CausalSmith · seminar slides

Uniform Accuracy Along a Boundary

Distance hides direction; recovering an entire boundary curve requires resolving many hidden local changes at once.

Research Question

A geographic regression discontinuity design assigns treatment by location. Practitioners want accurate treatment effects along the whole boundary.

Keele and Titiunik (2015) explain the geographic design. Cattaneo et al. (2026) develop identification and local polynomial estimation using signed distance.

The usual procedure fits outcomes against signed distance separately on each side and subtracts the fitted intercepts.

| Experiment | Information at each query | Target | |---|---|---| | Unsigned | Outcomes and Euclidean distances | Boundary regression mean | | Signed | Outcomes, signed distances, query, and known geometry | Boundary treatment effect |

Cattaneo et al. (2026) establish an unsigned common-rule lower scale of n−1/4n^{-1/4}, and signed-distance bias and stochastic control in probability.

Pointwise accuracy does not control the largest boundary error. Probability bounds alone do not control expected loss on unusual samples.

What does simultaneous recovery cost, and how can an estimator control expected loss?

Key Idea

Pair a smooth change in the regression mean with a change in where observations lie around the query. Distance can hide the pair.

an=(log⁡nn)1/4. a_n=\left(\frac{\log n}{n}\right)^{1/4}.

Here nn is sample size and ana_n is the risk normalization.

  • Unsigned: expected largest boundary error is asymptotically at least a positive multiple of ana_n, including rules chosen separately at each query.
  • Signed: the same lower scale holds with treatment sides and fixed known rectangular geometry.
  • Signed attainment: a stabilized local polynomial estimator achieves error at most a constant times ana_n, under distance identification, uniform first-order bias, and joint expected sampling bounds.

Hiding direction leaves fourth-power information about each local change. Resolving many changes adds the logarithm.

Example

Fix support X=[−3,3]2\mathcal X=[-3,3]^2, treated region A1=[−1,1]×[0,2]\mathcal A_1=[-1,1]\times[0,2], control region A0=X∖A1\mathcal A_0=\mathcal X\setminus\mathcal A_1, and treatment boundary B=∂A1\mathcal B=\partial\mathcal A_1.

Place separated disks of radius ww along the middle of the bottom edge. Their centers are xjx_j.

Each disk carries a binary choice ωj\omega_j: enable a smooth bump of height Δ\Delta, or leave it off. The vector ω\omega specifies the observation law PωP_\omega.

τPω(xj)=xj(1)16+ωjΔ. \tau_{P_\omega}(x_j)=\frac{x_j^{(1)}}{16}+\omega_j\Delta .

This is the treatment effect at center jj; xj(1)x_j^{(1)} is its horizontal coordinate.

The potential outcomes are binary. The control mean is 1/21/2; the treatment mean adds a horizontal slope and the enabled bumps.

Positive signed distance identifies the treated semicircle. It still hides whether an observation lies to the left or right within that semicircle.

That remaining ambiguity lets us hide each bump.

Unsigned Model

Let YY be an outcome, XX a two-dimensional location, and PP their unknown law.

The target is μP(x)=EP[Y∣X=x]\mu_P(x)=\mathbb E_P[Y\mid X=x] on the support boundary bd⁡(XP)\operatorname{bd}(\mathcal X_P).

At query xx, the rule receives

Vn,P(x)=((Yi,∥Xi−x∥2):1≤i≤n). V_{n,P}(x) = \bigl((Y_i,\lVert X_i-x\rVert_2):1\leq i\leq n\bigr).

These are nn independent observations expressed as outcomes and distances; direction is discarded.

For integer q≥1q\geq1 and envelope L≥4L\geq4, the class PNP(L,q)\mathcal P_{\mathrm{NP}}(L,q) requires:

  • Compact support inside [−L,L]2[-L,L]^2, with a Lipschitz boundary.
  • Continuous location density between L−1L^{-1} and LL, keeping local observations available.
  • Regression derivatives bounded through order q−1q-1, with the highest derivative Lipschitz, preventing arbitrarily narrow changes.
  • Continuous conditional variance between L−1L^{-1} and LL, keeping noise bounded and nondegenerate.

Rules may differ across queries, but are chosen independently of the unknown law.

Signed Model

Let Y(0)Y(0) and Y(1)Y(1) be potential outcomes and TT the treatment indicator.

T=1{X∈A1,P},Y=TY(1)+(1−T)Y(0). T=\mathbf 1\{X\in\mathcal A_{1,P}\}, \qquad Y=TY(1)+(1-T)Y(0).

Treatment follows the known assignment region; YY is the observed outcome.

The target is τP(x)=μ1,P(x)−μ0,P(x)\tau_P(x)=\mu_{1,P}(x)-\mu_{0,P}(x), where μt,P(x)=EP[Y(t)∣X=x]\mu_{t,P}(x)=\mathbb E_P[Y(t)\mid X=x] is the mean for arm tt.

At a query on treatment boundary BP\mathcal B_P, use

DP,x±={1(X∈A1,P)−1(X∈A0,P)}∥X−x∥2 D^{\pm}_{P,x} = \{\mathbf 1(X\in\mathcal A_{1,P})-\mathbf 1(X\in\mathcal A_{0,P})\} \lVert X-x\rVert_2

Positive distance denotes treatment; negative distance denotes control. Rules receive outcomes and signed distances, together with the query and known geometry.

