4.1 High-dimensional interventions and causality : some results and many unsolved problems (Peter Bühlmann)

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StatLearn 2010 - Workshop on "Challenging problems in Statistical Learning"
4.1 High-dimensional interventions and causality : some results and many unsolved problems (Peter Bühlmann)

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Understanding cause-effect relationships between variables is of interest in many fields of science. To effectively address such questions, we need to look beyond the framework of variable selection or importance from models describing associations only. We will show how graphical modeling and intervention calculus can be used for quantifying intervention and causal effects, particularly for high-dimensional, sparse settings where the number of variables can greatly exceed sample size.

12 episodes

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