The No Unmeasured Confounding Assumption is widely used to identify causal effects in observational studies. Recent work on proximal inference has provided alternative identification results that succeed even in the presence of unobserved confounders, provided that one has measured a sufficiently rich set of proxy variables, satisfying specific structural conditions. However, proximal inference requires solving an ill-posed integral equation. Previous approaches have used a variety of machine learning techniques to estimate a solution to this integral equation, commonly referred to as the bridge function. However, prior work has often been limited by relying on pre-specified kernel functions, which are not data adaptive and struggle to scale to large datasets. In this work, we introduce a flexible and scalable method based on a deep neural network to estimate causal effects in the presence of unmeasured confounding using proximal inference. Our method achieves state of the art performance on two well-established proximal inference benchmarks. Finally, we provide theoretical consistency guarantees for our method.

A Minkowskian physics-informed neural network approach (M--PINN) is formulated to solve the Dyson--Schwinger integral equations (DSE) of quantum electrodynamics (QED) directly in Minkowski spacetime. Our novel strategy merges two complementary approaches: (i) a dispersive solver based on Lehmann representations and subtracted dispersion relations, and (ii) a M--PINN that learns the fermion mass function $B(p^2)$, under the same truncation and renormalization configuration (quenched, rainbow, Landau gauge) with the loss integrating the DSE residual with multi--scale regularization, and monotonicity/smoothing penalties in the spacelike branch in the same way as in our previous work in Euclidean space. The benchmarks show quantitative agreement from the infrared (IR) to the ultraviolet (UV) scales in both on-shell and momentum-subtraction schemes. In this controlled setting, our M--PINN reproduces the dispersive solution whilst remaining computationally compact and differentiable, paving the way for extensions with realistic vertices, unquenching effects, and uncertainty-aware variants.

Inferring causal relationships between variable pairs in the observational study is crucial but challenging, due to the presence of unmeasured confounding. While previous methods employed the negative controls to adjust for the confounding bias, they were either restricted to the discrete setting (i.e., all variables are discrete) or relied on strong assumptions for identification. To address these problems, we develop a general nonparametric approach that accommodates both discrete and continuous settings for testing causal hypothesis under unmeasured confounders. By using only a single negative control outcome (NCO), we establish a new identification result based on a newly proposed integral equation that links the outcome and NCO, requiring only the completeness and mild regularity conditions. We then propose a kernel-based testing procedure that is more efficient than existing moment-restriction methods. We derive the asymptotic level and power properties for our tests. Furthermore, we examine cases where our procedure using only NCO fails to achieve identification, and introduce a new procedure that incorporates a negative control exposure (NCE) to restore identifiability. We demonstrate the effectiveness of our approach through extensive simulations and real-world data from the Intensive Care Data and World Values Survey.

The representer theorem is a cornerstone of kernel methods, which aim to estimate latent functions in reproducing kernel Hilbert spaces (RKHSs) in a nonparametric manner. Its significance lies in converting inherently infinite-dimensional optimization problems into finite-dimensional ones over dual coefficients, thereby enabling practical and computationally tractable algorithms. In this paper, we address the problem of estimating the latent triggering kernels--functions that encode the interaction structure between events--for linear multivariate Hawkes processes based on observed event sequences within an RKHS framework. We show that, under the principle of penalized least squares minimization, a novel form of representer theorem emerges: a family of transformed kernels can be defined via a system of simultaneous integral equations, and the optimal estimator of each triggering kernel is expressed as a linear combination of these transformed kernels evaluated at the data points. Remarkably, the dual coefficients are all analytically fixed to unity, obviating the need to solve a costly optimization problem to obtain the dual coefficients. This leads to a highly efficient estimator capable of handling large-scale data more effectively than conventional nonparametric approaches. Empirical evaluations on synthetic datasets reveal that the proposed method attains competitive predictive accuracy while substantially improving computational efficiency over existing state-of-the-art kernel method-based estimators.

In deep learning, dense layer connectivity has become a key design principle in deep neural networks (DNNs), enabling efficient information flow and strong performance across a range of applications. In this work, we model densely connected DNNs mathematically and analyze their learning problems in the deep-layer limit. For a broad applicability, we present our analysis in a framework setting of DNNs with densely connected layers and general non-local feature transformations (with local feature transformations as special cases) within layers, which is called dense non-local (DNL) framework and includes standard DenseNets and variants as special examples. In this formulation, the densely connected networks are modeled as nonlinear integral equations, in contrast to the ordinary differential equation viewpoint commonly adopted in prior works. We study the associated training problems from an optimal control perspective and prove convergence results from the network learning problem to its continuous-time counterpart. In particular, we show the convergence of optimal values and the subsequence convergence of minimizers, using a piecewise linear extension and $Γ$-convergence analysis. Our results provide a mathematical foundation for understanding densely connected DNNs and further suggest that such architectures can offer stability of training deep models.

Lyapunov functions are fundamental to establishing the stability of Markovian models, yet their construction typically demands substantial creativity and analytical effort. In this paper, we show that deep learning can automate this process by training neural networks to satisfy integral equations derived from first-transition analysis. Beyond stability analysis, our approach can be adapted to solve Poisson's equation and estimate stationary distributions. While neural networks are inherently function approximators on compact domains, it turns out that our approach remains effective when applied to Markov chains on non-compact state spaces. We demonstrate the effectiveness of this methodology through several examples from queueing theory and beyond.