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Activity Number: 8 - Recent Advances in Statistical Learning for High-Dimensional and Heterogeneous Complex Data
Type: Invited
Date/Time: Monday, August 3, 2020 : 10:00 AM to 11:50 AM
Sponsor: Section on Statistical Learning and Data Science
Abstract #314441
Title: L-zero regularization in the causal mediation analysis
Author(s): Peter X.K. Song* and Wen Wang
Companies: University of Michigan and University of Michigan

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.

Authors who are presenting talks have a * after their name.

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