Geometry Adaptive Counterfactual Distribution Learning with Diffusion-Guided Smoothing

We study counterfactual distribution learning for high-dimensional outcomes whose laws may concentrate near lower-dimensional structure.

Standard isotropic smoothing ignores this geometry, leading to unfavorable scaling and unstable local inference.

We propose semiparametrically debiased, diffusion-guided estimators for smoothed counterfactual densities and their scores.

These estimators combine causal nuisance adjustment with geometry-adaptive localization driven by a learned diffusion score, yielding second-order nuisance remainders while aligning smoothing with local outcome geometry.

We derive asymptotic expansions, integrated risk bounds, and simultaneous inference for smoothed densities and Stein functionals, with extensions to ambient density and score targets under additional approximation conditions.

The variance term in the risk bounds is governed by the concentration of the smoothing operator: suitable geometric conditions yield intrinsic rather than ambient scaling, while an explicit drift term quantifies the cost of estimating the geometry.

CelebA-based semi-synthetic experiments show faster error decay and improved stability for geometry-adaptive one-step methods, illustrating their applicability to high-dimensional embeddings.