Causal Matrix Estimation

on YouTube ↗52m

" summary

Estimates a low‑rank matrix A when the observation mask D depends on latent row/column factors (a causal observation mask that can confound sampling but not depend on per‑entry noise). Presents a concrete algorithm, synthetic nearest neighbor, that 1) finds a fully observed local square (assumes a fully observed K×K square exists), 2) denoises it by SVT/PCR, 3) fits local linear weights like synthetic control and averages many such rectangles. Shows USVT and SoftImpute produce large histogram bias under MCAR/MNAR while the proposed method gives better entrywise error and averaging/CLT behavior when K grows.

AI-written summary · about

" chapters (18)

1. 0:00Intro
2. 0:47Outline
3. 4:37Matrix Completion: Examples
4. 8:29Matrix Completion: Model
5. 14:11Why is it limited MNAR?
6. 21:55Review: Algorithms
7. 22:29Review: MCAR Guarantees
8. 24:34Comparison: MCAR
9. 27:23Comparison: Limited MNAR
10. 28:59Comparison: Causal MNAR
11. 31:46Nearest Neighbors (NN)
12. 32:57Synthetic Control (SC)
13. 36:36Robust Synthetic Control (RSC)
14. 37:07Synthetic Nearest Neighbors = NN + RSC
15. 41:37Results
16. 43:36Experiment: Synthetic Setup
17. 43:59Experiment: Panel Data
18. 45:51Causal Inference and Matrix Completion

" related talks

• 29mCausal Matrix CompletionAnish Agarwal · Algorithmic Aspects of Causal Inference 2022
• 47mCausal Matrix Completion: Applications to Offline Causal Reinforcement LearningAnish Agarwal · Quantifying Uncertainty: Stochastic, Adversarial, and Beyond
• 30mKernel Methods For Causal InferenceRahul Singh · Algorithmic Aspects of Causal Inference 2022
• 30mTime Series Analysis via Matrix EstimationDevavrat Shah · Societal Networks 2018
• 11mCausal Inference For Socio-Economic & Engineering SystemsAnish Agarwal · Meet the Fellows Welcome Event
• 30mCounterfactual Inference For Sequential Experiment DesignRaaz Dwivedi · Learning from Interventions 2022
• 33mSimple Yet Efficient Estimators For Network Causal Inference...Christina Yu · Algorithmic Aspects of Causal Inference 2022
• 48mRandomized Numerical Linear AlgebraPetros Drineas · Workshop on Succinct Data Representations and Applications (Simons Institute Big Data 2013)