theorem its proof invokes invoked by

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Pointwise Causal Estimation with Weak Dose Support and Gaussian Measurement Error

The verified uniform frontier is a substantial theoretical contribution, while publication requires a more focused exposition, numerical assessment of the explicit procedure, and sharper attribution of methodological antecedents.

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Referee report of 5 Oct 2026. It was read against the current draft of the paper. One automated referee’s estimate — not peer review.
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1 Oct 2026 (v1) · last revised 5 Oct 2026 (v11)
Cite as
CSWP-2026-032 · https://causalsmith.org/papers/stat_noisydose_weakdesign_transition_v1/
@techreport{causalsmith_stat_noisydose_weakdesign_transition_v1,
  title       = {Pointwise causal estimation with weak dose support and {Gaussian} measurement error},
  author      = {{CausalSmith}},
  year        = {2026},
  month       = oct,
  institution = {CausalSmith Working Papers},
  number      = {CSWP-2026-032},
  url         = {https://causalsmith.org/papers/stat_noisydose_weakdesign_transition_v1/},
  note        = {Version 11, revised 5 Oct 2026. Machine-generated; formal statements verified in Lean 4 at commit 44d8edc}
}
CausalSmith (2026). “Pointwise causal estimation with weak dose support and Gaussian measurement error.” CausalSmith Working Paper CSWP-2026-032, version 11 (5 Oct 2026). https://causalsmith.org/papers/stat_noisydose_weakdesign_transition_v1/
Cite by URL: https://causalsmith.org/papers/stat_noisydose_weakdesign_transition_v1/ Cites version 11 of 5 Oct 2026.

Abstract

Under calibrated public density envelopes satisfying , where and are the density-envelope constants and is the design-decay exponent, we characterize optimal estimation and honest interval length for the population causal mean at a prespecified latent dose when treatment is measured with Gaussian error and local dose support may vanish polynomially. The model has two observed strata, compact latent-dose support, bounded potential outcomes, schedule-level conditional exchangeability, and classical measurement error with known standard deviation . Conditional mean functions have Hölder exponent , and conditional dose densities satisfy these public polynomial envelopes with . For this calibrated class and any fixed noncoverage probability , minimax expected absolute error and minimum worst-law expected length of honest connected -coverage intervals have matching orders, uniformly over the error scale. For sample size , the characterization combines a direct weak-design regime with rate , an intermediate Gaussian-inversion regime, and a compact-support regime. Neighboring rate formulas are comparable throughout fixed multiplicative neighborhoods of both transition thresholds. Every fixed error scale yields order for this calibrated class. An observable estimator selects among Fourier, polynomial, and constant inverse weights using public error certificates, with the declared small-sample fallback; its associated interval has finite-sample coverage for every . Under the same envelope calibration, matching lower bounds follow from bounded Bernoulli structural alternatives whose causal means are separated while their complete observed samples remain difficult to distinguish.

Introduction

This paper characterizes how measurement precision and local treatment support jointly determine the accuracy of pointwise causal estimation under calibrated public density envelopes. We study the population mean response to setting a latent continuous treatment to the prespecified dose . Treatment is observed with independent Gaussian measurement error of known standard deviation , the error scale. Within the bounded structural law class in Definition 3, assuming , we establish matching orders for minimax expected absolute error and minimum worst-law expected length of honest connected -coverage intervals for . This calibrated-class characterization is uniform over the maintained range , including error-free observation, for fixed public class constants and exponents in their declared ranges. An observable estimator and interval attain these orders, and structural alternatives evaluated through their induced observed distributions supply the converse under the same envelope calibration.

The model combines causal adjustment with explicit restrictions on dose availability and response regularity. Observations consist of a stratum indicator taking two values, a contaminated treatment measurement, and a realized outcome. The latent dose lies in . Public constants use as the minimum stratum probability and as the density-envelope constants. Thus stratum probabilities lie in , while the density of the centered latent-dose displacement lies between and , where and . Conditional potential-outcome means satisfy radius-one Hölder increment bounds with exponent , the mean-smoothness exponent, and take values in ; potential outcomes are bounded in the same interval. We maintain . Conditional exchangeability applies to the entire measurable potential-outcome schedule, consistency links its random-dose evaluation to the realized outcome, and the Gaussian error is independent of the structural coordinates. Under these conditions, Proposition 1 identifies the population causal mean even when the dose-density envelopes vanish at the evaluation point.

The main result describes three ranges of measurement precision under the envelope calibration . Let denote sample size, let be the effective smoothness-and-design exponent, and let be the logarithmic sample-size scale. The localization scale is For this calibrated class and all sufficiently large samples, Theorem 1 bounds both optimal criteria above and below by constant multiples of , uniformly over the known error scale and the declared public potential-outcome spaces. The direct branch balances mean smoothness against the scarcity of nearby latent doses. Gaussian Fourier inversion governs the intermediate branch, while known compact support supports polynomial localization in the third branch. For every fixed multiplicative neighborhood of either threshold, the adjacent formulas are comparable once sample size is sufficiently large. Within the calibrated class, at zero error, both criteria have order ; at every fixed positive error scale in the stated range, both eventually have order .

The upper bound comes from positive latent localization weights paired with observable inverses of the Gaussian channel. Weighted outcome and treatment moments estimate a localized mean within each stratum, and empirical stratum frequencies aggregate those estimates into the population target. A finite dictionary contains Fourier weights, polynomial inverse-heat weights, and a constant entry. The estimator selects a dictionary entry by minimizing a public expected-error certificate determined by sample size, the known error scale, the public class constant , and the smoothness and design-decay exponents . Thus the construction in Algorithm 1 uses one selection rule across the three regimes. Theorem 2 establishes its uniform large-sample risk bound. Dividing the same certificate by calibrates a connected interval with coverage at least for every sample size and every law in the model class, while its expected-length bound attains the frontier for sufficiently large samples, as stated in Theorem 3.

Under the envelope calibration , the matching lower bound uses Bernoulli threshold schedules within the bounded structural class. The alternatives share their latent treatment design and measurement channel, while opposite perturbations change the causal mean at the evaluation dose. In the inverse regimes, normalized filtered Jacobi packets preserve the perturbation’s pointwise height and cancel low-order moments under the polynomial design weight. Their localization and regularity bounds control model membership, and Gaussian convolution attenuates the resulting change in the observed outcome-marked distribution. Theorem 5 supplies target separation at the frontier order together with a uniform total-variation bound for the complete observed sample under this calibration. This comparison yields lower bounds for both estimation and honest connected-interval length over the same calibrated class used for achievability.

The closest causal measurement-error comparison is the contaminated-treatment dose-response estimator of Huang et al. (2023). Under the conditions of their arXiv version 2, Theorem 4.4, its fixed-dose expansion has bias orders and stochastic remainder , where in the supersmooth case. Our contribution is a matched minimax characterization of absolute risk and honest interval length under explicit polynomial design envelopes satisfying , uniform over the known noise scale. The direct endpoint shares its rate exponent with the degenerate-design Gaussian-response regression benchmark of Gaïffas (2005), as made precise in Proposition 2. Gaussian attenuation connects the intermediate branch to errors-in-variables regression (Fan et al., 1993), while compact-support density deconvolution provides a precedent for iterated-logarithm-over-logarithm localization (Meister, 2007). These comparisons concern their respective experiments, restrictions, and losses. Under the same calibrated envelopes, the present characterization places the three mechanisms within one causal model and couples their estimation orders to honest uncertainty about the same scalar target.

The paper proceeds through related work, setup and identification, and the optimal risk and interval-length characterization. It then presents the observable estimator and honest intervals, followed by the observed-law lower bounds. Discussion and limitations and future work follow; the appendices develop identification and error certificates, weighted packets and the observed-experiment converse, and proofs of the main results.

Related work

The closest causal comparison is the contaminated-treatment dose-response estimator of Huang et al. (2023). Under their positivity, smoothing, sieve, and supersmooth-error conditions, the fixed-dose expansion in arXiv version 2, Theorem 4.4 and equation (21) has bias orders and stochastic remainder where are bandwidths, is sample size, is the supersmooth exponent, and is the error-tail constant; the normal limit also uses the theorem’s variance lower bound (Huang et al., 2023). The present numerical bounds and schedule-level exchangeability specify a different structural class. Within that class, the delivered advance is a minimax characterization uniform over the known noise scale, allowing polynomially weak dose support and matching the absolute-risk order with honest connected-interval length.

The error-free endpoint connects to pointwise regression with a degenerate design. For sample size , mean smoothness exponent , and design-decay exponent , our direct rate is , as stated in Proposition 2. Definition 2 of Gaïffas (2005) specifies bounded local polynomial-approximation classes, and Theorem 1 characterizes minimax pointwise risk in direct random-design regression with independent Gaussian response errors. Under its locally symmetric, regularly varying design and regularly varying approximation modulus, the rate combines a power of sample size with a slowly varying factor. Pure-power smoothness and design behavior yield the same exponent as our direct endpoint (Gaïffas, 2005). The connection is an exponent comparison across experiments: our target is a population causal mean with bounded outcomes and stratum-specific design envelopes.

The intermediate inverse regime is related to the regression deconvolution analysis of Fan et al. (1993). Their Sections 3–4 establish estimation rates and corresponding lower bounds for errors-in-variables regression, including pointwise squared-error risk, under positive-design, smoothness, moment, and characteristic-function conditions. In the supersmooth case, exponential attenuation of high frequencies leads to logarithmic estimation rates; Gaussian errors furnish the quadratic-exponential example (Fan et al., 1993). Our intermediate branch uses this Fourier inversion mechanism within the weak-design causal class. The comparison therefore concerns how Gaussian attenuation controls localization, with each rate evaluated under its own design restrictions and loss.

Compact support supplies another relevant mechanism. Meister (2007) studies density deconvolution under mean integrated squared error over Sobolev classes, exploiting support information and knowledge of the error characteristic function on a neighborhood of the origin. For source Sobolev smoothness , polynomial continuation yields the vanishing mean integrated squared error order . The matching lower bound concerns the joint density-and-error classes of that experiment and carries additional restrictions on density smoothness, the Sobolev radius, and regularity of the local error transform. Our compact-support branch instead addresses pointwise causal evaluation under expected absolute loss, with the Gaussian error law known and the latent design constrained by polynomial envelopes.

A complementary compact-support result is the spline-assisted regression estimator of Jiang et al. (2026). Under their spline-order, dimension-growth, knot-spacing, bounded-density, compact-support, mean-smoothness, and approximation conditions, together with bounded score-derivative and second-moment operators and the locally unique nonsingular population root in (D5), Theorem 2 gives These algebraic spline bounds are conditional on the source experiment’s operator and nonsingularity structure (Jiang et al., 2026). In particular, their increasing-dimensional spline system must retain the bounded score operators and locally unique nonsingular population root required by (D5). The measurable polynomial envelopes and Hölder mean restriction used here do not impose that increasing-dimensional operator condition uniformly over the model class. The present result instead gives a same-class minimax characterization of pointwise absolute error and honest interval length, uniform over the maintained Gaussian noise scale; its loss and uniformity quantifiers therefore differ from the source theorem.

The interval construction connects to two strands of nonparametric inference. Armstrong et al. (2020) constructs bias-aware intervals for scalar functionals in direct regression, using a specified smoothness bound to calibrate coverage and assess interval length. Our construction likewise incorporates a uniform bias bound, together with an observable estimation-error certificate. In errors-in-variables regression, Kato et al. (2019) obtains asymptotically valid simultaneous bands through deconvolution and the multiplier bootstrap. Their result assumes ordinary-smooth measurement error, positive design and variance on the reporting interval, moment and regularity conditions, and bandwidth and auxiliary error-sample growth restrictions that include undersmoothing. Alongside these results, Theorem 3 supplies finite-sample coverage for a connected interval targeting one causal mean, while Theorem 1 characterizes its optimal worst-law expected length.

Continuous-treatment causal methods provide the broader identification and estimation context. Propensity-function adjustment identifies population treatment responses under ignorability and positivity (Imai et al., 2004), while doubly robust smoothing combines outcome regression and treatment-density estimation for dose-response estimation (Kennedy et al., 2017). Vanishing-noise regression provides a separate precedent for studying rates jointly in sample size and noise scale: Durot et al. (2026) analyzes monotone-function estimation in shuffled and unlinked experiments under integrated absolute-error criteria and the respective sampling and error conditions. These connections motivate treating measurement precision as part of the statistical characterization.

Under the envelope calibration , the contribution is a same-class characterization of minimax pointwise expected absolute error and minimum worst-law expected length of honest connected intervals, as defined in Definitions 5 and 6. For this calibrated class, fixed public , exponents in their declared ranges, and any noncoverage probability , Theorem 1 gives matching orders uniformly over the maintained Gaussian error range in . The observable construction and the finite-sample -coverage guarantee in Theorems 2 and 3, together with the observed-law converse in Theorem 5 under this calibration, place direct estimation, Gaussian Fourier inversion, and compact-support estimation within one causal experiment and one set of model restrictions.

The Gaiffas result supplies a separate direct-regression benchmark for the error-free deduction in Proposition 2; it complements the frontier’s own same-class zero-noise conclusion.

Setup and assumptions

Generic constants may depend on the fixed public class parameters; dependence on sample size or error scale is displayed explicitly. Absolute value denotes the scalar norm, and denotes the uniform norm of a function on its stated domain. The notation means that is bounded above and below by positive constants uniformly over the stated index range. Stratum indices range over the two strata defined below, sample indices run from to the sample size , and integer indices are nonnegative unless a different range is specified.

The structural coordinates distinguish treatment assignment, measurement error, and potential outcomes. The set of observed strata is , with , and is the observed stratum coordinate. We write for the latent dose, for the standardized measurement error, for the realized outcome, and for an auxiliary rank coordinate used in the lower-bound subclass. Throughout, the smoothness exponent, design-decay exponent, and public error scale are fixed at , , and , respectively.

Potential outcomes are represented by a random schedule on a fixed public measurable space . Its evaluation map assigns an outcome to a schedule and a dose. The following definition makes both schedule-level independence and evaluation at a random dose measurable statements.

Definition 1 [def:potential-path-space] (Potential-outcome space ).

The public potential-outcome space is a measurable space of Borel functions from to , satisfying the following conditions.

  • (Evaluation.) The evaluation map is jointly measurable for the product sigma algebra .

  • (Extensionality.) For ,

  • (Threshold schedules.) The space includes threshold schedules through the measurable map where carries its uniform-norm Borel sigma algebra.

The results apply to every fixed public space satisfying these conditions, with general schedules drawn from its Borel member functions. The potential-outcome schedule is a measurable random element of , and its evaluation at dose is

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Write for the random potential-outcome schedule and for the structural probability law of on the corresponding coordinate spaces. The stratum probability is . The contaminated dose and the centered coordinates are defined by Here is the prespecified evaluation dose, is the centered latent dose, and is the centered observed dose. For each stratum with positive probability, denotes a Lebesgue density of the conditional law of given ; its existence and bounds are imposed below.

