时 间：2020年11月21日（周六）上午10:00-11:00
地 点：Zoom会议ID 687 0289 4626
报告人：马舒洁副教授 加州大学河滨分校副教授
题 目：Causal inference via artificial neural networks: from prediction to causation
摘 要：
To understand causal effects of treatments is a primary goal in behavioral, social and biomedical sciences. Recent technological advances have created numerous large-scale datasets in observational studies, which provide unprecedented opportunities for evaluating the effectiveness of various treatments. Meanwhile, the complex nature of large-scale observational data, such as its massive volume and high dimensions in confounders, post great challenges to the existing conventional methods for causality analysis. In this talk, I will introduce a new unified approach that we have proposed for efficiently estimating and inferring causal effects using artificial neural networks. The method can be applied to the large-scale datasets with binary, multi-valued or continuous-valued treatment variables. Under this unified setup, we develop a generalized optimization estimation through moment constraints with the nuisance functions approximated by artificial neural networks. This general optimization framework includes the average, quantile and asymmetric least squares treatment effects as special cases. The proposed methods take full advantage of the large sample size of large-scale data and provide effective protection against mis-specification bias while achieving dimensionality reduction. We also show that the resulting treatment effect estimators are supported by reliable statistical properties that are important for conducting causal inference. At the end of my talk, I will present some simulation studies and a real data application to illustrate the method. This project is a joint work with Xiaohong Chen, Ying Liu and Zheng Zhang.
个人简介：
马舒洁，2011年于密歇根州立大学统计与概率系获得博士学位。现为加州大学河滨分校统计系副教授。现担任 Journal of the American Statistical Association, Journal of Business & Economic Statistics等多个统计类学术期刊副主编。她目前研究兴趣包括大规模数据分析，精准医疗，机器学习，网络数据分析以及非参数和半参数推断。先后在统计学和经济学国际学术期刊上发表四十余篇学术论文。