The independent-sample class P12(p,ν,L)\mathcal P_{12}(p,\nu,L) requires square support, bounded positive continuous density, and a compact interior boundary curve of controlled length.

Arm means have smooth extensions with bounded Lipschitz derivatives through integer order p≥0p\geq0. Variances lie between L−1L^{-1} and LL; conditional 2+ν2+\nu moments are bounded by LL, with ν≥2\nu\geq2.

Here L≥4L\geq4 is the common envelope. Local geometry must also support fitting on both arms.

Local Geometry

A distance slice is the part of a circle at exactly radius ss from query xx that lies in arm tt:

{z∈At,P:∥z−x∥2=s} \{z\in\mathcal A_{t,P}:\lVert z-x\rVert_2=s\}

Here zz is a location. For every boundary query, both arms, and 0<s≤L−10<s\leq L^{-1}, require 0<∫slicefP(z) dH1(z)<∞0<\int_{\text{slice}} f_P(z)\,d\mathcal H^1(z)<\infty: finite positive density-weighted arc length. The measure H1\mathcal H^1 measures length along the circle.

A neighborhood condition instead accumulates area over all radii up to hh. With K□(u)=1{∣u∣≤1}K_\square(u)=\mathbf 1\{|u|\leq1\},

1h2∫At,PK□({(2t−1)∥z−x∥2}/h) dz≥L−1. {1\over h^2}\int_{\mathcal A_{t,P}} K_\square(\{(2t-1)\lVert z-x\rVert_2\}/h)\,dz \geq L^{-1}.

For every query, both arms, and 0<h≤L−10<h\leq L^{-1}, each arm occupies a uniformly positive fraction of the local disk; dzdz measures planar area.

Finally, the population matrix Ψt,P,x(h)\Psi_{t,P,x}(h) of local polynomial regressor second moments, normalized by h−2h^{-2}, satisfies λmin⁡(Ψt,P,x(h))≥L−1\lambda_{\min}(\Psi_{t,P,x}(h))\geq L^{-1}. This prevents unstable inversion.

In the rectangle, circular arcs give positive slice mass. Both arms retain quarter-disk sectors even at corners, providing neighborhood mass and stable designs.

Identification and Approximation

The signed upper bound needs two population assumptions.

Distance identification connects signed-distance conditional means to the treatment effect:

τP(x)=θ1(0+)−θ0(0−). \tau_P(x)=\theta_1(0+)-\theta_0(0-).

Here θ1\theta_1 and θ0\theta_0 are conditional outcome means on positive and negative signed distances. Their one-sided limits identify the two arm means at query xx. We take this identification input from Cattaneo et al. (2026).

Uniform first-order bias controls the difference between the population degree-pp fitted intercepts and τP(x)\tau_P(x).

lim sup⁡n→∞BiasRatiop,ν′,L(hn)≤Cb. \limsup_{n\to\infty} \mathrm{BiasRatio}_{p,\nu',L}(h_n)\leq C_b .

The ratio divides the largest population intercept-difference error by hnh_n, taking the supremum over all boundary queries and all laws in P12(p,ν′,L)\mathcal P_{12}(p,\nu',L).

  • The same CbC_b, depending only on p,Lp,L, covers every ν′≥2\nu'\geq2.
  • The index ν′\nu' varies the moment class: its laws have bounded conditional 2+ν′2+\nu' moments. The theorem’s ν\nu remains fixed.
  • The bound must hold along every positive decreasing deterministic sequence hn→0h_n\to0 with nhn2→∞nh_n^2\to\infty.

Thus approximation error is uniformly O(hn)O(h_n), across these classes and bandwidth sequences.

Expected Sampling Bounds

The third additional assumption is joint expected sampling bounds.

Let Ψ^\widehat\Psi be the sample counterpart of the population design matrix Ψ\Psi.

  • GramDev\mathrm{GramDev} is the largest entrywise error ∣Ψ^−Ψ∣|\widehat\Psi-\Psi|, over arms and boundary queries.
  • ScoreDev\mathrm{ScoreDev} is the largest error in local polynomial-weighted raw-outcome averages, normalized by hn−2h_n^{-2}.

For some constant Cm>0C_m>0, require

EP∗ ⁣[GramDevn,p,P(hn)]≤Cmlog⁡(hn−1)nhn2, \mathbb E_P^*\!\left[\mathrm{GramDev}_{n,p,P}(h_n)\right] \leq C_m \sqrt{\frac{\log(h_n^{-1})}{n h_n^2}},

EP∗ ⁣[ScoreDevn,p,P(hn)]≤Cm{log⁡(hn−1)nhn2+log⁡(hn−1)n(1+ν)/(2+ν)hn2}. \mathbb E_P^*\!\left[\mathrm{ScoreDev}_{n,p,P}(h_n)\right] \leq C_m\left\{ \sqrt{\frac{\log(h_n^{-1})}{n h_n^2}} + \frac{\log(h_n^{-1})}{n^{(1+\nu)/(2+\nu)}h_n^2} \right\}.