The population causal target is the mean potential outcome at the evaluation dose: The boundedness condition below ensures that this expectation exists. To describe its stratum-specific components, define the conditional potential mean before imposing restrictions on treatment assignment or mean smoothness.

Definition 2 [def:conditional-potential-mean] (Conditional potential mean ).

The conditional potential-outcome mean is Here is the structural probability law, is the observed stratum coordinate, is the set of two observed strata, and The potential outcome is the schedule evaluation in Definition 1. Under the bounded-potential-outcome condition, the expectation exists and belongs to . The model’s stratum-overlap condition supplies for both strata.

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This definition separates the causal mean from the distribution of assigned doses. We first restrict the stratum probabilities and the latent-dose distribution so that both strata contribute and the amount of dose support near the evaluation point is controlled.

Assumption 1 [ass:stratum-overlap] (Uniform stratum overlap).

For a public constant , the stratum probabilities satisfy

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The finite-stratum overlap condition gives each observed stratum a probability bounded away from zero, uniformly over the structural laws under consideration (Huang et al., 2023). The public constant fixes that common lower bound. Treatment assignment is then restricted to a common compact interval.

Assumption 2 [ass:latent-support] (Latent dose support).

The latent dose satisfies

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Compact continuous-treatment support fixes the dose domain on which potential outcomes and their means are evaluated (Huang et al., 2023). Centering this interval at gives latent support . The next condition specifies how the conditional density behaves throughout that centered interval.

Assumption 3 [ass:weak-design] (Local design density bounds).

For public constants , each , , is a Lebesgue density satisfying

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Polynomially degenerate random design describes declining dose support near the evaluation point through a fixed density envelope (Gaïffas, 2005). For , the upper envelope tends to zero as the latent dose approaches ; for , the density is bounded above and below by positive constants almost everywhere. The public constants and keep this comparison uniform across strata and structural laws.

Mean regularity supplies the corresponding control on changes in the causal response. For a real-valued function on , define the Hölder increment seminorm and its radius-one class by In particular, measures the regularity of the stratum-specific conditional potential mean.

Assumption 4 [ass:holder-mean] (Hölder conditional mean increments).

For the potential-outcome schedules of Definition 1, every stratum-specific conditional mean satisfies the radius-one Hölder increment condition The class is defined by this increment condition; the unit-interval range is imposed separately.

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The Hölder smoothness condition controls the approximation of a pointwise mean by means at nearby doses, as in pointwise estimation under a degenerate design (Gaïffas, 2005). Here the exponent and increment radius are fixed across the class. A separate restriction records the common range of these means.

Assumption 5 [ass:mean-range] (Bounded conditional potential means).

For the potential-outcome schedules of Definition 1, the conditional potential means satisfy

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This explicit mean-range restriction is specific to this analysis and places all conditional causal means on the unit outcome scale. It also fixes the range used by the threshold subclass introduced below. The observation channel is governed by the following two restrictions.

Assumption 6 [ass:gaussian-channel] (Standard Gaussian error law).

The standardized error coordinate satisfies

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The Gaussian classical measurement error condition specifies the convolution law associated with the contaminated dose (Fan et al., 1993). Together with the known public scale , it fixes the distribution of the additive error , including the error-free case . Independence specifies its relation to the structural coordinates.

Assumption 7 [ass:error-independence] (Classical error independence).

The standardized error coordinate is independent of the observed stratum , latent dose , and potential-outcome schedule :

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Classical independent treatment measurement error makes the same additive noise law applicable across strata, latent doses, and potential-outcome schedules (Huang et al., 2023). The causal interpretation of the latent response is supplied by schedule-level conditional exchangeability, bounded outcomes, and consistency.

Assumption 8 [ass:conditional-unconfoundedness] (Conditional potential-outcome unconfoundedness).

The measurable random potential-outcome schedule and latent dose are conditionally independent given the observed stratum :

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Conditional exchangeability for individual potential outcomes is used in average dose-response estimation under measurement error (Huang et al., 2023). In our model, functional conditional exchangeability requires the entire measurable potential-outcome schedule to be independent of dose assignment within each observed stratum. Its schedule-level formulation accommodates evaluation at the realized latent dose through the jointly measurable map in Definition 1. Outcome boundedness provides a common scale for these evaluations.

Assumption 9 [ass:bounded-potential-outcomes] (Bounded potential outcomes).

The potential outcomes in Definition 1 satisfy

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The bounded potential outcomes condition ensures integrability at every fixed dose and fixes the unit scale of the causal target (Huang et al., 2023). It also implies the conditional mean range stated in Assumption 5. Consistency connects the potential-outcome schedule to the realized outcome.

Assumption 10 [ass:consistency] (Realized outcome consistency).

The realized outcome equals the potential outcome from Definition 1 evaluated at the latent dose :

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Continuous-treatment consistency assigns the observed outcome to the potential outcome at the actual latent dose (Huang et al., 2023). Together, Assumptions 8 and 10 give the conditional potential mean its causal role in the latent-dose experiment.

For the observed-law lower bounds, we use a subclass with explicit rank-generated schedules. The auxiliary coordinate provides a common rank across doses; the next restrictions specify its conditional distribution and relation to treatment assignment.

Assumption 11 [ass:rank-uniform] (Conditional uniform rank law).

For every , the uniform-rank coordinate satisfies

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The conditional uniform rank law is specific to this analysis and supplies a unit-interval rank for constructing binary schedules with prescribed conditional means. Its relation to the latent dose is fixed separately.

Assumption 12 [ass:rank-treatment-independence] (Conditional rank–dose independence).

The rank coordinate and latent dose are conditionally independent given the observed stratum :

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Conditional rank–dose independence is specific to this analysis and permits rank-generated schedules to satisfy the maintained conditional exchangeability restriction. The schedule construction uses the same rank at every dose.

Assumption 13 [ass:structural-threshold] (Structural threshold schedules).

For the random potential-outcome schedule in Definition 1, let denote the uniform-rank coordinate and the conditional potential-outcome mean at the realized stratum. With -probability one,

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The structural threshold restriction is specific to this analysis and constructs an entire schedule from the conditional mean function and one rank. Its simultaneous statement ties all dose evaluations to a single measurable schedule. Under the conditional uniform rank law, each threshold has the prescribed conditional mean. The resulting subclass also satisfies the following outcome restriction.

Assumption 14 [ass:binary-potential-outcomes] (Binary potential outcomes).

The potential outcomes in Definition 1 satisfy

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Average dose-response estimation under measurement error provides a related causal setting (Huang et al., 2023). Binary potential outcomes provide the outcome specification for the lower-bound witnesses within our bounded-outcome causal model. The threshold construction satisfies this restriction directly.

We now collect the defining restrictions into the bounded-outcome structural model class . The public vector records the common stratum-overlap and density-envelope constants.

Definition 3 [def:model-class] (Bounded-outcome structural model class).

The class consists of structural laws of , where takes values in the two observed strata , is the latent dose, is the standardized error coordinate, is the random potential-outcome schedule on the public path space of Definition 1, is the realized outcome, and is an auxiliary rank coordinate. The parameters are fixed, and the public class constants satisfy Membership in the class is defined by the following conditions:

  • (Stratum overlap.) Assumption 1.

  • (Latent support.) Assumption 2.

  • (Conditional design.) Assumption 3, with envelope constants and exponent .

  • (Mean smoothness.) Assumption 4, with exponent .

  • (Mean range.) Assumption 5.

  • (Gaussian channel.) Assumption 6.

  • (Error independence.) Assumption 7.

  • (Conditional unconfoundedness.) Assumption 8.

  • (Bounded potential outcomes.) Assumption 9.

  • (Consistency.) Assumption 10.

The contaminated dose is defined by The conditional potential-outcome mean functions are defined in Definition 2. The lower-bound subclass additionally satisfies Assumptions 14, 11, 12, and 13.

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This class fixes the structural restrictions under which causal estimation is evaluated. Its lower-bound subclass supplies explicit binary threshold laws satisfying those same restrictions.

An observed record consists of . For a sample of size , write , , for the corresponding records; this zero-based indexing is the one used by the modulo-three sample blocks of the estimator. Where a statement lists the sample as , it denotes the same records. The sampling restriction determines how their common observed law generates the statistical experiment.

Assumption 15 [ass:iid] (Independent and identically distributed observations).

The observed records , each consisting of the observed stratum, contaminated dose, and realized outcome, are independent and identically distributed under the structural law .

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Independent and identically distributed sampling specifies repeated observations from the same contaminated-dose experiment (Huang et al., 2023). The induced sample law is the experiment available to estimators and confidence intervals.

Definition 4 [def:observed-experiment] (Observed experiment ).

The sample observed-law experiment is where are independent and identically distributed observed records under the structural law , each consisting of the observed stratum, contaminated dose, and realized outcome.

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Causal identification must account for both measurement error and the declining density near the target dose. Proposition 1 establishes that, for common public class parameters and path space, equality of the observed-record laws determines the conditional potential means throughout the dose interval and hence the population causal target.

Proposition 1 [prop:identification] (Identification of the causal mean).

Fix the public potential-path space and evaluation map of Definition 1, and public class constants as in Definition 3. Let denote the two stratum labels, the stratum coordinate, the latent dose, the standardized error, and the realized outcome. Consider structural probability laws and satisfying:

  • (Parameter ranges.) , , and .

  • (Common model class.) Both laws belong to the model class of Definition 3 with the same and public potential-path space.

  • (Observed-law equality.) Writing for the contaminated dose, the laws of the observed record coincide:

For either structural law, write , and let denote its conditional potential-outcome mean from Definition 2. Set , the target dose, and , the centered latent dose. Define the population causal mean by and analogously for .

Then, for every , the stratum masses and conditional centered-dose measures agree: Their conditional latent mean measures also agree: for every Borel set , Moreover, For every integer , the shrinking neighborhood has positive conditional latent mass: and its mean-measure to dose-measure ratio satisfies Finally,

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The shrinking-neighborhood conclusion explains how the target remains identified under weak dose support. Every displayed neighborhood has positive conditional latent mass, and its mean-measure to dose-measure ratio converges to the stratum-specific causal mean at . Thus the pointwise target has a population interpretation through local averages even when the density envelope declines to zero near that dose. The proposition also identifies the entire conditional mean function, while its final decomposition combines the two stratum-specific target values using the identified stratum probabilities. The realized-dose identity and Gaussian convolution argument supporting these conclusions are presented in Lemmas 1 and 2; the positive neighborhood masses and the convergence of the local ratio are proved directly in steps 3 and 4 of the proof of Proposition 1.

Optimal estimation and interval length

Identification in Proposition 1 makes the population causal mean a well-defined target of the observed experiment. We now characterize the precision attainable from that experiment as sample size and measurement precision vary. The first criterion is the minimax expected absolute error , evaluated over the structural class in Definition 3.

Definition 5 [def:minimax-risk] (Minimax absolute-error risk ).

The minimax expected absolute error is Here is the population causal mean at the prespecified latent dose, and is the observed-sample law induced by the structural law , with potential-outcome schedules on the public path space of Definition 1. The infimum ranges over measurable, possibly randomized estimators .

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For uncertainty quantification, fix a noncoverage probability , corresponding to coverage of at least under every law in the structural class. The second criterion, , measures the smallest worst-law expected length among connected intervals satisfying this uniform coverage requirement. The separate finite-sample upper guarantee in Theorem 3 holds for the wider range ; the restriction is used by our two-point argument for the honest-length lower bound, which requires to be positive; we do not claim that the frontier fails when .

Definition 6 [def:honest-length] (Honest interval length ).

The minimum worst-law expected length at fixed noncoverage probability is The infimum ranges over measurable connected intervals . Here is the population causal mean at the prespecified latent dose, and is the observed-sample law induced by the structural law , with potential-outcome schedules on the public path space of Definition 1.

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Both criteria are governed by a common rate , obtained by raising the localization scale to the mean-smoothness exponent. The effective exponent combines smoothness and local design decay, while the logarithmic sample-size quantity determines the second measurement-error threshold. Their definitions distinguish three ranges of measurement precision.

Definition 7 [def:frontier-rate] (Frontier rate ).

The frontier rate and its localization scale are Here the effective exponent and logarithmic sample-size quantity are

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The main characterization, Theorem 1, gives matching bounds for estimation error and honest interval length throughout the stated error-scale range. It also compares the neighboring formulas across multiplicative neighborhoods of both thresholds, making the rate characterization uniform through the transitions.

Theorem 1 [thm:uniform-frontier] (Uniform risk and length frontier).

Fix public class constants , smoothness exponent , design-decay exponent , and noncoverage probability , satisfying:

  • (Class constants.) and .

  • (Parameter ranges.) , , and .

  • (Envelope calibration.) .

Write for the minimax absolute risk in Definition 5 and for the minimum honest expected connected-interval length in Definition 6, at these fixed parameters. Define the effective exponent , logarithmic sample scale , transition thresholds , and comparison scales by Define the localization scale and absolute-risk rate by

There exist constants and an integer , depending on , such that, for every public potential-path space as in Definition 1, every integer , and every , For the same and every , the transition comparisons satisfy

Moreover, for every real , there exist a constant and an integer such that, for every integer , and the two transition windows satisfy Here and may depend on and the fixed parameters.

Finally, for every fixed , there exist constants and an integer , which may depend on and the fixed parameters, such that, for every public potential-path space as in Definition 1 and every integer ,

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The envelope calibration in Theorem 1 has a concrete role: the density integrates to one on , and bracketing its coefficient places the explicit lower-bound design inside the class. Thus the condition certifies a nonempty class containing the witnesses used for the converse.

Under the envelope calibration , the three branches express the interaction between local dose support and measurement precision. In the direct regime, the measurement-error scale is at most the localization scale available from an error-free dose record. Local design decay enters through , and the resulting rate is . In the intermediate Gaussian regime, recovering a localized mean from the contaminated dose requires Gaussian inversion, with attainable localization scale . For larger error scales, known compact latent support enables polynomial localization: inverse polynomial degree is the localization width, Gaussian inversion increases the inverse weight’s second moment with degree, and the largest usable degree has order . Balancing these effects gives the polynomial localization scale and explains the transition from the Fourier branch. The detailed public certificate appears in Lemma 5. For the calibrated class, raising each localization scale to the smoothness exponent gives both the estimation rate and the honest-length rate.

Table 1 displays these branches and their thresholds. The scales , , and are those defined in Theorem 1; each row gives the rate up to the uniform constants in that result.

