Data-adaptive learning in causal inference for high-dimensional data structures

因果推理是研究干预措施对结果的影响的学科。例如，我们可能有兴趣评估一项碳减排环境倡议的结果，或者比较两种不同的治疗方法来管理疾病。从数学上讲，当我们进行随机实验时，很容易比较效果的差异。随机实验包括招募研究参与者/单位，然后随机分配两种干预措施之一。由于分配是随机的，我们可以在研究结束时比较每个干预组的结果，两组之间的任何差异都应该是由于干预的不同。特别是，由于随机化，在实施干预之前，两组受试者的特征应该看起来非常相似。然而，在没有随机试验的情况下，受试者不会被随机分配到干预组，而是根据他们的易感性而不同地接触到干预措施。这种类型的数据(称为观察性数据，因为我们没有进行实验干预)分析起来要复杂得多。 我的研究项目关注的是当收集的唯一数据是观察性数据时，干预的效果。在这种情况下，我对开发随时间变化的干预效果的估计器特别感兴趣。评估这类数据的复杂性之一是，许多因素可能会影响哪些受试者在给定的时间点经历干预，这些因素也会影响研究结果。开发了称为“边际结构模型”的特殊模型，以表示干预措施在干预措施被随机分配的情况下的效果。即使当数据是观测数据时，我们也可以通过调整影响因素来估计这些模型。我的研究计划涉及开发这些模型的估计器，当有非常大量的因素需要调整时，以及干预措施可能随着时间的推移而改变的时候。我想要开发的估计器将非常有效地估计利息的影响(即，它们将更好地针对我们想要估计的东西，而不是竞争对手的估计器)，并且对我们在假设某些模型的结构时所犯的错误具有健壮性(即，即使我们的一些假设不正确，它们仍然会做得很好)。

Causal inference is the study of the effects of interventions on an outcome. For instance, we might be interested in evaluating the consequences of a carbon reduction environmental initiative or comparing two different treatment approaches for managing an illness. Mathematically, differences in effects are easy to compare when we perform a randomized experiment. Randomized experiments involve the recruitment of study participants/units who are then randomly allocated one of two interventions. Since the allocation is random, we can compare the results for each intervention group at the end of the study, and any difference between the two groups should be due to the difference in intervention. In particular, due to randomization, the two groups of subjects should look very similar in their characteristics before the intervention is applied. However, in the absence of a randomized experiment, subjects are not randomly assigned to intervention groups, but are differentially exposed to interventions, potentially based on their predispositions. This type of data (called observational since we are not experimentally intervening) is much more complicated to analyze. My research program focuses on the effects of interventions when the only data collected is observational. In this circumstance, I am particularly interested in developing estimators for the effect of interventions that vary over time. One of the complications in evaluating such data is that many factors can influence which subjects experience an intervention at a given time-point, and these factors also affect the study outcome. Special models called "Marginal Structural Models" were developed to represent the effects of interventions in the scenario where the interventions were randomly allocated. We can estimate these models even when data is observational by adjusting for the influential factors. My research program involves developing estimators of these models when there are a very large number of factors that need to be adjusted for, and when interventions can change over time. The estimators that I want to develop will estimate effects of interest very efficiently (i.e. they will better target what we want to estimate than competing estimators) and are robust to mistakes that we make when assuming the structure of certain models (i.e. they will still do a good job even if some of our assumptions are incorrect).