These bound expected fluctuations over the whole boundary. The second term accommodates outcome tails; EP∗\mathbb E_P^* is outer expectation, the expected-loss convention for boundary suprema.

Both bounds hold eventually, uniformly over P∈P12(p,ν,L)P\in\mathcal P_{12}(p,\nu,L), along every positive deterministic hn→0h_n\to0 satisfying n(1+ν)/(2+ν)hn2log⁡(hn−1)→∞\frac{n^{(1+\nu)/(2+\nu)}h_n^2}{\log(h_n^{-1})}\to\infty.

All three additional inputs are assumptions.

Unsigned Main Result

Let TnPI\mathcal T_n^{\mathrm{PI}} contain unsigned-distance rules chosen separately at each query, independently of the unknown law.

RnPI=inf⁡μ^nPI∈TnPIsup⁡P∈PNP(L,q)EP∗ ⁣[sup⁡x∈bd⁡(XP)∣μ^n,PPI(x)−μP(x)∣]. R_n^{\mathrm{PI}} = \inf_{\widehat\mu_n^{\mathrm{PI}}\in\mathcal T_n^{\mathrm{PI}}} \sup_{P\in\mathcal P_{\mathrm{NP}}(L,q)} \mathbb E_P^*\!\left[ \sup_{x\in\operatorname{bd}(\mathcal X_P)} \left|\widehat\mu_{n,P}^{\mathrm{PI}}(x)-\mu_P(x)\right| \right].

The infimum chooses the best rule, the outer supremum chooses the worst law, and the inner supremum selects the largest boundary error.

informal · Theorem T-2 For integer q≥1q\geq1 and L≥4L\geq4, unsigned-distance rules chosen separately at each query have minimax expected largest boundary error asymptotically at least a positive multiple of ana_n.

lim inf⁡n→∞(nlog⁡n)1/4RnPI=lim inf⁡n→∞RnPIan≥cPI. \liminf_{n\to\infty} \left(\frac{n}{\log n}\right)^{1/4} R_n^{\mathrm{PI}} = \liminf_{n\to\infty} \frac{R_n^{\mathrm{PI}}}{a_n} \geq c_{\mathrm{PI}}.

Here cPI>0c_{\mathrm{PI}}>0 depends on q,Lq,L.

One common rule at every query inherits this bound. Choosing rules query by query cannot remove the information barrier.

Signed Main Result

Let Tn12,±\mathcal T_n^{12,\pm} contain rules using outcomes, signed distances, the query, and known geometry, chosen independently of the unknown law.

Rn12,±(p,ν,L)=inf⁡τ^n∈Tn12,±sup⁡P∈P12(p,ν,L)EP∗ ⁣[sup⁡x∈BP∣τ^n,P(x)−τP(x)∣]. R^{12,\pm}_n(p,\nu,L) = \inf_{\widehat\tau_n\in\mathcal T^{12,\pm}_n} \sup_{P\in\mathcal P_{12}(p,\nu,L)} \mathbb E_P^*\!\left[ \sup_{x\in\mathcal B_P}|\widehat\tau_{n,P}(x)-\tau_P(x)| \right].

This is the best worst-law expected largest treatment-effect error.

informal · Theorem T-3 For integer p≥0p\geq0, ν≥2\nu\geq2, and L≥L0(p)≥48L\geq L_0(p)\geq48, signed-distance minimax expected largest error is asymptotically at least a positive multiple of ana_n, already with fixed rectangular geometry.

Under distance identification, uniform first-order bias, and joint expected sampling bounds,

c≤lim inf⁡n→∞Rn12,±(p,ν,L)an≤lim sup⁡n→∞Rn12,±(p,ν,L)an≤C. c \leq \liminf_{n\to\infty}\frac{R^{12,\pm}_n(p,\nu,L)}{a_n} \leq \limsup_{n\to\infty}\frac{R^{12,\pm}_n(p,\nu,L)}{a_n} \leq C .

The constants satisfy 0<c≤C0<c\leq C. The lower bound is unconditional within the law class; the upper bound uses all three additional inputs.

In the rectangle, the loss includes every edge and corner, although the hard changes lie along one edge.

Angular Cancellation

Return to disk jj in the rectangle. Let rr be distance from its center and ηj(x)\eta_j(x) the horizontal direction cosine: negative to the left, positive to the right.

Let φr(r/w)\varphi_{\mathrm r}(r/w) be a smooth radial bump, equal to one at the center and zero beyond radius ww.

With fixed location density, enabling the bump adds Δφr(r/w)\Delta\varphi_{\mathrm r}(r/w) to the pooled treatment mean throughout the disk.

Instead, change density to (1/36){1+tΔ(r)ηj(x)}(1/36)\{1+t_\Delta(r)\eta_j(x)\}. A smooth cutoff turns off the tilt near the center; for r≥256Δr\geq256\Delta, use tΔ(r)=−32Δφr(r/w)/rt_\Delta(r)=-32\Delta\varphi_{\mathrm r}(r/w)/r.