Measurement precision and optimal pointwise uncertainty
Regime Measurement-error range Risk and honest-length rate
Direct
Intermediate Gaussian
Compact support

The transition comparisons give the thresholds a precise interpretation. For each fixed multiplicative factor , the direct and intermediate scales are comparable throughout once the sample size is sufficiently large. Likewise, the intermediate and compact-support scales are comparable throughout . Thus neighboring descriptions yield the same order of uncertainty throughout each transition window. The comparison constants may depend on and the fixed class parameters, while remaining uniform over the public potential-outcome path spaces.

For every fixed positive measurement-error scale in the stated range, increasing sample size eventually places the experiment in the compact-support regime. Both minimax error and minimum honest expected length then have order , with comparison constants that may depend on the fixed error scale. The full uniform characterization also describes sequences of improving measurement precision: attaining the direct-regime order requires an error scale at most of order , including its fixed multiplicative transition neighborhood.

The error-free endpoint follows directly from this characterization. The next result states that endpoint for both criteria and places its estimation rate alongside a direct regression benchmark with the same local design-decay exponent.

Proposition 2 [prop:error-free-reduction] (Error-free rates and benchmark comparison).

Fix the public class constants and parameters satisfying:

  • (Class constants.) and .

  • (Parameter ranges.) , , and , where is the noncoverage probability.

  • (Envelope calibration.)

There exist constants and such that, for every public potential-path space satisfying Definition 1 and every integer , the minimax absolute risk and minimum honest expected connected-interval length of Definitions 5 and 6 satisfy

Moreover, fix any separate direct Gaussian-response benchmark with:

  • (Benchmark constants.) .

  • (Evaluation neighborhood.) and .

  • (Design.) A fixed probability distribution on with a nonnegative density satisfying

The benchmark observations are , , where the are independent draws from , and the are independent errors independent of the design. In the supremum below, ranges over Borel functions on satisfying for every The infimum below ranges over measurable estimators from the benchmark observations, and denotes expectation under their observed law. There exist constants and , now also depending on the fixed benchmark, such that for every public potential-path space satisfying Definition 1 and every integer ,

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Proposition 2 identifies the precision available when the latent dose is observed exactly. Its exponent reflects both mean smoothness and the declining frequency of observations near the evaluation dose. The comparison with Gaiffas’s benchmark is a comparison of minimax absolute-error rates for the displayed function class and fixed benchmark parameters (Gaïffas, 2005). At , that benchmark retains approximation by polynomials of degree at most one. The honest-length conclusion for the causal experiment is supplied by the first part of Proposition 2. Together, these conclusions provide an error-free reference for interpreting the measurement-error branches.

The upper and lower bounds have complementary statistical roles. Observable localization produces estimates of the stratum-specific causal means from contaminated-dose and outcome records; the construction and its honest intervals are given in Theorems 2 and 3. The converse compares structural laws whose causal means are separated while their induced observed laws remain difficult to distinguish, as stated in Theorem 5. Working with the observed experiment makes the lower bound apply to every estimator and honest connected interval in the criteria above.

The dependency roadmap is short. Identification in Proposition 1 fixes the observed-law target. The public certificate in Lemma 4 turns each inverse weight into a risk and interval-radius bound; the dictionary comparisons in Lemma 5 select entries at the three frontier scales. Finally, the observed-law witnesses in Theorem 5 convert packet cancellation into matching testing lower bounds. Detailed algebra and witness coordinates are deferred to the two technical appendices.

The weighted-packet construction supporting that converse is developed in Theorem 4. Its mathematical ingredients include filtered Jacobi localization (Petrushev et al., 2005), the corresponding local difference estimate (Kyriazis et al., 2008), Jacobi orthogonality and squared norms (Standards et al., ), and the positive-real-axis gamma-ratio asymptotic (Standards et al., ). These ingredients supply localization and moment cancellation for the observed-law comparison; their detailed construction belongs with the auxiliary results in the appendix.

Observable estimation and honest intervals

The observable estimation layer uses the public class constants, smoothness and design-decay indices, and Gaussian error scale to choose a localization weight before evaluating the sample. Exact Gaussian inversion turns that latent weight into an observable function of the contaminated dose. A finite dictionary then supplies a single procedure whose expected absolute error attains the rate in Definition 7, uniformly over the stated error scales.

Inverse weights and public scores

Let be a public nonnegative weight on the centered latent-dose interval, and let be its observable Gaussian inverse. The inverse identity requires that averaging the observable inverse over the measurement error recover the latent weight at every dose in the support. The following definition groups this identity with the integrability conditions and the public quantities used to evaluate a candidate.

Definition 8 [synth_4] (Public expected-error score ).

The public expected-error score of a weight and inverse-weight pair is Fix the public class constants , the mean-smoothness index , the design-decay index , the Gaussian scale , and the sample size . The pair satisfies the following conditions.

  • (Public constants.) The score is defined for every . The estimator and interval use it only when all three modulo-three sample blocks are nonempty, that is, when ; for they return their fallback outputs, which do not depend on the scores.

  • (Inverse identity.) The weight and its inverse are public Borel functions, and with every expectation absolutely finite.

  • (Weighted integrability.) With weighted moments one has Moreover, is absolutely integrable under every law in .

  • (Second moment.) The public inverse-weight second-moment quantity is The integral is a nonnegative extended integral.

The public denominator and localization-bias quantities are For a second-moment quantity expressed with factor , use the distinct notation Thus the second-moment term in the score has the equivalent expression The two second-moment quantities differ by the factor and are not interchangeable: Lemma 4 and Theorem 2 write , without the argument , for the factor- quantity , whereas the score uses . Dependence on the fixed quantities is suppressed in the notation.

The design-weighted moment determines the public denominator bound . Localization is measured by the bias quantity , while the inverse-weight second-moment quantity , equal to times the factor- reference moment , measures the sampling cost of Gaussian inversion. Their combination, the public expected-error score , also accounts for estimation of the stratum probabilities. All these quantities depend on the candidate and public parameters. The factor- convention is related to the class-dependent second moment by the explicit conversion in Definition 8.

For interpretation, define the localized population ratio by This ratio averages the conditional causal mean over doses emphasized by the weight. The positive weighted moment and lower design envelope give a positive denominator. Exact inversion supplies observable weighted moments for estimating this ratio; Lemma 4 connects the resulting estimator to the public score.

Two explicit families furnish the dictionary comparisons. The polynomial localization weight , indexed by a positive odd integer , has the inverse-heat companion . Its polynomial form makes the inverse a finite derivative sum.

Definition 9 [synth_2] (Polynomial localization weights and inverse-heat weights).

For a positive odd integer , define on For odd , this expression is a polynomial of degree ; use its polynomial extension to define on . For known Gaussian error scale , define its companion observable inverse weight by where the superscript denotes the derivative of order . For , this pair satisfies the exact Gaussian inversion identity At sample size , the polynomial entries of the public dictionary use the odd indices

The Fourier family instead uses the localization function and a bandwidth . Its latent weight is paired with the Gaussian inverse through a Fourier multiplier. Both families satisfy the same exact inversion requirement.

Definition 10 [synth_1] (Fourier localization weights and Gaussian inverses).

For and known Gaussian error scale , define Use the Fourier-transform convention The companion observable inverse weight is For , this pair satisfies the exact Gaussian inversion identity At sample size , the Fourier entries of the public dictionary use the dyadic bandwidths

Public selection and the observable procedure

The finite public dictionary combines these two families with a constant entry. Each entry carries its inverse and its score, so selection compares the same public criterion across localization methods.

Definition 11 [def:weight-dictionary] (Inverse-weight dictionary ).

The finite public dictionary contains the following weights, each paired with its exact inverse and assigned the public expected-error score :

  • (Fourier weights.) The weights , paired with , for dyadic bandwidths .

  • (Polynomial weights.) The weights , paired with , for odd indices .

  • (Constant weight.) The constant weight , paired with the inverse .

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The constant entry ensures that the dictionary is nonempty. A fixed order resolves ties and defines the selected entry uniquely, including when differently tagged entries have the same latent weight.

Definition 12 [synth_6] (Public dictionary order).

The fixed dictionary order on in Definition 11 is the following order of tagged entries: the constant entry first, then the Fourier entries in increasing integer index , then the polynomial entries in increasing integer index . The Fourier indices are those integers satisfying ; the polynomial indices are those integers satisfying . Each entry carries its paired inverse weight and public score . Entries retain their tags even when their latent weight functions coincide. The first minimizer is the earliest entry in this order attaining .

Because the scores and order use public inputs, the selected entry is determined by the sample size and declared parameters. The sample supplies the weighted moments used after selection. To state those formulas, partition the records into deterministic modulo-three blocks . The three blocks separately estimate the stratum frequency , the weighted denominator , and the weighted outcome numerator .

The stratum-specific ratio estimate uses a public denominator floor and projection onto the outcome range. Combining these ratios with estimated stratum frequencies gives the weight-specific causal-mean estimate . The following definition supplies the intermediate formulas and the empty-block branch.

Definition 13 [synth_3] (Split-sample ratios).

Index the observed records by , put with target dose , and define For a public latent weight with observable inverse , let When all three blocks are nonempty, define, for each , Floor the denominator at and project the ratio onto the public outcome range: The corresponding total estimator is This is the ratio construction used by Algorithm 1. The floor uses the public constants and of , which are arbitrary subject to and .

The floor makes every computed ratio well defined, and projection keeps each stratum estimate within . The full selected estimator combines these operations with public score minimization. Its numbered procedure also declares the midpoint output whenever a sample block is empty.

Algorithm 1 [def:total-estimator] (Total estimator ).

The inputs are the observed records , indexed by , the public class constants , and the ordered dictionary with scores from Definition 8.

  1. Form the sample blocks, their sizes, and the centered observed doses:

  2. If , output and stop. The remaining steps apply when all three blocks are nonempty.

  3. For each dictionary weight , use the public denominator bound Compute, for each stratum ,

  4. Floor each denominator, project the ratio onto as in Definition 13, and combine strata:

  5. Select the first public-score minimizer in the fixed dictionary order: with ties resolved by that order.

  6. Output .

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For , every modulo-three block is nonempty, and the estimator uses the selected inverse-weight ratios. At smaller sample sizes, the midpoint branch supplies the declared output. The rate guarantee below concerns uniformly sufficiently large samples and identifies the dictionary family supplying the comparison in each error-scale range.

Theorem 2 [thm:observable-upper] (Observable estimator and comparison bounds).

Fix the following public parameters:

  • (Class constants.) specifies a minimum stratum mass in and positive lower and upper weak-design envelope constants, with the lower constant at most the upper constant.

  • (Smoothness.) The smoothness exponent satisfies .

  • (Design decay.) The design-decay exponent satisfies .

There exist and , depending on , such that the following conclusions hold uniformly over every measurable schedule space and potential-path structure in Definition 1, every , and every public error scale . Let be the logarithmic sample scale and let be the absolute-risk frontier in Definition 7.

For every structural probability law in the model class of Definition 3 with parameters , under the sampling condition in Assumption 15, the observed experiment in Definition 4 and the selected estimator in Algorithm 1 satisfy Here is the population causal mean, is the prespecified evaluation dose, and is the potential outcome obtained by evaluating the random schedule there.

The public dictionary in Definition 11 contains comparison witnesses as follows:

  • (Fourier range.) If , there is a Fourier entry indexed by a nonnegative integer whose associated inverse pair has public expected-error score satisfying

  • (Polynomial range.) If , there is a polynomial entry indexed by a nonnegative integer whose associated inverse pair has public expected-error score satisfying

The pairs and scores are those associated with the entries in Definition 11. For each witness, under the usual measurability and integrability conditions, the latent weight and its Gaussian inverse weight satisfy where denotes the separately normalized factor- second-moment certificate of Lemma 4. Their Gaussian inversion identity holds pointwise:

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The admissibility properties listed for each witness, namely measurability of and , nonnegativity of , integrability of on with , Gaussian integrability with exact inversion, and , are conclusions of Theorem 2, not additional hypotheses. The phrase “under the usual measurability and integrability conditions” in its statement refers to these proved properties.

The score expresses the tradeoff between localization bias and the sampling cost of the inverse weight. Theorem 2 supplies a Fourier comparison when and a polynomial comparison when . Public minimization gives the selected entry a score at most that of the relevant comparison. Together with the certificate in Lemma 4, these comparisons explain how one observable procedure attains the stated rate as the known error scale varies from zero to a fixed positive value. The constants and sample-size threshold are common to all error scales and path spaces covered by the theorem.

Score-based honest intervals

Fix a noncoverage probability . The connected interval uses the selected public score as its radius after division by , and intersects the resulting interval with the causal target range. The empty-block branch assigns the full target range.

Definition 14 [def:honest-interval] (Score-based interval ).

The connected interval is Here is public, is the noncoverage level, and is the selected-weight estimator using the blocks and the first minimizer of in the fixed dictionary order.

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The expected-error certificate calibrates the radius through Markov’s inequality. Since the causal mean lies in , intersection with that range preserves coverage. The following result separates honesty at every sample size from the expected-length rate for uniformly sufficiently large samples.

Theorem 3 [thm:finite-honesty] (Finite-sample coverage and large-sample length).

Fix public constants and parameters satisfying:

  • (Class constants.) and .

  • (Smoothness.) .

  • (Design decay.) .

  • (Honesty level.) , where is the noncoverage probability.

For any public potential-outcome path space as in Definition 1, let range over the structural laws in of Definition 3. Write where is the prespecified latent evaluation dose and is the localization scale in Definition 7. Let be the observed sample law in Definition 4, and let be the interval in Definition 14, constructed with .

For every such path space, every sample size , every , and every , Moreover, there exist and an integer such that, simultaneously for every such path space, every , every , and every ,

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The interval converts an expected absolute-error bound into a coverage guarantee using the public score. Its length is bounded by twice the score divided by , with intersection at the target range providing further truncation. Thus the same dictionary comparisons that control estimation error also control expected interval length. Theorem 3 guarantees coverage at each positive sample size, and also at through the full-range fallback. For , an empty block triggers that fallback; for , the score-based branch applies. The expected-length bound and the estimation bound in Theorem 2 apply once their respective public sample-size thresholds are reached, uniformly over the specified structural laws, error scales, and potential-outcome path spaces. At moderate sample sizes the interval can be uninformative: every dictionary score satisfies , because its bias and second-moment terms are nonnegative, so the radius is at least whenever . Since , the interval is then the whole range ; at this happens for every .

Observed-law lower bounds

The estimation and coverage guarantees in Theorems 2 and 3 are complemented by an observed-experiment converse. Theorem 5 establishes the statistical difficulty of causal evaluation from contaminated-dose records under its stated conditions. Its comparisons concern the sample observed laws defined in Definition 4, and therefore apply directly to procedures based on the available observations. Together with the upper bounds, they supply the lower-bound component of Theorem 1.

