Tuesday, March 7, 2017
3:30 pm - 4:30 pm
701 Blockley Hall
"Estimating the effect of joint interventions from observational data"Preetam Nandy, PhD
Postdoctoral Researcher
Division of Biostatistics
University of Pennsylvania Perelman School of Medicine
Abstract: We consider the estimation of joint causal effects from observational data. In particular, we propose new methods to estimate the effect of multiple simultaneous interventions (e.g., multiple gene knockouts), under the assumption that the observational data come from an unknown linear structural equation model with independent errors. We derive asymptotic variances of our estimators when the underlying causal structure is partly known, as well as high-dimensional consistency when the causal structure is fully unknown and the joint distribution is multivariate Gaussian. We also propose a generalization of our methodology to the class of nonparanormal distributions. We evaluate the estimators in simulation studies and also illustrate them on data from the DREAM4 challenge.