  • Left–right reflection preserves radius and treatment side. The average of ηj\eta_j is zero, preserving signed-distance probabilities.
  • The horizontal baseline varies by rηj/16r\eta_j/16. Multiplying it by the tilt contributes −2Δφr(r/w)ηj2-2\Delta\varphi_{\mathrm r}(r/w)\eta_j^2.
  • The semicircle average of ηj2\eta_j^2 is one-half, exactly canceling the bump.

For binary outcomes, the success probability determines the whole outcome law.

Let Qj,bQ_{j,b} be the one-observation outcome–signed-distance law conditional on disk jj, under choice bb. With E={(y,u):0<u<2CΔ}E=\{(y,u):0<u<2C\Delta\} and C=128C=128,

Qj,0( ⋅ ∩Ec)=Qj,1( ⋅ ∩Ec), Q_{j,0}(\,\cdot\,\cap E^{c})=Q_{j,1}(\,\cdot\,\cap E^{c}),

Here yy is outcome and uu signed distance. Only the small central positive-distance window distinguishes the choices.

Fourth-power Information

Set q=p+1q=p+1. Smoothness permits the packing

M≥cΔ−1/q,w=AΔ1/q,ρ=πw236. M\geq c\Delta^{-1/q},\qquad w=A\Delta^{1/q},\qquad \rho=\frac{\pi w^2}{36}.

Here MM counts separated disks, ww is their radius, ρ\rho is each disk’s probability, and c,A>0c,A>0 are fixed construction constants.

Width ww keeps the bump derivatives within the smoothness envelope.

Inside the uncancelled window, the binary success probabilities differ by at most Δ\Delta and remain between 1/41/4 and 3/43/4.

Kullback–Leibler divergence, written KL⁡\operatorname{KL}, measures how distinguishable two laws are. The construction gives

KL⁡(Qj,0,Qj,1)≤C0Δ4w2,KL⁡(Qj,1,Qj,0)≤C0Δ4w2. \operatorname{KL}(Q_{j,0},Q_{j,1})\leq C_0\frac{\Delta^4}{w^2}, \qquad \operatorname{KL}(Q_{j,1},Q_{j,0})\leq C_0\frac{\Delta^4}{w^2}.

Here C0>0C_0>0 is fixed.

  • Squared success-probability separation contributes two powers of Δ\Delta.
  • The remaining window has area proportional to Δ2\Delta^2, contributing two more.
  • Conditioning on the disk divides by its area, proportional to w2w^2.

The hidden change therefore carries fourth-power information.

Unsigned Construction

Use the same bump-and-density pairing on half-disks along the bottom edge of support S=[−1/2,1/2]2S=[-1/2,1/2]^2.

Take width wn=an1/qw_n=a_n^{1/q}, signal δn=c1an\delta_n=c_1a_n, and MnM_n separated centers xjx_j, with fixed c1>0c_1>0 sufficiently small.

μω(x)=12+x(1)8+∑j=1Mnωj δn φ ⁣(x−xjwn), \mu_\omega(x) = \frac12+\frac{x^{(1)}}{8} + \sum_{j=1}^{M_n}\omega_j\,\delta_n\, \varphi\!\left(\frac{x-x_j}{w_n}\right),

This regression mean has a horizontal baseline and enabled radial bumps; φ\varphi is the smooth bump used above.

Given X=xX=x, use the outcome law

μω(x) N(1,1)+{1−μω(x)} N(0,1). \mu_\omega(x)\,N(1,1)+\{1-\mu_\omega(x)\}\,N(0,1).

The notation N(m,1)N(m,1) means a normal law with mean mm and variance one.

The entire mixture law depends linearly on its weight μω(x)\mu_\omega(x). The same angular cancellation therefore preserves the full outcome–distance law outside the central window.

One-observation divergence is at most CKLδn4C_{\mathrm{KL}}\delta_n^4, with fixed CKL>0C_{\mathrm{KL}}>0. For nn observations, the construction ensures n CKL δn4≤αlog⁡Mnn\,C_{\mathrm{KL}}\,\delta_n^{4}\le\alpha\log M_n, with 0<α<1/80<\alpha<1/8.

How do these local ambiguities force an error somewhere when every query reuses one sample?

Independent Local Blocks

Distance data at different queries share observations. Independent pointwise tests do not establish a uniform lower bound.

For the argument, draw a Poisson number of observations with mean 2n2n. Splitting observations among disjoint cells produces independent blocks conditional on the binary choices.

Let ZjZ_j collect raw observations in cell jj, and Z0Z_0 collect the background. Each cell law depends only on its own choice; the background law is common.

Decoder jj, which tries to recover choice jj, receives:

  • Its own block compressed to outcomes and distances, denoted Sj=cj(Zj)S_j=c_j(Z_j).
  • Every other block and the background with raw locations.

For signed rules, the compression retains signed distance. Other raw blocks let decoder jj reconstruct their distances from its query.

This enlarged view reproduces every admissible query rule while keeping its own angular information hidden.

The decoders have different raw-data views. We must compare their joint success, not multiply their individual success probabilities.

Coupled Alternatives

For this argument, Qj,bQ_{j,b} denotes the compressed sample-block law under choice bb.