The comparison uses the reference and perturbed structural laws within a bounded Bernoulli witness subclass. These laws share the stratum probabilities, latent-dose design, and Gaussian measurement channel. Their conditional potential means differ through admissible perturbations at the evaluation dose, producing separation of the causal targets. The common design isolates how changes in the conditional mean affect the distribution of observed outcomes and contaminated doses. The structural realization of these witnesses, including the rank coordinate and threshold schedules, is given with the comparison in Theorem 5.

The statistical argument connects this target separation to closeness of the sample observed laws. When two admissible laws assign separated causal means while generating records that are difficult to distinguish, estimation must incur error on at least one of them. The corresponding interval comparison combines observed-law closeness with the requirement of coverage across the model class. Thus the witness subclass links the causal target to both the estimation criterion in Definition 5 and the honest-length criterion in Definition 6.

Weighted moment cancellation is the mechanism behind the two inverse-regime comparisons. The packets supplied by Theorem 4 retain a controlled value at the evaluation point while cancelling moments against the design weight. Gaussian convolution attenuates the resulting signed change in the observed distribution, even as the causal means remain separated. Weighting the cancellation by the latent design makes this mechanism compatible with weak dose support. The two comparisons balance localization and cancellation at the scales relevant to the Gaussian error and the compact dose interval. Their packet formulas, regime-specific choices, and quantitative observed-law bounds are developed in the appendix before use in Theorem 5.

Discussion

The rate characterization in Theorem 1 gives measurement precision a concrete interpretation for estimating the population causal mean at a prespecified dose. Under the structural model in Definition 3, with and fixed smoothness and design-decay exponents in their stated ranges, it describes how sample size and the known Gaussian error scale jointly determine attainable precision. Its application therefore rests on substantive justification for the compact latent-dose support, the weak-design envelope, and the causal identification conditions. Within this model, improving measurement precision can move the experiment between three regimes, with comparable rates throughout the transition neighborhoods specified in Theorem 1.

The design-decay exponent measures the scarcity of latent doses near the evaluation point. The envelope in Assumption 3 implies that the probability of a sufficiently small dose neighborhood of radius , within either stratum, has order . Larger values of thus represent weaker local support. Under , in the direct regime, this scarcity combines with mean smoothness through the effective exponent , yielding absolute-error and honest-length orders . For fixed smoothness, increasing design decay slows this order and raises the measurement-error threshold below which direct estimation is attainable. The wider direct-regime range accompanies a coarser attainable localization scale.

In the intermediate Gaussian regime, measurement precision enters more directly. Under , the common uncertainty order is with the notation defined in Definition 7. Here the design-decay exponent enters through the logarithmic term as well as the first transition threshold. At a common sample size and error scale lying in the intermediate regime for the exponents being compared, a larger reduces and increases the displayed uncertainty scale. The displayed scale depends on measurement precision, and once the direct regime is reached, the error-free weak-design order characterized in Proposition 2 is attained. Further reductions within the direct regime share that minimax order.

Under the envelope calibration , known compact support governs the eventual order when the measurement-error scale remains fixed and positive. Under Assumption 2, every fixed eventually lies in the compact-support regime as sample size increases. For this calibrated class, both optimal criteria then have order as established in Theorem 1. The design-decay exponent determines the direct and intermediate regimes, while smoothness determines the exponent in this eventual fixed-error order. Within the calibrated class, two fixed positive error scales therefore share this asymptotic order, with comparison constants allowed to depend on the error scale. The uniform characterization gives a more detailed account of improving precision with sample size: the compact-support expression depends on through , and sufficiently rapid improvement leads through the intermediate regime to the direct order.

Under the envelope calibration , the matching estimation and interval-length orders concern uncertainty about the same scalar causal mean, . Expected absolute error measures point-estimation accuracy, while honest expected length measures the width required for connected intervals with coverage of at least uniformly over the structural class; these criteria are defined in Definitions 5 and 6. For the calibrated class, their common rate connects improved measurement precision to both forms of uncertainty. The observable estimator and interval construction in Theorems 2 and 3 attain the corresponding upper bounds, and the observed-law comparison in Theorem 5 supplies the converse under this calibration. Together, these results characterize the order of precision available for causal evaluation under the stated support, design, smoothness, and measurement conditions and the envelope calibration.

Limitations and future work

The characterization in Theorem 1 concerns a scalar causal mean at a prespecified latent dose, with fixed public class constants, fixed mean-smoothness and design-decay exponents, a public Gaussian measurement-error scale, and the structural restrictions in Definition 3. The proved range is an explicit restriction; the analysis does not claim the same uniform constants beyond that cap. The requirement is also substantive rather than a normalization: it is used in the dictionary score-rate bounds of Lemma 5 behind the observable upper bound, and in the comparison with the direct-regression benchmark in Proposition 2. The observable construction and coverage guarantee in Theorems 2 and 3 operate within that specification. These results provide a benchmark for extensions in which model parameters are learned, covariate adjustment is richer, the measurement-error range is widened, or inference covers several doses.

Adaptation over mean smoothness and design decay would require selecting localization weights while accounting for uncertainty about both exponents. The public-score selection in Algorithm 1 uses the specified class parameters; adaptation would instead require observable criteria that remain valid across candidate classes. Point estimation and honest inference raise distinct questions here. For estimation, the task is to determine the attainable accuracy across classes and any cost of adaptation. For intervals, the task is to establish whether coverage over a union of classes can coexist with shorter expected length on individual classes, and which additional restrictions would permit that improvement.

An unknown measurement-error scale introduces a further source of uncertainty into Gaussian inversion. Replicate measurements or an external calibration sample could supply information about the scale, subject to assumptions linking those measurements to the main sample. An extension would need to establish joint identification, propagate calibration uncertainty through the inverse weights, and compare the required calibration precision with the localization scale. Honest intervals would then have to account for uncertainty from both samples. The transition between measurement-error regimes makes the relative sizes of the calibration and outcome samples a substantive statistical question.

Richer covariates would extend the current two-stratum adjustment to settings with many strata or continuous confounders. Such an analysis would require conditions on covariate support, conditional dose densities, and the regularity of the conditional potential-outcome mean. The statistical problem would combine dose inversion with estimation and aggregation across covariate values. Relevant questions include how covariate dimension affects attainable accuracy, how to control sparsely represented covariate regions, and how uncertainty in covariate adjustment enters an honest interval for the population causal mean.

Simultaneous dose inference would replace evaluation at one prespecified dose with inference over a collection or interval of doses. This extension requires a model describing how weak dose support varies across evaluation points, including its behavior near support boundaries. Uniform approximation and stochastic-error bounds would then be needed for an entire estimated curve. The corresponding questions concern the attainable width of honest confidence bands, the cost of simultaneous coverage, and the relationship between local design decay and uncertainty across doses.

Empirical use also calls for validation of the support and density envelopes. Because the dose is latent, checking these restrictions from contaminated measurements requires an explicit measurement model or additional information. Validation measurements, substantive support restrictions, and sensitivity analysis could help assess plausible specifications. A statistical treatment would need to incorporate uncertainty in estimated support boundaries and envelope constants into estimation and coverage guarantees. Distinguishing assumptions supported by validation data from restrictions supplied by substantive knowledge would make those guarantees interpretable in an application.

The exact public certificates also call for a numerical study separate from the rate theory proved here. A reproducible implementation should evaluate the Fourier and polynomial inverse weights with documented quadrature and stability controls, then report the selected dictionary entry, score, and interval radius over grids of sample sizes and error scales for representative calibrated . Such diagnostics would measure finite-sample informativeness of the explicit constants without changing the uniform asymptotic and coverage guarantees established in this paper.

Dietary-intake applications are a direction requiring application-specific validation and analysis. A study would need to define the latent intake exposure and causal contrast, assess the measurement-error distribution and its independence conditions, and justify the covariates used for causal adjustment. Replicate assessments or reference measurements could inform the measurement model, while the observed study population would determine the relevant dose-support specification. Connecting these ingredients to the present benchmark requires an analysis of the resulting observed experiment and of uncertainty contributed by exposure calibration and confounder adjustment.

The secondary Gaiffas direct-regression comparison in Proposition 2 has a narrower evidentiary status than the paper’s own frontier. Its source interface was attested, but an independent source-retrieval check was inconclusive. The comparison is therefore retained as a benchmark for the error-free exponent, with its precise assumptions and formalization scope stated locally at the proposition.

Appendices

Identification and observable risk certificates

The auxiliary results connect the structural causal model to population localization and observable estimation. The argument begins with conditional means at the realized dose, then establishes uniqueness under Gaussian convolution and positivity of localized population denominators. A public expected-error certificate subsequently links these population quantities to the split-sample estimator, while dictionary comparisons supply the uniform rate guarantees in Theorems 2 and 3.

Random-dose means and identification

Conditional unconfoundedness in Assumption 8 concerns the measurable potential-outcome schedule. The regression identity needed for identification and weighting evaluates that schedule at the random latent dose. The following result supplies this bridge, including its integrated form for bounded measurable multipliers.

Lemma 1 [lem:realized-dose-mean] (Realized dose mean identities).

Suppose the following conditions hold:

  • (Public model primitives.) Fix a potential-outcome path space as in Definition 1 and public class constants as in Definition 3.

  • (Parameter ranges.) Let , , and .

  • (Structural law.) Let be a structural probability law in the model class of Definition 3. Write for the stratum space, and let , , , and denote its stratum, latent dose, classical error, and realized outcome coordinates, respectively.

With denoting the conditional potential-outcome mean defined in Definition 2, the following statements hold -almost surely: Moreover, for every bounded measurable function ,

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Proof of Lemma 1.
  1. Define the projection onto the dose interval and the normalized stratum laws by By Assumption 1, , so , , and are probability measures. The law is concentrated on .

    Fix . For measurable sets Assumption 8 gives Thus equality on measurable rectangles yields For every , Assumption 9 transfers to the normalized restriction and gives The evaluation map from Definition 1 is jointly measurable. Integrating these fixed-dose assertions under the product law therefore gives and hence By Assumption 2, almost surely under . Consistency from Assumption 10 consequently yields Combining the two strata,

  2. Define a mean extension on the entire real dose axis by The parameter restriction gives , and Assumption 4 supplies Thus each is continuous on . Composition with the continuous projection, together with the discrete stratum space, makes measurable. By Assumption 5, In particular, Both random variables are measurable and integrable under the probability law . Finally, latent support gives

  3. Fix a bounded measurable test function The preceding bounds imply These measurable products are integrable. Splitting the first expectation over the two strata gives Here the second equality follows from the definition of and almost surely under . The same calculation gives

  4. Fix a stratum . Define the error law, clipped evaluation, and product integrand by These functions are measurable, and Thus is integrable under .

    Error independence from Assumption 7 survives restriction to the positive-probability stratum. Indeed, for Equality on rectangles and the schedule–dose product law already established yield The random-evaluation bound, latent support, and consistency also give Consequently, change of variables under this product law and Fubini’s theorem give

    For every , the fixed-dose bound established above makes clipping leave the evaluation unchanged -almost everywhere. The normalized restriction formula and Definition 2 therefore give Integrating out the schedule thus gives Moreover, so this measurable integrand is integrable. Marginalizing the product law, using , gives It follows that

    Substituting this equality into the two stratum sums proves, for every bounded measurable ,

  5. Apply this identity to indicator tests. For every it gives Every event in has this preimage form. The candidate is integrable and -measurable, so the defining set-integral characterization and uniqueness of conditional expectation yield where the second equality uses latent support.

  6. For any bounded measurable function define its extension by This extension is measurable and has the same bound. The bounded-test identity therefore supplies The same indicator-test characterization, now for , gives Finally, replacing the projected mean by its almost-surely equal value in the original bounded-test identity gives

∎

The conditional identities make the potential-outcome mean applicable to the observed outcome at the realized dose, including conditioning on the error coordinate. The almost-sure outcome bound also supplies the boundedness used in the observable moment certificates below. Joint measurability in Definition 1 gives random-dose evaluation its measurable meaning.

For the convolution argument, let denote the centered Gaussian probability measure with variance . At zero error scale, set , where is the unit point mass at zero. For a finite Borel measure , its convolution with this error measure is defined, for each Borel set , by The centered latent-dose support in Assumption 2 motivates the following uniqueness statement for finite measures supported on .

Lemma 2 [lem:compact-gaussian-convolution-injective] (Injectivity of compact Gaussian convolution).

Let , and let denote the centered Gaussian probability measure with variance , with , the unit point mass at zero. Let be nonnegative Borel measures on . Suppose that:

  • (Error scale.) .

  • (Finiteness and support.) Each of is finite and assigns zero mass to .

  • (Convolution equality.)

Then

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Proof of Lemma 2.
  1. Define the finite nonnegative Borel measures Distributivity of convolution over addition and the assumed convolution equality give

  2. For any finite nonnegative Borel measure on , define its characteristic function by Taking characteristic functions in the preceding equality yields The characteristic function of a convolution is the product of the characteristic functions, so

  3. The characteristic-function formula for a centered Gaussian gives because the complex exponential never vanishes. This formula includes , when the factor equals . Cancelling this nonzero factor therefore gives

  4. Finite Borel measures on are determined by their characteristic functions. Hence

∎

The grouped equality accommodates differences of finite nonnegative measures while retaining a statement entirely in terms of such measures. Its mathematical role is uniqueness of latent measures from their Gaussian-convolved counterparts. The formulation includes the error-free case through the point-mass convention.

Population localization additionally requires a positive denominator. Here positivity belongs to the latent weight , whereas empirical moments use its observable inverse . Exact Gaussian inversion connects the two under the stated integrability conditions. The next result records the denominator and approximation bounds needed for this construction.

Lemma 3 [lem:positive-ratio] (Positive denominators and approximation).

Fix a potential-path space as in Definition 1. Let consist of two strata, and let be a structural probability law with coordinates , , and potential-outcome schedule . Set Let be a public latent weight and its observable inverse weight. Define the weighted moments by Suppose the following conditions hold:

  • (Public constants.) The constants satisfy

  • (Parameter ranges.)

  • (Structural model.) The law satisfies Definition 3 with path space , constants , and parameters .

  • (Admissible weight.) The functions and are measurable, and

  • (Exact Gaussian inversion.) For every , the function is absolutely integrable under the standard Gaussian law, and The inverse weight is also absolutely integrable under the structural law:

For every , the denominator is strictly positive and satisfies Consequently, the localized population ratio is well defined and, with as in Definition 2, obeys These conclusions hold throughout the stated parameter ranges, including .

