Research Paper#Instrumental Variable Regression, Canonical Correlation Analysis, Spectral Regularization, Noisy Data🔬 ResearchAnalyzed: Jan 3, 2026 19:43
Canonical Correlation Regression with Noisy Data
Published:Dec 27, 2025 20:08
•1 min read
•ArXiv
Analysis
This paper addresses the problem of estimating linear models in data-rich environments with noisy covariates and instruments, a common challenge in fields like econometrics and causal inference. The core contribution lies in proposing and analyzing an estimator based on canonical correlation analysis (CCA) and spectral regularization. The theoretical analysis, including upper and lower bounds on estimation error, is significant as it provides guarantees on the method's performance. The practical guidance on regularization techniques is also valuable for practitioners.
Key Takeaways
Reference
“The paper derives upper and lower bounds on estimation error, proving optimality of the method with noisy data.”