM-type estimator based on cross-fold sample splitting of the instrument-covariate sample and prove that it is consistent as the number of environments grows but the sample size per environment remains constant. We further extend the method to sparse causal effects via $\ell_1$-regularized estimation and post-selection refitting.