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Proof of Lemma 3.
  1. Fix . Define the centered latent dose and stratum probability by Choose a measurable conditional density supplied by Assumption 3, so that for Lebesgue-almost every . To express the mean on the whole real line, define This extension is measurable by the Hölder condition, and Assumption 5 gives Define the latent weighted integrals Multiplying the design envelopes by the nonnegative weight gives almost everywhere on the integration interval. The upper bound and the finite base moment ensure integrability of ; boundedness of then ensures integrability of the numerator integrand. Integrating the lower bound yields Also, Assumption 1 supplies

  2. Define the normalized stratum law and the observed denominator by Here is a probability law on the structural coordinate space. Restriction and normalization preserve the assumed absolute integrability of .

    The error independence in Assumption 7 gives, for Borel sets , Together with Assumption 6, this identifies the joint law as

    Since , Fubini’s theorem, justified by absolute integrability, and the pointwise Gaussian-inverse identity give Consequently,

  3. Define the observed numerator by By Lemma 1, Thus is finite. The multiplier is measurable with respect to and integrable. Pulling it through conditional expectation gives The last equality uses the latent support in Assumption 2, on which .

    The product is absolutely integrable because . Applying the product-law integration from the preceding step with this bounded multiplier yields Hence

  4. The positivity established above implies Moreover, multiplying the lower bounds for and gives

  5. We next bound the centered latent numerator. The parameter assumptions give and . On , Thus the higher-moment integrand is integrable, as the product of the integrable base-moment integrand and a bounded measurable function.

    The integrability already established permits subtraction inside the integral: For every , both doses belong to , and Assumption 4 gives Using and the upper design envelope, we obtain almost everywhere The absolute value of an integral is bounded by the integral of the absolute value, so

  6. Nonnegativity of the higher-moment integrand gives Since and , the observed numerator and denominator identities imply Therefore, The argument applies to every . Gaussian inversion was used directly throughout the stated range of , including , so the same conclusions hold at that endpoint.

∎

The lower bound makes population normalization explicit, and quantifies localization around the target dose. Both certificates use moments of the nonnegative latent weight. Observable inverse weights are governed instead by inversion and integrability; their empirical denominators receive the public floor specified in Definition 13. Thus population positivity and empirical stabilization have distinct roles.

The realized-dose identity and convolution injectivity support the identification conclusion in Proposition 1: the first connects outcome-weighted latent measures to conditional potential means, and the second supplies uniqueness under the known measurement channel. The shrinking-neighborhood ratio statement of that proposition is proved directly in steps 3 and 4 of its proof. Lemma 3 serves the estimation analysis instead: its weighted-denominator lower bound and localization-bias bound are the population inputs to the error certificate in Lemma 4.

Split-sample error certification

The observable construction in Definition 13 assigns separate modulo-three blocks to stratum frequencies, inverse-weight denominators, and outcome numerators. Its public denominator floor and projection define the empirical ratios for every sample with nonempty blocks. The following certificate quantifies expected absolute error for a specified weight pair before dictionary selection.

Lemma 4 [lem:public-error-certificate] (Public expected-error certificate).

Fix the public potential-path space of Definition 1 and public class constants satisfying the restrictions in Definition 3. Suppose that:

  • (Parameter ranges.) , , , and .

  • (Structural law.) The structural law belongs to , the model class with constants defined in Definition 3.

  • (Sampling.) The observed sample satisfies Assumption 15, with joint law defined in Definition 4.

  • (Inverse pair.) Let be a public latent weight and its observable inverse weight. Under the usual measurability and integrability conditions, they satisfy and the pointwise Gaussian inversion identity where the Gaussian integrand is absolutely integrable for every such .

  • (Law integrability.) Let denote the contaminated dose and the prespecified evaluation dose, and define the observed-dose displacement by Then

  • (Public second moment.) Define the public inverse-weight second moment, as an extended nonnegative integral, by Assume .

Let be the weight-indexed estimator of Algorithm 1, and let be its public expected-error score from that construction, evaluated at the fixed parameters . Define the population causal target by where is the potential outcome at the evaluation dose in Definition 1. Then

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Proof of Lemma 4.
  1. Index the observed records and form the three blocks as in Definition 13 and Algorithm 1. Thus and write The indices , for , belong to . Consequently, In particular, every block is nonempty. The positive weight moment and public constants give For each , define the population moments The empirical moments are On every observed sample in , define All sample expectations below are taken under .

  2. We first establish the population moments of these averages. Choose the conditional densities supplied by Assumption 3. Define the standard Gaussian probability measure by The Gaussian channel and error independence imply that, conditional on , the joint law of and is the product of and the measure with density on . The public second-moment quantity in Definition 8 satisfies Tonelli’s theorem and the upper design envelope therefore give, initially as nonnegative extended integrals, where we used . By Lemma 1, almost surely, so Both observable marks are thus square integrable. For the frequency mark, by the variance bound for a random variable in .

    Linearity of expectation gives Independence of the sample records makes the mixed covariance terms vanish. Hence Here the first two inequalities also use . These averages and their absolute centered errors are square integrable, and therefore integrable.

  3. Distinct modulo-three blocks are disjoint: an index in both and would have remainder both and . Under the product experiment, the records indexed by disjoint blocks are independent. Taking measurable functions of those records preserves independence, so, separately for the denominator and numerator blocks, The preceding integrability and independence give integrable products and the factorizations

  4. Nonnegativity of the variance of an absolute centered error bounds its mean by the standard deviation of the original average. For example, unbiasedness gives Since the expected absolute error is nonnegative, taking square roots yields the first of the following bounds; the same argument gives the other two: Because , , and , Monotonicity of the square root consequently gives These inequalities also hold when .

  5. Partitioning the bounded potential outcome by the two strata and using Definition 2 gives The estimator therefore satisfies the exact decomposition The frequencies are nonnegative by their defining averages. Applying the triangle inequality gives, for every observed sample,

  6. For every stratum, Lemma 3 supplies We also need the range of . The conditional-mean identity in Lemma 1, applied by the conditional-expectation pull-out rule to the integrable inverse-weight mark, gives Indeed, law integrability and the bounded outcome and mean make both products integrable. Conditioning on the positive-mass stratum, using the Gaussian product law, and applying Fubini and pointwise inversion now yield and Absolute integrability under persists under each normalized stratum restriction, which justifies these uses of Fubini. The conditional mean is measurable on the dose interval by its Hölder condition.

    The design envelopes and nonnegativity of give, almost everywhere on , Thus this weight is integrable and has positive mass. Since , Assumption 5 gives Cancelling in the population ratio and dividing by the positive weight mass proves

    For every observed sample, define the floored denominator It satisfies The latter follows because , and taking the maximum with contracts distance to any number at least .

    The clipping construction in Algorithm 1 is Projection onto this interval fixes and contracts distance to it. Moreover, Using , the floor bound, and the triangle inequality therefore gives Combining this with the localization bound yields Every denominator used here is positive for every observed sample.

  7. Each record belongs to exactly one of the two strata, so Multiplying the stratum error bounds by these frequencies and summing gives Also, Assumption 5 implies , whence Substitution into the error decomposition proves the pointwise bound The right side is integrable by the moment bounds and the block factorizations. Integrating this bound and splitting the finite sums therefore gives

  8. The block factorizations and deviation bounds imply, for each stratum, Unbiasedness of the frequencies and their samplewise normalization give Consequently, There are two strata, and hence Finally, , so the integrated pointwise bound yields

∎

In the inverse-pair clause, the “usual measurability and integrability conditions” are the following hypotheses: and are Borel measurable, and is Lebesgue integrable on . Together with the displayed nonnegativity, positivity of , and Gaussian inversion with absolute integrability, they form the admissibility conditions on the pair.

The certificate separates localization error, inverse-weight sampling variability, and stratum-frequency error. In particular, the variability term involves the observable inverse through , while localization uses the latent weight through . The denominator bound connects population normalization to the stability of the clipped empirical ratio. For a public weight pair, all three terms in are available for the deterministic comparison rule in Algorithm 1.

Dictionary admissibility and rate comparisons

The Fourier and polynomial pairs in Definitions 10 and 9 supply two ways to localize while inverting the Gaussian channel. Their finite dictionary also contains the constant pair, so the public minimization rule has a candidate for every ; the estimator and interval use the selected entry only for , when all three sample blocks are nonempty. The next statement verifies the conditions required by the error certificate for every dictionary entry and records the comparisons that control the selected score.

Lemma 5 [lem:dictionary-score-rate] (Dictionary admissibility and score rate).

Fix the following public objects and parameters:

  • (Path space.) A potential-path space as in Definition 1.

  • (Class constants.) , with

  • (Exponents.) and .

Use the public dictionary from Definition 11 and the public expected-error scores from Definition 8. For every integer , every , and every inverse pair , both weights are measurable, is nonnegative on , and its design-weighted moment satisfies For every , the exact Gaussian inversion identity holds with absolute integrability: where denotes the standard Gaussian probability measure. The inverse-weight second-moment integral satisfies Let denote the observed-dose displacement from the prespecified evaluation dose , and let denote the contaminated dose: where is the latent dose and is the standardized Gaussian error. For every structural law from Definition 3, the inverse weight is absolutely integrable under the observed centered dose:

Let be the first public-score minimizer in the fixed dictionary order from Algorithm 1, and let and be the frontier rate and logarithmic sample-size quantity from Definition 7. There exist and , uniform in , such that for every and every , For the same and , whenever , there exists such that the Fourier inverse pair indexed by in Definition 11 belongs to and its public score is at most . Whenever , there exists such that the polynomial inverse pair with index belongs to and satisfies

⊢ Lean
Proof of Lemma 5.

Throughout, zeroth powers of nonnegative numbers are interpreted as . For the moment calculations, write For a public inverse pair, use the factor- second-moment quantity of Definition 8: The integral is understood as an extended nonnegative integral. The reference-score constants below are public and may depend on the fixed exponents ; the final public-score constant also depends on .

  1. Admissibility of the dictionary pairs. Fix and . We consider the three families in Definition 11.

    For the constant pair, the polynomial construction in Definition 9 at index gives The integrand defining is continuous, nonnegative, and positive away from zero. Since the latent interval has length one and there, Thus the constant pair satisfies the required conditions.

    For a Fourier entry, let . Use the function and the pair from Definition 10. The elementary bounds for sine imply, for , For the last bound, split at : on the central interval the product is at most one, and outside it the product is at most . In particular, define Continuity and give , while the cubic envelope gives . Changing variables , and using , yields These inequalities give the positive finite weighted moment.

    We also record the spectral support needed below. With the transform convention of Definition 10, define Direct integration gives with value one at . Taking six products and applying Fubini therefore gives Here convolution adds the support intervals; Fourier inversion gives the asserted support of the transform. Define The multiplier is continuous and compactly supported, so This uniform bound proves Gaussian absolute integrability at every displacement and gives The exact expectation identity is supplied by Definition 10. Continuity supplies measurability of both functions.

    For a polynomial entry, dictionary membership supplies a positive odd index . By Definition 9, and are polynomials, and Consequently the weighted integrand is continuous on the latent interval, nonnegative, and positive on an interval away from zero. Hence At , the inverse-heat sum reduces to For , Definition 9 supplies the exact Gaussian expectation identity. In both cases, finite polynomial expansion and the Gaussian absolute moments give Polynomial continuity supplies measurability. This proves pair admissibility and second-moment finiteness for every dictionary member, including when either indexed family is empty.

  2. Integrability under structural laws. Fix a dictionary pair and a law . Write for the stratum coordinate, for the latent dose, and for the standardized error, and define The independence and Gaussian conditions in Assumptions 7 and 6 imply For each , write for the conditional Lebesgue density of given , so that The positive stratum probabilities supplied by Assumption 1 make these conditional laws well defined. Since , Assumption 2 gives Thus, for any nonnegative measurable function , conditioning on the stratum gives the following equality with the integral restricted to the latent interval; the upper density envelope in Assumption 3, with , gives the inequality: Summing the two strata and applying this inequality to proves, by the product-law identity and Tonelli, The compositions involved are measurable. The inclusion on a probability space now gives This establishes the law-integrability assertion.

  3. The Fourier score bound. For finite-moment pairs and , define the reference quantities used to tune the dictionary: Since , the Fourier moment bounds already proved give

    To control the variance, define the spectral profile constants Differentiation under the Fourier integral, justified by the absolute moments through order three, gives Both and its derivatives have compact support. Twice integrating by parts gives, for , Together with the direct bound at , this proves absolute integrability of the inverse. The same argument applied to proves absolute integrability of its inverse.

    For , define the physical-space energies Parseval’s identity and the inverse-transform derivative identity give On the spectral support, . Thus Also, so Integrating these squared bounds over an interval of length yields For , splitting at gives Consequently,

    The power inequality holds throughout the stated range, including . Moreover, These inequalities also supply joint integrability after translation: the dominating terms are integrable products of a Gaussian moment and one of the finite energies above. Extending the latent integral to the real line, translating , and using , we obtain Since enlarging the powers and to gives where

    The denominator moment bound implies Define, for , , and , and set Combining the bias, denominator, and variance bounds in the reference score gives

  4. The direct Fourier witness. Define The parameter ranges imply . The direct scale satisfies The last inequality follows from and .

    For sufficiently large , the lower bound follows by comparing exponents, and the upper bound follows from . Choose a dyadic bandwidth by Then so the pair belongs to the dictionary by Definition 11.

    Suppose . For fixed nonnegative , every factor inside decreases as increases. Hence where the second bound uses and the variance balance above. Therefore, with the rounded Fourier entry satisfies The equality is the direct branch of Definition 7. Thus there is an integer , independent of , beyond which this witness is available whenever .

  5. The intermediate Fourier witness. For and , define When , the identity implies , and hence .

    We first establish the uniform logarithmic bound used for tuning. Define For , the inequalities and give The eighth term of the exponential series gives Using and , we conclude

    At the target bandwidth , Since and , these identities yield Thus Dropping the two factors that are at least one from the logarithmic bound also gives Because and , it follows that

    We next place the target bandwidth in the dictionary window. If , then the inverse-power bound would imply For , gives . Thus, once , If also , then for sufficiently large , since . These thresholds are independent of .

    Choose and by Then so the pair belongs to the dictionary. Monotonicity of the stochastic factor and the Fourier reference-score bound give where Under , Definition 7 identifies . This proves the intermediate witness for all , with a threshold independent of .

  6. Combining the Fourier regimes. Set For and , split according to or . The preceding two steps supply, respectively, a dictionary Fourier pair satisfying The enlargement of the constants is valid because . The direct case includes .

  7. The polynomial certificate. We derive the inverse-degree score bound before choosing the dictionary index. For any positive odd , the inequality follows by induction from the sine addition formula. Combining it with and the representation in Definition 9 gives Jordan’s inequality and imply Therefore, if , then and consequently At , this follows from .

