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Monday, February 10, 2020
11:00 AM - 12:00 PM
Annenberg 105

Special Seminar in Computing and Mathematical Sciences

The Blessings of Multiple Causes
Yixin Wang, Statistics, Columbia University,
Speaker's Bio:
Yixin Wang is a PhD student in the Statistics Department of Columbia University, advised by Professor David Blei. Her research interests lie in Bayesian statistics, machine learning, and causal inference. Prior to Columbia, she completed undergraduate studies in mathematics and computer science at the Hong Kong University of Science and Technology. Her research has received several awards, including the INFORMS data mining best paper award, student paper awards from American Statistical Association Biometrics Section and Bayesian Statistics Section, and the ICSA conference young researcher award.

Causal inference from observational data is a vital problem, but it
comes with strong assumptions. Most methods assume that we observe all
confounders, variables that affect both the causal variables and the
outcome variables. But whether we have observed all confounders is a
famously untestable assumption. We describe the deconfounder, a way to
do causal inference from observational data allowing for unobserved
confounding.

How does the deconfounder work? The deconfounder is designed for
problems of multiple causal inferences: scientific studies that
involve many causes whose effects are simultaneously of interest. The
deconfounder uses the correlation among causes as evidence for
unobserved confounders, combining unsupervised machine learning and
predictive model checking to perform causal inference. We study the
theoretical requirements for the deconfounder to provide unbiased
causal estimates, along with its limitations and tradeoffs. We
demonstrate the deconfounder on real-world data and simulation
studies.

For more information, please contact Sydney Garstang by phone at 6263954555 or by email at sydney@caltech.edu.