Its overlap is ρj=1−∥Qj,0−Qj,1∥TV\rho_j=1-\lVert Q_{j,0}-Q_{j,1}\rVert_{\mathrm{TV}}, where total variation is the largest probability difference across events.

Construct a pair of raw blocks (Zj0,Zj1)(Z_j^0,Z_j^1) with the correct laws for choices zero and one, whose compressions agree with probability at least ρj\rho_j.

First couple the compressed laws on their common probability mass. Then draw raw locations conditional on each compressed block. This preserves both raw-block laws.

Draw these pairs independently across cells, and draw one common background Z0Z_0.

For any choice vector ω\omega, select

Zj(ω)=Zjωj,1≤j≤M. Z_j(\omega)=Z_j^{\omega_j}, \qquad 1\leq j\leq M .

This selects the appropriate raw alternative in each cell. Every fixed ω\omega has exactly its original product experiment.

We can therefore compare all choice vectors using one realized array of paired blocks.

Two-cell Pairing

Fix a coupled array with two cells. Suppose cell 1 overlaps: c1(Z10)=c1(Z11)=S1c_1(Z_1^0)=c_1(Z_1^1)=S_1.

For either fixed choice b∈{0,1}b\in\{0,1\} in cell 2:

| Choice vector | Decoder 1 receives | Decoder 2 receives | |---|---|---| | (0,b)(0,b) | (S1,Z2b,Z0)(S_1,Z_2^b,Z_0) | (c2(Z2b),Z10,Z0)(c_2(Z_2^b),Z_1^0,Z_0) | | (1,b)(1,b) | (S1,Z2b,Z0)(S_1,Z_2^b,Z_0) | (c2(Z2b),Z11,Z0)(c_2(Z_2^b),Z_1^1,Z_0) |

Decoder 2 may see different raw information. Decoder 1 sees exactly the same input, while its true choice changes.

Its guess cannot be correct in both alternatives. Consequently, both decoders can be correct in at most one alternative of each pair.

Pair (0,0)(0,0) with (1,0)(1,0), and (0,1)(0,1) with (1,1)(1,1): at most half the four choice vectors have simultaneous success.

For any number of cells, the same argument applies: after fixing the coupled array, choose one overlapping coordinate and pair every vector with the vector that flips that coordinate.

Whenever an overlap occurs, at least half the choice vectors incur an error somewhere.

Uniform Decoding Failure

The overlap events are independent because the coupled cell pairs were drawn independently.

The chance that every cell avoids overlap is at most ∏j=1M(1−ρj)\prod_{j=1}^M(1-\rho_j).

On that event, simultaneous success can be as high as one. Otherwise, the pairing argument bounds success by one-half. Averaging over coupled arrays and uniform binary choices gives

Pr⁡{Ω^j=Ωj for every j}≤12{1+∏j=1M(1−ρj)}. \Pr\{\widehat\Omega_j=\Omega_j\text{ for every }j\} \leq \frac12\left\{1+\prod_{j=1}^M(1-\rho_j)\right\}.

Here Ωj\Omega_j is the true choice and Ω^j\widehat\Omega_j its decoded value.

If each block has divergence at most κlog⁡M\kappa\log M, with 0≤κ<10\leq\kappa<1, the standard divergence-to-overlap bound gives ρj≥12exp⁡{−κlog⁡M}\rho_j\geq\frac12\exp\{-\kappa\log M\}.

Many chances to overlap then imply

Pr⁡{at least one decoding error}≥12[1−exp⁡{−M1−κ/2}]. \Pr\{\text{at least one decoding error}\} \geq \frac12\left[1-\exp\{-M^{1-\kappa}/2\}\right].

This lower bound stays away from zero as MM grows. It allows all the additional raw information in the decoders’ different views.

Rate Calibration

A signed Poisson cell block has expected size 2nρ2n\rho.

Its conditional one-observation divergence is at most a constant times Δ4/w2\Delta^4/w^2. Since ρ=πw2/36\rho=\pi w^2/36, multiplying by expected block size cancels w2w^2.

Block information is therefore at most a constant times nΔ4n\Delta^4.

The packing has M≍Δ−1/qM\asymp\Delta^{-1/q}. Calibrate the signal by

nΔ4≍log⁡M,henceΔ≍(log⁡nn)1/4. n\Delta^4\asymp \log M, \qquad\text{hence}\qquad \Delta\asymp \left(\frac{\log n}{n}\right)^{1/4}.

These relations choose a signal comparable to ana_n; a sufficiently small constant keeps block divergence within the simultaneous-testing budget.

  • An estimate accurate within half the center separation would decode every choice.
  • An error somewhere therefore forces expected maximum estimation error at least a positive multiple of ana_n.
  • Keeping the first nn Poisson observations recovers the original experiment; the probability of a sample shortage is exponentially small.

Smoothness determines how many bumps fit. Angular cancellation determines the fourth root. Simultaneous recovery determines the logarithm.

Local Polynomial Estimator

For signed attainment, fit degree-pp polynomials separately on the two arms within distance hh.