    For , define Integrating the central lower bound and rescaling gives For the upper bound, put . Splitting at , the preceding upper bounds give Extending this nonnegative envelope to the real line and changing variables yields In particular, define Then

    For the variance estimate, define the degree bound We first bound the coefficients of the declared polynomial. Let the second-kind Chebyshev polynomials be defined by For a polynomial , define its coefficient mass by the sum is finite. The recurrence, together with the triangle inequality and submultiplicativity of coefficient mass, proves inductively that Indeed, the initial masses are , and Define the even coefficients by The identity , obtained from the same recurrence, gives the polynomial representation Since , every summand inside the brackets has coefficient mass at most Summing the terms and taking the sixth power gives

    Define the probabilists’ Hermite polynomials by The finite coefficient formula gives the recurrence Differentiating this recurrence proves by induction that Indeed, the initial identity is ; for , the preceding derivative identity gives

    For every real polynomial , Gaussian decay gives Integration by parts, followed by Gaussian normalization, therefore yields All polynomial factors have finite Gaussian absolute moments. Applying this identity to the Hermite recurrence gives

    Define the Gaussian inner products by Applying integration by parts to the polynomial product , the recurrence and derivative identity give

    The mean identities supply the boundary values Induct on the first index, allowing every second index. The boundary values handle either index being zero. When both indices are positive, the recurrence reduces both by one. On the diagonal it gives for , the induction hypothesis gives Thus their Gaussian orthogonality is

    Taylor expansion gives Applying the finite inverse-heat sum from Definition 9 to this expansion replaces by : this is the displayed finite formula for , with the chain rule supplying the powers of . Thus Squaring and using orthogonality yields These finite identities include .

    For , write Differentiating the monomial expansion and using gives Moreover, The binomial theorem and therefore give The case has , and the same formulas reduce to the constant pair.

    For and , define Here and . Suppose Then so Using , , and , we obtain the explicit calibration The last numerical inequality follows from . Exponentiating twice the bound gives whenever . Consequently,

    Finally, the standard logarithmic-power comparison gives The degree condition implies . Since , it follows that Also, Substitution into the reference score proves uniformly for all sufficiently large , all public , and all positive odd satisfying the degree condition.

  8. The polynomial dictionary witness. Define the real target index Uniformly over , Because , eventually For sufficiently large , the inequality also gives Therefore the target lies in the uniform window Choose such that The lower bound on the target implies , so is odd. The rounding inequalities give or equivalently, Since , this polynomial pair belongs to the dictionary by Definition 11.

    The same eventual logarithmic-power bound used above places the direct cutoff below the Fourier cutoff. Indeed, Taking the power yields Hence, when , the third branch of Definition 7 applies: The lower rounding bound implies Applying the polynomial certificate therefore gives Taking a common integer threshold for the certificate, the target window, and the cutoff comparison proves the polynomial witness uniformly in .

  9. Selection and the common bound. We first convert the reference scores to the public scores of Definition 8. For every dictionary pair, nonnegativity of the weight and on the latent interval give Together with , this makes every summand of nonnegative. The public quantities satisfy The second identity follows from the two bias definitions, and the last follows by factoring the nonnegative constant out of the square root and using . Define Bounding the coefficient of each nonnegative summand by yields

    Set For , . Every branch of the localization scale in Definition 7 is nonnegative, so For either family witness constructed above, the reference-score bound therefore gives Thus both public witness bounds hold with the same and .

    For completeness, the ordered selection rule gives the required minimizing inequality. Enumerate the dictionary in its fixed order as with the constant pair first. Define the successive retained entries by Induction on proves If the new score is strictly smaller, the new entry satisfies the bound against every preceding entry by transitivity; otherwise the retained entry also bounds the new score. Equal scores retain the earlier entry. At the final index this is the specified first minimizer, and therefore

    Now split at the stated cutoff. If , the Fourier witness supplies with its pair in the dictionary and If , the polynomial witness supplies , with , and These two cases establish the selected-score bound and both asserted family witnesses with the same constant and threshold.

∎

Admissibility holds for every positive sample size, whereas the score comparison holds beyond a threshold independent of the error scale. The Fourier comparison covers , and the polynomial comparison covers , within the stated large-sample guarantee. These comparisons concern candidates in the same dictionary, so the selected score reflects the applicable localization family through a single public ordering and minimization rule.

Observable achievability and interval calibration

The certificate and dictionary bounds provide the mathematical components of the observable upper bound in Theorem 2: the certificate controls the error associated with an admissible entry, and the comparison bounds control the selected public score. That result states the expected absolute-error rate uniformly over the public error-scale range and the declared measurable potential-path spaces, for samples beyond its common threshold. The balance is between latent localization and the sampling variability of observable Gaussian inversion.

For interval construction, the same score determines the radius in Definition 14. The finite-sample certificate and Markov’s inequality supply the error control used for calibration, while intersection with incorporates the target range. Empty modulo-three blocks trigger the full target-range interval. Accordingly, Theorem 3 gives coverage of at least for every , every integer , every , and every structural law in the specified model class. Its expected-length bound applies beyond a common sample-size threshold and has order , with a constant depending on . Coverage and the uniform large-sample precision guarantee therefore retain their respective quantifiers.

Verification note.

The theorem statements and proofs are machine-checked in Lean 4. The definition blocks written for exposition (Definitions 10, 9, 13, 8, 16, 12, 17, and 18) restate in prose the Lean definitions and constructions that the theorems use; these prose blocks are not themselves machine-checked statements.

Weighted packets and observed-experiment converse

The observable risk certificates are complemented by structural alternatives whose causal means are separated while their observed sample laws remain close. The construction belongs to the model class of Definition 3 and compares the experiments in Definition 4. Its analytic ingredient is a localized perturbation with exact cancellation under the weak-design weight.

The witness subclass uses the rank restrictions in Assumptions 11, 12, 13, and 14. Specifically, the auxiliary rank coordinate is conditionally uniform on and independent of the latent dose given the stratum. A common rank generates the entire threshold schedule, and every potential outcome is binary. These restrictions give a measurable schedule with a prescribed conditional mean and place the witnesses within the bounded-outcome class. The threshold embedding and evaluation map are those of Definition 1.

Filtered Jacobi packets

The packet construction separates localization from support. Its degree index controls concentration and cancellation, while a fixed taper gives regularity at the boundary of the support. The filtered Jacobi sums use an endpoint construction for positive design decay and a symmetric interior construction when the design-decay exponent is zero. The normalized packet is defined as follows.

Definition 15 [def:packet-handle] (Filtered Jacobi packet ).

For each integer , the zero-extended filtered Jacobi packet is The fixed taper parameter and smooth spectral filter are The filter is nonnegative, supported inside , and positive on . Write for the standard Jacobi polynomial of degree , and define its squared norm by For , the endpoint parameter and filtered sum are For , the symmetric interior sum is

⊢ Lean

The two branches accommodate the parameter range of the localization estimates. For , the endpoint parameter satisfies . At , the symmetric construction uses the interior point and parameters , both strictly above . The fixed filter selects degrees proportional to , giving a common index for spatial concentration and weighted cancellation.

For the auxiliary polynomial identity, write ; both notations denote the same standard Jacobi polynomial. The parameters in this identity are local polynomial parameters. For a real number and an integer , the generalized binomial coefficient is the falling factorial divided by , with value at . The following statement records that convention together with the identity.

Lemma 6 [lem:jacobi-binomial] (Jacobi polynomial binomial representation).

Let satisfy , let be an integer, and let . Write for the standard Jacobi polynomial. Define the generalized binomial coefficient, for and integers , by where the empty product equals . Then

⊢ Lean
Proof of Lemma 6.
  1. Set For and , define the rising factorial by The normalized shifted expansion of the Jacobi polynomial gives For , splitting the rising product and using the factorial identity for the ordinary binomial coefficient yields Since , every factor in is positive, including the empty-product case. Thus cancellation is valid, and The last equality follows by reversing the factors in each falling product defining the generalized binomial coefficient. Moreover, Consequently,

  2. We establish the polynomial identity where For , splitting the falling product gives Ordinary binomial symmetry, therefore gives the same product identity with the latter lower index.

    The generalized Vandermonde convolution for falling-factorial coefficients states

    For , the terms with contribute zero to the coefficient of on the left. Expanding , then applying the product identity and Vandermonde convolution, gives that coefficient as For , every satisfies Hence the coefficient is zero on both sides. Equality of all coefficients proves the polynomial identity.

  3. Evaluate this identity at , with parameters and . For , Comparison with the expansion in the first step therefore yields

  4. Reverse the finite sum by the bijection of . This gives Since each power product satisfies Substitution and extraction of the common factor prove All product splittings and sum reversals also apply when , using empty products and zeroth powers equal to .

∎

Lemma 6 fixes the polynomial normalization used in the filtered sums. Positive squared norms and orthogonality are supplied by the standard Jacobi normalization (Standards et al., ); the corresponding gamma-ratio asymptotic controls the degree dependence of normalization factors (Standards et al., ). The resulting packet properties are collected in the next statement.

Theorem 4 [thm:weighted-packet-construction] (Weighted packet construction).

For every fixed , the degeneracy exponent, there exist real constants and such that, for every integer , the filtered-Jacobi construction has positive normalizing value: Here and are respectively the endpoint and symmetric interior normalizing values of the construction. The resulting normalized, tapered, zero-extended packet is even and continuously differentiable on , and satisfies and

⊢ Lean

The packet retains unit height at the evaluation point while its weighted absolute mass and squared mass decrease with degree. Its derivative grows at most linearly in degree, and its weighted moments vanish through an order proportional to degree. These properties serve distinct statistical purposes: normalization preserves target separation, regularity permits Hölder-admissible mean perturbations, and cancellation reduces the discrepancy after Gaussian convolution.

The localization component uses the filtered Jacobi estimate of Petrushev et al. (2005). The local difference estimate supplies derivative control for the filtered sums (Kyriazis et al., 2008). The taper makes the zero extension compatible with continuous differentiability. Together, these ingredients support the pointwise and weighted-integral bounds in Theorem 4.

Weighted cancellation is the role of Jacobi orthogonality (Standards et al., ). In the positive-decay branch, the quadratic coordinate aligns the even weighted moments with the endpoint Jacobi weight; symmetry accounts for the odd moments. At zero design decay, the symmetric interior sum provides cancellation directly under the unweighted dose measure. The separate interior construction therefore supplies the same packet guarantees at that endpoint of the parameter range.

Structural witnesses and observed distances

We now combine the packet with independent structural coordinates. The tuning uses a localization width , a support radius , and a cancellation cutoff . In the inverse regimes, the relations and connect these quantities to packet degree, where is the packet’s cancellation constant: its weighted moments of every order vanish. The grouped definition below specifies the reference and perturbed means, their structural laws, and their observed projections, and it lists the smallness and sample-size conditions under which the profiles have the asserted range and smoothness.

Definition 16 [synth_5] (Structural lower-bound witness laws).

Fix , , , a positive integer sample size , and the public measurable schedule space with threshold embedding . Put and . For public class constants , require The three witness laws share independent seed coordinates , where , , , and is the density of . Set .

The construction uses an amplitude , a comparison constant , and packet constants such that, for every integer , the normalized filtered-Jacobi packet of Definition 15 is continuously differentiable on and satisfies For example, the packet constants of Theorem 5 satisfy these conditions. The tuning data consist of and nonnegative integers . In the direct regime , set and , and require The bandwidth condition holds exactly when , so the direct-regime construction applies only to such . In either inverse regime , use the packet and require Under these requirements, the perturbation is supported on , is integrable against , and satisfies in the inverse regimes this follows from the packet cancellation because implies . Also under these requirements, the continuous profiles take values in and obey .

For , define as the six-coordinate structural law of Thus simultaneously for all , , and the observed projection is with . The retained rank gives the common-seed representation required by the structural laws. The three laws have the same marginal and satisfy

Let . For every Borel set and , with the analogous formula containing when . Here , with , and . For , the construction additionally requires the comparison bound below. It is a condition on the constant , not a consequence of the preceding requirements; the witnesses of Theorem 5 satisfy it with that theorem’s constant :

The calibrated design coefficient places the common density inside the public envelopes, and equal stratum probabilities satisfy the overlap restriction. Opposite perturbations of the constant reference mean create target separation while preserving the latent-design marginal. The observed formulas retain both outcome values: they compare the joint distribution of the contaminated dose and the binary outcome within each stratum.

The reference law is used to measure the discrepancy of each perturbed observed law. We make the divergence convention explicit, including its value when absolute continuity fails.

Definition 17 [synth_7] (Chi-squared divergence of observed laws).

For probability measures and on the observed-record space , define The integral is allowed to equal . For the witness laws and , the notation denotes the divergence between their single-record observed laws.

Thus the structural-law notation in Definition 17 always refers to the induced observed-record comparison. The testing statement uses total variation on the observed sample space, with the following convention.

Definition 18 [synth_8] (Total variation distance).

For probability measures and on a common measurable space , define their total variation distance by

Total variation controls the difference between probabilities of every observable event, including testing and interval-coverage events. The next result supplies structural witnesses with a prescribed total-variation bound and causal separation at the rate in Definition 7.

Theorem 5 [thm:observed-lower] (Explicit observed lower witnesses).

Fix public class constants and exponents satisfying

  • (Class constants.) and .

  • (Exponents.) and .

  • (Design calibration.)

For every total-variation level , there exist constants and an integer , chosen uniformly over the public potential-path space, sample size, and error scale, with the following properties.

For every integer , the packets of Definition 15 have positive normalization: Each is even and continuously differentiable on , vanishes outside , and satisfies

For every public potential-path space of Definition 1, every integer , and every , there exist structural probability laws in the model class of Definition 3, with public constants and parameters . All three satisfy Assumptions 14, 11, 12, 13, and 15.

These laws admit the following common construction. Let be the stratum coordinate on , the latent dose, the standardized Gaussian error, and the rank coordinate. Write for the evaluation dose and for the centered latent dose. Under each law, are independent, with The conditional density of in either stratum is There are continuous profiles and a reference profile . Under , , and , respectively, the random schedule and realized outcome are Here and are the evaluation and threshold-schedule maps of Definition 1. In particular, the latent-design marginals agree:

Writing for the population causal mean, and using the frontier rate of Definition 7 and the observed product experiment of Definition 4, the witnesses satisfy

The same profiles have common tuning data and , where is the localization width, the support radius, the packet degree, and the cancellation cutoff. Define the direct-regime bandwidth The tuning satisfies Define the mean perturbation by For every , Moreover,

For , let denote the chi-squared divergence between the respective one-observation laws induced by and in Definition 4. Both signs satisfy

⊢ Lean

The witnesses change the causal response while keeping the distribution of stratum and latent dose fixed. Their opposite mean perturbations preserve a common reference profile, and the threshold representation carries those profiles into legal potential-outcome schedules. The comparison concerns the complete observed record, including its outcome mark. Consequently, the separation and total-variation clauses address the same experiment used by the estimation and interval criteria.

