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Activity Number:
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8
- Recent Advances in Statistical Learning for High-Dimensional and Heterogeneous Complex Data
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Type:
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Invited
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Date/Time:
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Monday, August 3, 2020 : 10:00 AM to 11:50 AM
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Sponsor:
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Section on Statistical Learning and Data Science
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Abstract #314441
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Title:
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L-zero regularization in the causal mediation analysis
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Author(s):
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Peter X.K. Song* and Wen Wang
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Companies:
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University of Michigan and University of Michigan
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Keywords:
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Abstract:
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In this talk I will introduce an L0-regularized estimation in the causal mediation analysis. This new approach provides a new solution to estimate a causal mediation pathway. My discussions will be based on the framework of structural equation models, a class of the simplest directed acyclic graphs (DAGs) that present the causal relationships. In particular, I will demonstrate our new mixed integer programming solver with a novel cutting plane search for an exact solution through computationally fast upper and lower bounds. The resulting L0 estimator has been rigorously justified to have key theoretical guarantees.
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Authors who are presenting talks have a * after their name.
