On ill-posedness of nonparametric instrumental variable regression with convexity constraints
证明,在非参数工具变量回归中,对回归函数施加单调性或凸性约束并不能恢复问题的适定性,无正则化的最小距离问题仍然是局部不适定的。
This note shows that adding monotonicity or convexity constraints on the regression function does not restore well‐posedness in nonparametric instrumental variable regression. The minimum distance problem without regularization is still locally ill‐posed.