~/talk

Efficient Least Squares For Estimating Total Effects Under Linearity And Causal Sufficiency

Talkat Learning from Interventions 2022 · 2022-02-14..02-17· [machine-learning]
links:none on file
slides:none on file

Proposes a reparameterization of linear SCMs over an MP-DAG into ordered bucket blocks and defines a plug‑in G regression estimator that estimates blockwise lambda matrices by least squares. Claims asymptotic dominance: any differentiable, covariance‑based consistent estimator has equal or larger asymptotic variance than G regression (Gaussian errors give MLE equivalence). Simulations show lower mean squared error than optimal adjustment, modified Cholesky and recursive regressions, and G regression still identifies some effects those methods cannot.

AI-written summary · about

  1. 0:00Introduction
  2. 2:50Running Example
  3. 6:05Defining Causal Effects
  4. 14:42Causal Graph
  5. 16:07Previous Results
  6. 18:07Empty Deck
  7. 18:42Buckets
  8. 26:32G Formula
  9. 27:32Simulation
  10. 28:34Comparison
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