Use rp(u)=(1,u,…,up)⊤r_p(u)=(1,u,\ldots,u^p)^\top, with uu equal to signed distance divided by hh. The arm intervals are I1=[0,∞)I_1=[0,\infty) and I0=(−∞,0)I_0=(-\infty,0).

Winsorization replaces outcomes outside [−B,B][-B,B] by the nearest endpoint; denote it by ψB\psi_B and take B(h)=h−1/3B(h)=h^{-1/3}.

m^t,xB(h)=1nh2∑i=1n1{DP,x,i±∈It}K□(DP,x,i±/h)rp(DP,x,i±/h)ψB(h)(Yi). \widehat m^B_{t,x}(h) = {1\over nh^2}\sum_{i=1}^n \mathbf 1\{D^{\pm}_{P,x,i}\in I_t\}K_\square(D^{\pm}_{P,x,i}/h) r_p(D^{\pm}_{P,x,i}/h)\psi_{B(h)}(Y_i).

This vector averages polynomial-weighted winsorized outcomes. The factor h−2h^{-2} normalizes a two-dimensional neighborhood.

The sample matrix Ψ^\widehat\Psi uses the same weights with regressor outer products. Set β^B=Ψ^−1m^B\widehat\beta^B=\widehat\Psi^{-1}\widehat m^B when its smallest eigenvalue is at least (2L)−1(2L)^{-1}; otherwise use zero.

With e1=(1,0,…,0)⊤e_1=(1,0,\ldots,0)^\top selecting the intercept, estimate

τ^n,h12,LP(x)=max⁡ ⁣{−2L,min⁡ ⁣{2L,e1⊤(β^1,xB(h)−β^0,xB(h))}}. \widehat\tau^{12,\mathrm{LP}}_{n,h}(x) = \max\!\left\{-2L,\min\!\left\{2L, e_1^\top(\widehat\beta^B_{1,x}(h)-\widehat\beta^B_{0,x}(h)) \right\}\right\}.

This subtracts the fitted intercepts and clips the effect estimate to its bounded target range.

Residual Control

Let βt,P,x∗(h)\beta^*_{t,P,x}(h) be the population coefficient fitted using raw outcomes. Its polynomial-weighted raw residual has mean zero.

Write score⁡t,x,hB\operatorname{score}^{B}_{t,x,h} for the sample weighted residual vector: winsorized outcomes minus predictions from β∗\beta^*.

On the guarded branch, coefficient error is the inverse sample design matrix times this residual vector. The eigenvalue guard bounds amplification.

The moment envelope bounds the absolute conditional winsorization remainder by LB−3LB^{-3}, for B≥1B\geq1 and ν≥2\nu\geq2.

For centered fluctuations, we establish

EPn∗ ⁣[sup⁡t∈{0,1}, x∈BP∥score⁡t,x,hB−EPn ⁣[score⁡t,x,hB]∥]≤C{log⁡(B/h)nh2+Blog⁡(B/h)nh2}. \mathbb E_{P^n}^{*}\!\left[ \sup_{t\in\{0,1\},\,x\in\mathcal B_P} \left\| \operatorname{score}^{B}_{t,x,h} -\mathbb E_{P^n}\!\left[\operatorname{score}^{B}_{t,x,h}\right] \right\| \right] \leq C\left\{ \sqrt{\frac{\log(B/h)}{n h^2}} + \frac{B\log(B/h)}{n h^2} \right\}.

Here PnP^n is the independent sample law and C=C(p,L)C=C(p,L). This bounds expected residual fluctuations across both arms and the entire boundary.

We apply van der Vaart and Wellner (1996) for maxima of bounded sample averages. Winsorization bounds individual contributions; local windows have probability proportional to h2h^2.

This proved bound supplies the winsorized residual component. The theorem assumes the joint sampling package; the attainment argument uses its Gram bound.

Expected Risk and Tuning

Expected largest error has four contributions:

| Contribution | Control | |---|---| | Population approximation, O(h)O(h) | Uniform first-order bias | | Mean tail remainder, O(B−3)O(B^{-3}) | Conditional outcome moments | | Centered residual fluctuations | Proved expected maximal bound | | Unstable sample designs | Expected Gram bound and clipping |

Small Gram deviation activates every inversion guard. On other samples, clipping bounds the largest loss by 4L4L. Expected Gram control therefore also pays for unusual samples.

Choose hn=anh_n=a_n and Bn=an−1/3B_n=a_n^{-1/3}. The bandwidth balances first-order bias with {log⁡(hn−1)/(nhn2)}1/2\{\log(h_n^{-1})/(n h_n^2)\}^{1/2}, while Bn−3=anB_n^{-3}=a_n.

Every contribution is at most a constant times ana_n:

sup⁡P∈P12(p,ν,L)EP∗ ⁣[sup⁡x∈BP∣τ^n,hn12,LP(x)−τP(x)∣]≤Can. \sup_{P\in\mathcal P_{12}(p,\nu,L)} \mathbb E_P^*\!\left[ \sup_{x\in\mathcal B_P} \left|\widehat\tau^{12,\mathrm{LP}}_{n,h_n}(x)-\tau_P(x)\right| \right] \leq C a_n .

