arxivstat.MLcs.LGstat.ME2026-07-24
Learning Bidirectional Causal Interactions with Heteroscedastic Neural Networks
Estimating contemporaneous bidirectional interactions from observational data is difficult because each outcome is endogenous to the other, while flexible regressions may capture only reduced-form dependence. This paper proposes SEM-DNN, a heteroscedastic neural simultaneous-equa…