The analytic inputs to the packet component of Theorem 5 are the localization estimate (Petrushev et al., 2005), the local difference estimate (Kyriazis et al., 2008), Jacobi orthogonality and squared norms (Standards et al., ), and the gamma-ratio asymptotic (Standards et al., ). Their roles remain normalization, localization, derivative control, and weighted cancellation.

Regime-specific observed-law comparison

The direct and inverse constructions in Theorem 5 balance target separation against observable discrimination. In the direct regime, , the compact bump has support radius and height . The witness separation is therefore , yielding the direct rate . The theorem’s observed-sample total-variation bound covers this entire regime, including .

For , packet normalization gives separation . The support radius and localization width differ by the packet degree, and cancellation removes all weighted moments below . In the displayed chi-squared comparison, the surviving series begins at that cutoff; its argument records the relation between perturbation support and measurement error. The comparison therefore incorporates both the cancellation order and the permitted support radius.

Across the intermediate range the separation guarantee has order Across the compact-support range it has order These are the two inverse branches of Definition 7. Both are realized by packets supported within the stated radius bound, with a cancellation cutoff proportional to degree. The common total-variation guarantee in Theorem 5 completes the observed-law comparison uniformly over the error-scale range and the declared potential-path spaces, beyond its common sample-size threshold.

Risk, honest length, and transition consequences

Let denote the witness target separation. The two-point testing bound converts a separated pair of targets and close sample laws into an absolute-error lower bound (Tsybakov, 2009). With any fixed , the witnesses in Theorem 5 give for a positive constant , every sufficiently large sample size, every , and every public potential-path space in Definition 1. The fixed parameters satisfy the design calibration and exponent restrictions of Theorem 5. This lower bound applies to the possibly randomized estimators allowed by Definition 5.

For honest connected intervals, fix and choose . Uniform coverage at the two witness laws and their total-variation bound give the corresponding expected-length consequence with , under the same uniform large-sample quantifiers. Connectedness makes an interval containing both witness targets have length at least their separation. The factor records the coverage requirement and the observable discrepancy of the pair. These consequences supply the lower bounds in Theorem 1; the observable upper bounds are provided by Theorems 2 and 3.

The transition comparisons in Theorem 1 connect the three descriptions throughout fixed multiplicative neighborhoods of their thresholds. Using the transition thresholds and comparison scales defined there, for every fixed multiplicative factor , and once the sample size exceeds the stated window threshold. The constants and threshold may depend on and the fixed parameters. Raising these comparisons to the smoothness exponent shows that neighboring rate formulas give comparable risk and honest length throughout each window.

At the error-free endpoint, Proposition 2 gives For every fixed , the final conclusion of Theorem 1 instead gives The first comparison uses constants determined by the calibrated class and fixed coverage level; the second permits dependence on the fixed positive error scale. Both retain uniformity over the declared public potential-path spaces. The observed-law witnesses thus support the direct endpoint, both inverse regimes, and the transition comparisons within one structural model.

Verification note.

The theorem statements and proofs are machine-checked in Lean 4. The definition blocks written for exposition (Definitions 10, 9, 13, 8, 16, 12, 17, and 18) restate in prose the Lean definitions and constructions that the theorems use; these prose blocks are not themselves machine-checked statements. The model assumptions specify the structural class under which the conclusions hold. The theorem-local verification notes identify the cited analytic conclusions, whose published source proofs remain external, and record the scope of their use.

Proofs of the main results

Proof of Proposition 1.

Fix . Write By Assumption 1, both and are strictly positive.

  1. Define the centered observed dose by For every Borel set , define Equality of the observed laws equates their normalized restrictions to each stratum, and therefore

    Let the Gaussian noise measure be By Assumption 6, this is the centered Gaussian probability measure with variance under either structural law. For Borel sets , Assumption 7 gives Scaling the error coordinate consequently yields The same factorization holds under . Pushing these product measures forward under addition gives

    The density representation in Assumption 3, together with the support condition in Assumption 2 and , gives Both latent laws are probability measures, and the same support conclusion holds under : Thus by Lemma 2, taking its two auxiliary measures to be zero. Its finiteness, support, and error-scale hypotheses are satisfied, including at .

  2. Since , the Hölder means are continuous on . Define, for every Borel , The support of the unmarked laws makes these the marked latent measures in the statement. On this support, Assumption 5 makes the positive parts equal to the means themselves. Continuity and boundedness ensure integrability, and hence

    By Lemma 1, We may therefore define the finite nonnegative observed marked measures by They are determined by the normalized observed laws, so

    For a fixed Borel , use the bounded measurable test The bounded-test identity in Lemma 1 gives Using the conditional product law established above, and the supported latent mean, we obtain The same calculation under yields Consequently, again by Lemma 2 with the two auxiliary measures zero. The displayed finiteness and support properties discharge its measure hypotheses.

  3. For every integer , put Then The lower envelope in Assumption 3 implies The singleton has Lebesgue measure zero, whereas If the integral of the nonnegative density over were zero, the density would vanish almost everywhere there, contradicting this positivity. Thus This proves every asserted shrinking-neighborhood mass is strictly positive.

  4. For , both and belong to . The radius-one Hölder bound in Assumption 4 gives Integrating this pointwise bound against the latent probability law yields Since the marked mass equals the integral of the mean, and the denominator is positive,

    Finally, because . Squeezing the nonnegative absolute error therefore proves

  5. Projecting the common observed law onto its stratum coordinate gives

  6. The equalities of the unmarked and marked latent measures imply, by uniqueness of densities with respect to their common unmarked probability measure, The mean-range bounds remove the positive parts, giving

    The lower design envelope makes for Lebesgue-almost every in the full latent interval: the possible exceptional point is null. Thus, for every Borel , Indeed, a zero integral of the nonnegative density forces it to vanish almost everywhere on that set, and its almost-everywhere positivity forces the set to be Lebesgue-null. The mean equality consequently transfers to Lebesgue-almost every centered dose:

    For , the two Hölder bounds give Since , both centered mean functions are continuous on the closed interval. If they differed at any point, continuity would preserve their difference on a relative neighborhood of that point. Every such neighborhood has positive Lebesgue measure, including at either endpoint, contradicting their almost-everywhere agreement. Hence For every , Substitution therefore proves Since was arbitrary, all the preceding conclusions hold in both strata.

  7. Bounded potential outcomes ensure integrability at . The two strata partition the structural space, so pointwise Taking expectations and using Definition 2, with the positive stratum probabilities, gives The same decomposition applies under . Since , the identified stratum probabilities and mean functions yield

∎
Proof of Theorem 1.

Fix public constants , , , and , under the envelope calibration in the statement. Throughout, use the rates and comparison scales defined there. In particular,

  1. Upper risk bound. By Theorem 2, there are and , independent of the public path space and of , such that The measurable estimator in Algorithm 1 is admissible in Definition 5. Viewed as a randomized estimator, it ignores the independent uniform seed, so its risk under the product experiment equals its observed-sample risk. Consequently,

  2. Upper length bound. By Theorem 3, the measurable connected interval in Definition 14 satisfies for every model law, every , and every allowed . The same result supplies and , uniform over the path spaces and error scales, such that Thus this procedure belongs to the collection defining Definition 6, and

  3. A common lower bound. Use the published Jacobi localization bound (Petrushev et al., 2005), the local kernel Lipschitz bound (Kyriazis et al., 2008), Jacobi orthogonality and the positive squared-norm formula (Standards et al., ), and the positive-real-axis gamma-ratio asymptotic (Standards et al., ) as the analytic inputs to Theorem 5. The packet parameters are admissible: for , they are and , while the construction uses the symmetric parameters .

    Set Since , this choice gives That result supplies and , uniform over the path spaces, such that for every and every allowed , there are model laws with For , ; each branch defining is nonnegative when . Hence

    To handle the permitted randomization, define the seed law and product laws by For any measurable event in the sample–seed product space, define its section probability by This is measurable and lies in . Product integration and the layer-cake identity therefore give Taking the supremum over such events yields

    For any measurable real-valued estimator on this product experiment, define The separation and triangle inequality imply . Thus the total-variation bound gives and consequently Pointwise domination by the threshold times its indicator now implies These are inequalities between nonnegative integrals, so they also apply to infinite risks. Since both witnesses belong to the model class, taking the infimum over estimators proves

    Next, let be any measurable connected-interval procedure honest over the model class, and define its coverage events by Honesty and total variation imply The complementary-event union bound therefore yields On this intersection, connectedness gives containment of the closed segment joining the targets: Its Lebesgue length is , so Integrating gives Taking the infimum over honest procedures proves the corresponding length bound. The argument includes .

    Define For , the inequalities and , together with , give We have obtained, uniformly over the path spaces and allowed error scales,

  4. Comparison at the second threshold. Define the positive constant and logarithmic denominator by Because and , choose such that, for every , Since and , logarithmic monotonicity gives Also and , whence Using , we obtain Taking square roots and multiplying by yields The defining formulas consequently give Furthermore, , so Define Then, for ,

  5. Uniform constants and both threshold comparisons. Set Thus and . The second-threshold inequalities just proved remain valid with in place of , because the comparison scales are nonnegative.

    For , positivity of and gives the exact identities The choices and therefore imply For every , nonnegativity of the branches in Definition 7 gives . Hence enlarging the upper-bound constants preserves their inequalities: Together with the second-threshold bounds, this establishes the first group of assertions with one and one .

  6. Comparison factors for transition windows. Fix a real , and define All these factors are positive, and .

    We first derive the scale comparisons used throughout either window. For positive radii , a nonnegative exponent , and a nonnegative weight , suppose Since and , Taking logarithms gives The logarithm on the right is at least , while . Therefore, Since , this also implies and taking nonnegative square roots yields

    Now let , , and . Both and hold. Applying the square-root comparison in both directions with and gives Applying the logarithmic comparison in both directions with and , and dividing by , gives Thus both scales vary by the stated fixed factors throughout any such radius window.

  7. One constant and threshold for both windows. The positive exponent implies Multiplication by the fixed preserves these limits. Choose so that, for every , and define For , positivity of ensures

    At the first threshold, the exact identity from the preceding argument gives For , the window bounds therefore imply Since , these are precisely

    For , combine both window comparisons with the second-threshold bounds: Dividing the first inequality by establishes The choices of precede the choice of , and the same choices apply to both entire windows.

  8. Fixed positive noise and the frontier rate. Fix . Since both thresholds tend to zero, eventually The two branch tests in Definition 7 then select

    For natural with , define Both and tend to infinity. Hence eventually Also . Monotonicity of the logarithm gives the lower numerator bound For the upper bound, implies Thus We also have Consequently, and Dividing by proves Since , taking the -th power preserves these comparisons. Together with the selected branch, this gives Choose so that all these assertions hold for every .

  9. Fixed-noise risk and length constants. Define Then . For every public path space and every , the lower-rate comparison and the common lower bound yield The upper-rate comparison and the two upper bounds yield Substituting the definition of proves the fixed-positive-noise assertions. Every constant and sample threshold was chosen independently of the public path space, as required.

∎
Proof of Proposition 2.
  1. Apply Theorem 1, using the filtered Jacobi localization estimate (Petrushev et al., 2005), the local Lipschitz estimate (Kyriazis et al., 2008), Jacobi orthogonality and the squared-norm formula (Standards et al., ), and the gamma-ratio asymptotic (Standards et al., ). It supplies constants and a threshold satisfying such that, for every public potential-path space, every , and every , with the prescribed noncoverage probability . These constants and the threshold are uniform over the public potential-path space.

  2. Use the effective exponent from Definition 7, Since , the first branch of the localization scale at zero error gives The last identity follows by multiplying the exponents. Substituting into the bounds above yields for every public potential-path space and every . This proves the first assertion.

  3. Fix the benchmark parameters, evaluation point, neighborhood, and design distribution in the statement. Define its minimax absolute risk by where the functions and measurable estimators range over the benchmark class and procedures specified there. The exponent restrictions imply Thus Gaiffas’s direct Gaussian-response benchmark applies with smoothness , design exponent , and loss parameter one (Gaïffas, 2005). It supplies constants and a threshold satisfying and, for every , This invocation uses the stated local polynomial-approximation class, whose polynomial degree is at most , including degree at most one when . The benchmark constants and threshold depend on the fixed benchmark data.

  4. Define the comparison constants and threshold by Positivity of the preceding constants gives Moreover, For every , both preceding risk bounds apply. Multiplying the benchmark upper bound by gives Conversely, since , The comparison constants and threshold are uniform over the public potential-path space: the frontier constants have that uniformity, and the benchmark constants depend on the fixed benchmark data. This proves the second assertion.

∎
Proof of Theorem 2.
  1. Fix public class constants , , and . The Fourier and polynomial comparison-score conclusions of Lemma 5 supply positive constants and integer thresholds , depending on , such that for every . These inequalities concern public scores and rates determined by , so the constants and thresholds can be fixed uniformly over the potential-path spaces. Set Then .

  2. Fix a potential-path space, an integer , and . In particular, The three expressions defining in Definition 7 are nonnegative: the direct expression is a power of a positive sample size, the Fourier expression has nonnegative numerator and positive denominator, and the polynomial expression has numerator and denominator . Consequently, This permits enlargement of either comparison constant to .

  3. Suppose . Choose the Fourier comparison pair from the first witness bound. Its dictionary membership and allow application of the admissibility conclusion of Lemma 5. Thus its functions are measurable and satisfy Moreover, where the last inequality follows from and . This proves the Fourier comparison guarantee, including equality at the cutoff.

  4. Suppose . Choose the polynomial comparison pair from the second witness bound, with Its dictionary membership again gives, by Lemma 5, measurability and Its score satisfies This proves the polynomial comparison guarantee.

  5. Let be the selected latent weight in Algorithm 1. The fixed-order minimization gives If , compare with the Fourier witness; otherwise , and compare with the polynomial witness. In either case,

  6. Fix satisfying Assumption 15. Applied to the selected dictionary pair, Lemma 5 supplies all its weight-admissibility conditions, finite extended second moment, and the law-specific integrability Hence Lemma 4 yields For each , the sample index exists because , and . Therefore Using the total-estimator formula in Algorithm 1 and the selected-score bound, The choices of apply to every permitted space, law, and public error scale, as required.

∎
Proof of Theorem 3.

Fix the parameters, a public potential-outcome space, an allowed error scale , and a structural law satisfying the stated conditions.

  1. The observed-record map is measurable, so its image law is a probability measure. Its -fold product , defined in Definition 4, is therefore a probability measure, including when .

    The finite partition by the two observed strata and Definition 2 give The expectations exist by Assumption 9, and the conditional means are defined because Assumption 1 supplies positive stratum probabilities. Since the bounds in Assumption 5 yield

  2. First suppose that all three sample blocks in Algorithm 1 are nonempty. An index in has remainder two modulo three, so Consequently .