This bounds the estimator’s expected largest treatment-effect error uniformly over the law class, eventually in nn.

informal · Theorem T-4 For integer p≥0p\geq0, ν≥2\nu\geq2, and L≥4L\geq4, distance identification, uniform first-order bias, and joint expected sampling bounds give the stabilized estimator expected largest boundary error at most CanCa_n eventually.

In the rectangle, this covers every edge and corner. With the lower bound, it gives the matched signed rate for L≥L0(p)L\geq L_0(p).

Open Questions

  • Establish a matching unsigned upper bound.
  • Derive all three signed-distance analytic inputs within the same law class.
  • Extend the analysis to other metrics, kernels, boundary regularity, and losses suited to inference.

The common lower scale alone does not rank achievable unsigned and signed risks.

Takeaways

  • Hidden direction: angular density reweighting cancels a smooth mean bump in the full distance-observation law outside a small central window.
  • Uniform difficulty: fourth-power local information and many separated choices produce an=(log⁡n/n)1/4a_n=(\log n/n)^{1/4}; coupling and pairing force an error somewhere despite the decoders’ different raw-data views.
  • Expected-risk attainment: under distance identification, uniform first-order bias, and joint expected sampling bounds, winsorization, guarded inversion, and clipping attain signed error at most a constant times ana_n.

Appendix: Common-map Lower Bound

One common unsigned-distance rule incurs the logarithmic lower scale over the full nonparametric class.

Theorem T-1 (Same-Class Log Converse)

For every integer q≥1q\geq 1 and every L≥4L\geq 4, there exists a constant cCTY=cCTY(q,L)>0c_{\mathrm{CTY}}=c_{\mathrm{CTY}}(q,L)>0 such that, for the common-map minimax risk RnNPR_n^{\mathrm{NP}} in Definition P-5 and an=(log⁡n/n)1/4a_n=(\log n/n)^{1/4}, lim inf⁡n→∞(nlog⁡n)1/4RnNP=lim inf⁡n→∞RnNPan≥cCTY. \liminf_{n\to\infty} \left(\frac{n}{\log n}\right)^{1/4} R_n^{\mathrm{NP}} = \liminf_{n\to\infty}\frac{R_n^{\mathrm{NP}}}{a_n} \geq c_{\mathrm{CTY}} .

Appendix: Point-indexed Unsigned Lower Bound

Allowing a separate unsigned-distance rule at each query preserves the logarithmic lower scale.

Theorem T-2 (Logarithmic Distance Converse)

For every q∈Nq\in\mathbb N and L∈RL\in\mathbb R satisfying q≥1q\geq 1 and L≥4L\geq 4, there exists a constant cPI=cPI(q,L)>0c_{\mathrm{PI}}=c_{\mathrm{PI}}(q,L)>0 such that, with RnPIR_n^{\mathrm{PI}} the point-indexed outer-expectation minimax risk in Definition P-7 and an=(log⁡n/n)1/4a_n=(\log n/n)^{1/4}, lim inf⁡n→∞(nlog⁡n)1/4RnPI=lim inf⁡n→∞RnPIan≥cPI. \liminf_{n\to\infty} \left(\frac{n}{\log n}\right)^{1/4} R_n^{\mathrm{PI}} = \liminf_{n\to\infty} \frac{R_n^{\mathrm{PI}}}{a_n} \geq c_{\mathrm{PI}}.

Appendix: Signed-distance Lower Bound

The signed-distance logarithmic lower bound already holds with one fixed known rectangular geometry.

Theorem T-3 (Point-Indexed Log Converse)

For every nonnegative integer pp, there exists a real number L0=L0(p)L_0=L_0(p) such that:

  • (Envelope threshold.) L0≥48L_0\ge 48.
  • (Moment exponent.) ν≥2\nu\ge 2.
  • (Uniform envelope.) L≥L0L\ge L_0.
  • (Risk definition.) Rn12,±(p,ν,L)R^{12,\pm}_n(p,\nu,L) is the signed-distance minimax risk in Definition P-13.
  • (Fixed-geometry risk.) Rn12,±,fix(p,ν,L)R^{12,\pm,\mathrm{fix}}_n(p,\nu,L) is the infimum over the same known-geometry point-indexed decision rules of the same worst-case outer-expected interface sup-loss, with the law supremum further restricted to laws in P12(p,ν,L)\mathcal P_{12}(p,\nu,L) satisfying the fixed hard-geometry condition.

For every ν\nu and LL satisfying these conditions, there exists a constant c=c(p,ν,L)>0c=c(p,\nu,L)>0 such that, writing an=(log⁡n/n)1/4a_n=(\log n/n)^{1/4}, lim inf⁡n→∞an−1Rn12,±(p,ν,L)=lim inf⁡n→∞Rn12,±(p,ν,L)an, \liminf_{n\to\infty} a_n^{-1}R^{12,\pm}_n(p,\nu,L) = \liminf_{n\to\infty}{R^{12,\pm}_n(p,\nu,L)\over a_n}, and c≤lim inf⁡n→∞Rn12,±(p,ν,L)an,c≤lim inf⁡n→∞Rn12,±,fix(p,ν,L)an. c \le \liminf_{n\to\infty}{R^{12,\pm}_n(p,\nu,L)\over a_n}, \qquad c \le \liminf_{n\to\infty}{R^{12,\pm,\mathrm{fix}}_n(p,\nu,L)\over a_n}.

