来源:统计学院

5月12日 | 王林勃:The synthetic instrument: From sparse association to sparse causation

来源:统计学院发布时间:2023-05-09浏览次数:108

时    间:2023年5月12日

地    点:理科大楼A1714

报告人:王林勃多伦多大学 助理教授

主持人:唐炎林华东师范大学 研究员

摘   要:

In many observational studies, researchers are interested in studying the effects of multiple exposures on the same outcome. Unmeasured confounding is a key challenge in these studies as it may bias the causal effect estimate. To mitigate the confounding bias, we introduce a novel device, called the synthetic instrument, to leverage the information contained in multiple exposures for causal effect identification and estimation. We show that under linear structural equation models, the problem of causal effect estimation can be formulated as an $\ell_0$-penalization problem, and hence can be solved efficiently using off-the-shelf software. Simulations show that our approach outperforms state-of-art methods in both low-dimensional and high-dimensional settings. We further illustrate our method using a mouse obesity dataset.

报告人简介:

Linbo Wang is an assistant professor in the Department of Statistical Sciences and the Department of Computer and Mathematical Sciences, University of Toronto. He is also a faculty affiliate at the Vector Institute, a CANSSI Ontario STAGE program mentor, and an Affiliate Assistant Professor in the Department of Statistics, University of Washington, and Department of Computer Science, University of Toronto. Prior to these roles, he was a postdoc at Harvard T.H. Chan School of Public Health. He obtained his Ph.D. from the University of Washington. His research interest is centered around causality and its interaction with statistics and machine learning.