Panel Discussion
summary
Defines robustness as controlling average error over an L2 ball of potential outcomes and provides a design that guarantees an unbiased Horvitz-Thompson estimator unbiased with marginals bounded away from 0 and 1, gives finite-sample sub-Gaussian tail bounds for confidence intervals (noting they are often conservative versus CLT-based intervals), shows intervening on a constant fraction of nodes yields logarithmically many interventions while sparser schemes need a hitting-set structure, and outlines a kernel ridge regression extension to handle nonlinear function classes.
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chapters (10)
- 0:00Robustness
- 1:47Soft Interventions
- 3:33Inferential Characteristics
- 9:07Selfbalancing
- 11:05Observational Study
- 13:07Questions
- 13:59Potential Outcomes
- 15:33Invariance
- 16:37Contextspecific independence
- 19:32Learning the graph
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