Appendix: Conditional Matched Rate

Under the three analytic inputs, signed-distance minimax expected risk is bounded above and below on the ana_n scale.

Theorem T-5 (Matched Frontier Rate)

For every integer p≥0p\geq 0, there exists a constant L0≥48L_0\geq 48 such that, for every ν≥2\nu\geq 2 and every L≥L0L\geq L_0, the following conditions imply the frontier conclusion below:

  • (Distance identification.) For every A1/A2 law PP, every map dd satisfying the CTY identification assumptions for pp and PP, and every x∈BPx\in\mathcal B_P, there are selected source-coherent signed-distance conditional-mean versions θ1,θ0:R→R\theta_1,\theta_0:\mathbb R\to\mathbb R whose right and left limits at zero exist and identify τP(x)=lim⁡u↓0θ1(u)−lim⁡u↑0θ0(u). \tau_P(x)=\lim_{u\downarrow 0}\theta_1(u)-\lim_{u\uparrow 0}\theta_0(u).
  • (Uniform first-order bias.) There is a constant depending only on pp and LL such that, uniformly over every ν′≥2\nu'\geq 2 and every positive antitone deterministic bandwidth sequence hn→0h_n\to0 with nhn2→∞n h_n^2\to\infty, the finite limsup of the normalized uniform first-order bias ratio is bounded by that constant.
  • (Expected maximal bounds.) For this p,ν,Lp,\nu,L, there is a constant Cmax>0C_{\mathrm{max}}>0 such that, along every positive bandwidth sequence hn→0h_n\to0 with n(1+ν)/(2+ν)hn2log⁡(hn−1)→∞, \frac{n^{(1+\nu)/(2+\nu)}h_n^2}{\log(h_n^{-1})}\to\infty, for all sufficiently large nn and every P∈P12(p,ν,L)P\in\mathcal P_{12}(p,\nu,L), the expected outer Gram-deviation supremum satisfies EP∗ ⁣[sup⁡t∈{0,1}sup⁡x∈BPsup⁡j,k∣Ψ^t,x(hn)jk−Ψt,P,x(hn)jk∣]≤Cmaxlog⁡(hn−1)nhn2, \mathbb E_P^*\!\left[ \sup_{t\in\{0,1\}}\sup_{x\in\mathcal B_P}\sup_{j,k} \left|\widehat\Psi_{t,x}(h_n)_{jk}-\Psi_{t,P,x}(h_n)_{jk}\right| \right] \leq C_{\mathrm{max}} \sqrt{\frac{\log(h_n^{-1})}{n h_n^2}}, and the expected outer centered raw-score supremum satisfies EP∗ ⁣[sup⁡t∈{0,1}sup⁡x∈BP∥m^t,x(hn)−mt,P,x(hn)∥]≤Cmax(log⁡(hn−1)nhn2+log⁡(hn−1)n(1+ν)/(2+ν)hn2). \mathbb E_P^*\!\left[ \sup_{t\in\{0,1\}}\sup_{x\in\mathcal B_P} \left\|\widehat m_{t,x}(h_n)-m_{t,P,x}(h_n)\right\| \right] \leq C_{\mathrm{max}}\left( \sqrt{\frac{\log(h_n^{-1})}{n h_n^2}} + \frac{\log(h_n^{-1})}{n^{(1+\nu)/(2+\nu)}h_n^2} \right).

Then there exist constants cc and CC with 0<c≤C0<c\leq C such that, for the signed-distance minimax risk Rn12,±(p,ν,L)R^{12,\pm}_n(p,\nu,L) of Definition P-13 and an=(log⁡n/n)1/4a_n=(\log n/n)^{1/4}, c≤lim inf⁡n→∞Rn12,±(p,ν,L)an≤lim sup⁡n→∞Rn12,±(p,ν,L)an≤C. c \leq \liminf_{n\to\infty}\frac{R^{12,\pm}_n(p,\nu,L)}{a_n} \leq \limsup_{n\to\infty}\frac{R^{12,\pm}_n(p,\nu,L)}{a_n} \leq C . Moreover, the explicit winsorized, Gram-stabilized degree-pp signed-distance local-polynomial estimator with bandwidth hn=anh_n=a_n and winsorization level Bn=an−1/3B_n=a_n^{-1/3}, clipped to [−2L,2L][-2L,2L], has uniform outer risk over P∈P12(p,ν,L)P\in\mathcal P_{12}(p,\nu,L) satisfying lim sup⁡n→∞sup⁡P∈P12(p,ν,L)EP∗ ⁣[sup⁡x∈BP∣τ^n,an12,LP(x)−τP(x)∣]an≤C. \limsup_{n\to\infty} \frac{ \sup_{P\in\mathcal P_{12}(p,\nu,L)} \mathbb E_P^*\!\left[ \sup_{x\in\mathcal B_P} \left|\widehat\tau^{12,\mathrm{LP}}_{n,a_n}(x)-\tau_P(x)\right| \right] }{a_n} \leq C .