Causal Inference For Socio-Economic And Engineering Systems
summary
Phase‑three trial data on 1,162 patients with ADAS‑Cog scores over two years and four arms (three therapies plus placebo) is framed as a missing‑entry tensor and imputed with tensor completion. A method called synthetic interventions fits PCA‑regularized linear models on donors’ pre‑intervention trajectories and applies those weights to donors’ post data; estimation uses principal component regression and relies on a low‑rank tensor, span and subspace inclusion, and selection‑on‑latent‑factors. Validation on 976 held‑out patients recreates post outcomes well and flags ~20% as potentially responsive; a patent is filed.
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chapters (26)
- 0:00Intro
- 0:31Research agenda: Bridge causal inference/econometrics & machine learning
- 1:15Bridging causal inference/econometrics & machine learning
- 1:59Motivating application: Clinical trial study w. Alzheimer's Therapeutics company
- 3:20Potential outcomes: a tensor viewpoint Potential outcomes
- 4:08What data we had from
- 4:45RCTS - randomization but no personalization
- 5:29ADAS-COG score for each patient under each therapy? = Tensor completion
- 6:52Bob and Alice: counterfactuals of interest
- 7:22A partial answer: synthetic controls (SC) Abadie et al 03, '10
- 9:01Synthetic controls - widely used but only a partial answer
- 10:33A full answer: synthetic interventions Agarwal, Shah, Shen 21
- 13:26Validation of Sl with Taux data: 976 held-out patients
- 16:59What we found with SI
- 18:22Additional case studies using synthetic interventions UBER Technologies
- 18:49Essential questions
- 19:00tensor factor model
- 20:04linear span inclusion
- 20:43What type of confounding is allowed?
- 21:30selection on latent factors
- 22:37subspace inclusion (i.e, when can you generalize?)
- 23:28Putting it all together
- 24:22Theoretical results
- 26:23Analyzing the sample complexity of SI
- 27:12Why PCR?
- 29:06Summary
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