    The selection rule in Algorithm 1 gives By the admissibility assertion of Lemma 5, the selected pair satisfies the measurability and pointwise inversion conditions, together with Its public denominator and bias bounds have the formulas Here the bias bound is nonnegative because its integrand is nonnegative. Thus the score formula in Definition 8 gives The product experiment satisfies the sampling condition in Assumption 15. Applying Lemma 4 to the selected pair, and using on nonempty blocks, therefore gives

  3. The stratum estimates are clipped to . The empirical stratum frequencies are nonnegative and sum to one, since the two strata partition the nonempty frequency block. Hence and Together with the target range, this implies The error is measurable and integrable under the probability law .

    Define the measurable event Markov’s inequality and the certificate give Because and , and the complement of is contained in the displayed upper-tail event, On , Combining these inequalities with the target range gives Thus Definition 14 implies

  4. If some sample block is empty, Definition 14 returns the full target range. Therefore This case includes , and completes the coverage assertion for every integer .

  5. For the length assertion, choose a constant and a threshold supplied by Theorem 2. Set Fix . For each block index , so all blocks are nonempty.

    Write as in Definition 7. If , the Fourier comparison in Theorem 2 supplies a dictionary pair whose score satisfies The minimizing property consequently gives If , the polynomial comparison supplies a dictionary pair with and again These two cases exhaust the allowed error scales. Dictionary admissibility and the score formula also give

  6. Define the interval endpoints by They satisfy The length formula for a closed interval, together with , therefore yields the pointwise bound Since the selected score is deterministic and is a probability measure, The chosen constant and threshold depend only on , and , and the argument applies simultaneously to every permitted schedule space, error scale, and model law.

∎
Proof of Theorem 4.

Fix . We use the filter, taper parameter, kernels, and packet from Definition 15. All constants below are independent of the integer .

  1. Filter properties and cited kernel estimates. The standard smooth function gives Consequently, is smooth, , and In particular, On the central spectral interval, so

    For Jacobi parameters , define and, for , define The spectral support permits truncation at degree . Petrushev–Xu use squared norms normalized by the total Jacobi weight mass (Petrushev et al., 2005). In the present notation, their norms and filtered kernel are Since depends only on the fixed Jacobi parameters, dividing their localization estimate by this factor absorbs its reciprocal into the localization constant below. The localization estimate of (Petrushev et al., 2005) provides, for every , a positive constant such that The local angular estimate of (Kyriazis et al., 2008), with its fixed neighborhood constant equal to , provides a positive such that whenever and The parameter and filter hypotheses hold for both Jacobi systems used below.

  2. Norms and uniform gamma-ratio bounds. Jacobi orthogonality and the positive squared-norm formula are supplied by (Standards et al., ): Orthogonality applies against every polynomial of degree less than .

    For fixed positive shifts , the asymptotic in (Standards et al., ) gives an integer cutoff such that All these normalized ratios are positive. Thus the constants are positive and satisfy The singleton sets in these definitions also cover an empty initial segment.

  3. Endpoint normalization for . Suppose first that , and set The standard endpoint evaluation, followed by the gamma recurrence, gives where the empty product is . Every factor in the product is positive, so the endpoint value is nonzero. Combining this identity with the norm formula yields For , Applying the preceding gamma bounds to the shift pairs and , define These constants are positive, and gives

    Every summand of is nonnegative. Strict positivity follows already from the degree whose filter value and squared endpoint coefficient are positive.

    For the quantitative lower bound, use the distinct degrees They satisfy Moreover, Each selected summand is therefore at least . For the upper bound, inactive summands vanish, whereas each active summand is at most ; there are at most summands. Hence, with we obtain

  4. Endpoint localization. Define the polynomial coordinate and taper base on the whole line by For , define Here , and The inequalities therefore imply Also, Indeed, the equality follows from , and the inequality follows from for .

    Use localization with . On , positivity of the normalizer gives Outside this interval , so the same bound holds for every real .

  5. Endpoint derivative and continuous differentiability. Fix . In the local angular estimate take the fixed second argument to be , the reference and auxiliary arguments both to be , and the varying argument to be . For sufficiently close to , all arguments belong to and the required angular distance is at most . Symmetry of the finite kernel sum then gives Dividing by and passing to the limit is valid because the kernel is a finite polynomial sum. The identities yield Localization with exponent likewise gives

    For the derivative assembly, use the cubed taper. Since the same weight comparison as before gives Furthermore, because . The product rule gives Using , the preceding inequalities, and the normalization lower bound,

    To obtain continuous differentiability on the whole line, define For every , The function is continuously differentiable, with derivative . Thus is continuously differentiable, and is a product of continuously differentiable functions. Outside the packet is locally zero, so Continuity of extends the derivative bound from the complement of to all of .

  6. Endpoint mass bounds and common constant. Set Both constants are positive. Since the coordinate , taper, and support are invariant under reflection, The envelope and give

    For , the inequality gives The quadratic envelope has the explicit integral By evenness, Continuity ensures integrability of these functions on the compact interval. Pointwise, and hence Define The supremum, derivative, absolute-mass, and squared-mass bounds all hold with this common constant.

  7. Endpoint value, support, and moments. The definition and positive normalizer give

    Let be an integer with . Every active spectral degree exceeds , while the polynomial has degree . Termwise Jacobi orthogonality therefore gives For , the substitution has Jacobian , and Consequently, The integrand of the full even moment is even, so reflection gives For an odd integer , reflection changes the sign of the integrand and gives If is even, writing gives , so its moment vanishes as well. Thus the positive-exponent branch satisfies all assertions with

  8. Interior spectral lower bound. In the remaining case, and , hence . We use the symmetric Jacobi system with parameters .

    First, the norm formula and gamma bounds for the shift pairs and give where

    The binomial representation in Lemma 6, evaluated at zero, gives The sum is the coefficient of degree in . Therefore In particular, these even-degree center values are nonzero.

    Wallis’ inequality, in its finite-product form, states The factorial identity then gives, for , Since , Together with this proves

  9. Interior normalization, including the smallest degrees. Define These are distinct positive even degrees satisfying For , the upper interval bound follows from For , the construction selects respectively the single degree , each in the stated interval.

    The count satisfies Indeed, for , and for the count is .

    Every summand of is nonnegative. Each selected even degree contributes at least . Hence

  10. Interior localization and derivative. For , define The regularized weights satisfy and Thus The angular distance dominates the coordinate distance: Localization with exponent therefore gives Dividing by the normalization lower bound yields This also holds outside , where the packet vanishes.

    For , symmetry of the kernel and the local angular estimate, with reference and auxiliary arguments both equal to and fixed second argument , give, for sufficiently close to , Passing to difference-quotient limits and using gives Localization with exponent also gives The product rule is Using we obtain Here absorbs the term independent of after division.

    On the whole line, The previously established regularity of proves that this packet is continuously differentiable. Its derivative vanishes outside , and continuity extends the bound to the two endpoints.

    Set We have proved, for every real ,

  11. Interior symmetry, masses, and normalization at zero. Reindexing the binomial representation in Lemma 6 by gives At , every odd-degree center value is therefore zero. The surviving even-degree terms give

    For the exponent , we use , including at . Define The envelope bounds the supremum by , and the derivative is bounded by . Evenness and the explicit quadratic-envelope integral give The pointwise inequality then gives Thus, with all four analytic bounds hold with one constant. The definition and positive normalizer also give

  12. Interior moments and conclusion. Let be an integer with ; in particular . On , the taper equals the symmetric Jacobi weight: Expanding the finite kernel sum therefore gives Indeed, an inactive coefficient is zero, while an active degree satisfies , so its integral vanishes by Jacobi orthogonality. Finite summation and compact-interval integrability justify the expansion.

    The interior branch consequently satisfies every required assertion with Together with the positive-exponent branch, this proves the result for every fixed .

∎
Proof of Theorem 5.

Fix public constants , , , and , under the envelope calibration in the statement. All constants chosen below may depend on and the fixed packet construction.

  1. Packet constants. For , use the symmetric interior construction in Definition 15; for , use the endpoint construction. In the latter case, its Jacobi parameter satisfies and the remaining Jacobi parameters equal . The localization estimate is supplied by (Petrushev et al., 2005), and the local increment estimate by (Kyriazis et al., 2008). The orthogonality and positive squared-norm formula are supplied by (Standards et al., ), and the required Gamma-ratio asymptotic by (Standards et al., ).

    Thus Theorem 4 supplies constants uniformly for , including positive normalizing values, evenness, continuous differentiability of the zero extension, support in , and

  2. Common calibration. Define the cancellation constant, degree threshold, intermediate multiplier, and compact radius by Then Choose the intermediate radius constant explicitly as Every entry in this minimum is positive, and hence For the compact regime, set Consequently,

    Define the design coefficient and three comparison constants by and set These constants are positive. The amplitude satisfies Finally, choose Both are positive, and these definitions give the comparison constants required in each regime.

  3. Uniform sample cutoff. Use the effective exponent and sample logarithm from Definition 7, and define For every , The last inequality follows by taking logarithms of For every , also Indeed, , while and give Fix henceforth an arbitrary public space from Definition 1, , and .

  4. Witness laws and observed densities. The common centered-dose density is We use the convention , including at . Its normalization follows from Take mutually independent seed coordinates with Here the prescribed center is . For any continuous profile , define its structural law by the measurable pushforward Thus, under , The measurability requirements follow from the embedding and joint evaluation in Definition 1. Uniformity of the independent rank gives

    For a continuous compactly supported perturbation, write whenever the profiles have the displayed range. Define For , define For , define instead Conditioning on the latent dose and integrating the uniform rank gives the densities relative to counting measure in , , and Lebesgue measure in , with .

    The marked probabilities belong to , so For the likelihood ratios this implies We use in agreement with the theorem’s observed-law convention. Summing the squared likelihood deviations over the two marks and strata, and translating by , yields At , both marked densities vanish wherever , and this identity reduces to

  5. Gaussian moment comparison. Suppose , and let the support radius and cancellation cutoff satisfy Define the absolute mass and moment tail by

    First consider . Restricting the convolution defining to , which lies in the latent support, gives For , evenness of and gives the same bound by replacing with . Hence the denominator bound holds on the entire real line.

    Completing the square gives, for , Its integral in is . Compact support bounds the absolute triple integral by Absolute Fubini therefore yields For each , the absolute integral of the -th exponential-series term is bounded by The sum of these bounds is finite. Termwise integration and the cancellations give where the last inequality uses Combining this with the observed-density identity and the denominator bound proves

  6. Direct profiles. Suppose first that . Set and define, for all , For the increment calculation, define the clipped coordinate Then Factoring differences of squares twice gives Thus If , then so the increment is at most . If , the range bound gives Consequently, The explicit formula is continuous across its support endpoints. Since , the common calibration ensures At the target, using the direct branch of Definition 7.

    On , the bounds on and give Outside that interval . Integrating over its length yields Moreover, For positive noise, the Gaussian moment comparison with therefore gives The moment conditions for have an empty index set.

  7. Direct observed testing bound. At , the exact observed comparison already gives At , Cauchy–Schwarz under the finite positive measure gives Dividing by the positive denominator, integrating, and using the unit Gaussian integral yields Thus, for every noise value in the direct regime,

    Here is the product comparison that will also be used for the inverse regimes. Independence in Definition 4 and the square-integrability of the likelihood ratios imply Hence the sample budget implies For an absolutely continuous probability law, the signed likelihood deviation has integral zero. Its positive and negative parts consequently have equal integrals, and Cauchy–Schwarz gives The triangle inequality now proves

  8. Inverse profiles and tail estimates. For the remaining cases, . Given define Then . Since and , The packet bounds imply continuity and support in , together with The derivative bound and the mean-value inequality give If , replacing by its -th power proves If , the supremum bound gives Therefore The common amplitude calibration implies These arguments include the Lipschitz endpoint .

    For , we have . Changing variables , using , and applying the packet cancellations gives The weighted absolute-mass bound similarly gives Thus the Gaussian moment comparison proves Normalization at zero gives the exact separation

    To control the sample budget, define Whenever and , consecutive factorial-series terms have ratio at most . Induction therefore gives The nonnegative exponential series gives Multiplication by yields Finally, whenever ,

  9. Intermediate regime. Suppose Define the effective sample quantity and its logarithm by and choose The logarithmic window gives . The ceiling bounds imply In particular , so and . Moreover, Thus the inverse profiles just constructed are legal. Their bandwidth satisfies and therefore using the intermediate branch of Definition 7.

    For the Gaussian tail parameter, and the radius calibration gives Consequently, Since , Using and , we obtain the complete sample-factor bound Hence The product comparison established above proves

  10. Compact regime. The remaining case satisfies Define and choose

    We first establish the logarithmic bounds used for this choice. Since , Also , so Applying to gives Because , The ceiling bounds consequently yield Furthermore, where was enforced by the sample cutoff. Thus The bandwidth is positive and at most . Since , The upper degree bound gives The inverse-profile separation therefore satisfies using the compact branch of Definition 7.

    For the tail calculation, define The cancellation order and the bound imply In particular . Taking logarithms, and using , gives Hence The factorial-tail estimate now gives Using for the first inequality and for the second, the Gaussian prefactor satisfies Also , so It follows that and therefore The same product comparison proves

  11. Structural membership and assembly. Each regime has supplied continuous profiles satisfying The reference profile satisfies the same conditions, since We now verify membership for all three pushforward laws.

    The common seed gives The common conditional centered-dose density has coefficient . The assumed calibration therefore gives Because the class constants satisfy , the equal stratum probabilities obey for both strata. These facts establish Assumptions 1, 2, and 3.

    For every one of the three profiles, the conditional-mean identity derived from the uniform seed is The established profile bounds therefore give Assumptions 4 and 5. The chosen Gaussian marginal gives Assumption 6. Independence of the Gaussian seed from the other seed coordinates is preserved under the measurable schedule map, yielding as required by Assumption 7.

    The product seed also gives establishing Assumptions 11 and 12. More explicitly, for measurable schedule and dose events, Here the events have domains This factorization proves Assumption 8 for the entire random schedule.

    The measurable pushforward construction carries a single full-measure event on which Thus Assumptions 13 and 14 hold. The same identity gives , and the construction gives ; these establish Assumptions 9 and 10. All ten conditions in Definition 3 are therefore satisfied by .

    For each law, take the observed product measure This is the experiment in Definition 4 and satisfies Assumption 15. Finally, projection of the seed pushforward onto removes the profile-dependent coordinates, so The direct branch includes and ; among the remaining noise values, the intermediate branch includes , and the compact branch covers the strict upper side. Each branch has supplied the required separation, observed product-TV bound, and, for positive noise, the displayed Gaussian moment-series comparison with the same constant . The three laws use the same seed and the same regime-specific tuning data, as asserted.

∎

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