<div dir="ltr"><div class="gmail_default" style="font-size:small"><div class="gmail_default"><div class="gmail_default"><div class="gmail_default"><div style="color:rgb(80,0,80)"><font style="font-family:arial,sans-serif;color:rgb(0,0,0);vertical-align:inherit"><font style="vertical-align:inherit"><b>When:</b>    </font></font><font style="color:rgb(0,0,0);vertical-align:inherit"><font style="vertical-align:inherit"><font face="arial, sans-serif">    Monday</font><span class="gmail_default" style="font-family:arial,sans-serif">, September 19th</span><font face="arial, sans-serif"> at</font><b><font face="arial, sans-serif"> </font><span style="background-color:rgb(255,255,0)"><font face="verdana, sans-serif">11:30 am CT</font></span></b></font></font></div><p style="color:rgb(80,0,80);font-variant-numeric:normal;font-variant-east-asian:normal;font-stretch:normal;line-height:normal;margin:0px"><font face="arial, sans-serif" color="#000000"><font style="vertical-align:inherit"><font style="vertical-align:inherit"><b><span style="background-color:rgb(255,255,0)"><br></span></b></font></font></font></p><div class="gmail_default"><font face="arial, sans-serif"><b><font color="#500050">Where:      </font><font color="#000000"> </font></b><font color="#000000">Talk will be given </font><font color="#0000ff" style="font-weight:bold"><u>live, in-person</u></font><font style="color:rgb(80,0,80);font-weight:bold"> </font><font style="color:rgb(80,0,80)">at</font></font></div><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif"><font color="#500050">               </font><font color="#000000">    TTIC, 6045 S. Kenwood Avenue</font></font></p><p class="MsoNormal" style="margin:0in;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif" color="#000000">                   5th Floor, Room 530<b> </b></font></p><p class="MsoNormal" style="margin:0in;color:rgb(80,0,80);line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif"><b><span style="color:black"><br></span></b></font></p><p class="MsoNormal" style="margin:0in 0in 0.0001pt;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><b style="color:rgb(60,64,67);font-family:Roboto,Arial,sans-serif;letter-spacing:0.2px;white-space:pre-wrap">Virtually:</b><span style="font-size:14px;color:rgb(60,64,67);font-family:Roboto,Arial,sans-serif;letter-spacing:0.2px;white-space:pre-wrap">    via Panopto </span><a href="https://uchicago.hosted.panopto.com/Panopto/Pages/Viewer.aspx?id=3e8d32c2-8607-47c4-8841-af0f01386a94" style="color:rgb(26,115,232);font-size:14px;font-family:Roboto,Arial,sans-serif;letter-spacing:0.2px;white-space:pre-wrap" target="_blank">(<b>livestream</b></a><span style="font-size:14px;color:rgb(60,64,67);font-family:Roboto,Arial,sans-serif;letter-spacing:0.2px;white-space:pre-wrap">)</span><br></p><p class="MsoNormal" style="margin:0in 0in 0.0001pt;color:rgb(80,0,80);line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif"><br></font></p><p class="MsoNormal" style="margin:0in 0in 0.0001pt;line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><font face="arial, sans-serif"><font style="vertical-align:inherit"><font style="vertical-align:inherit"><font style="color:rgb(80,0,80)"><b>Who: </b> </font><font color="#500050" style="color:rgb(80,0,80)">    </font><font color="#000000"><font color="#500050">   </font> </font></font></font></font>Pragya Sur, Harvard University</p><p class="MsoNormal" style="margin:0in 0in 0.0001pt;color:rgb(80,0,80);line-height:normal;background-image:initial;background-position:initial;background-size:initial;background-repeat:initial;background-origin:initial;background-clip:initial"><br></p><div class="MsoNormal" align="center" style="margin:0in 0in 8pt;font-size:11pt;text-align:center;line-height:15.6933px;font-family:Calibri,sans-serif"><hr size="2" width="100%" align="center"></div><div><p style="color:rgb(60,64,67);letter-spacing:0.2px;white-space:pre-wrap"><span style="background-color:rgb(255,255,255)"><b style="font-family:Roboto,Helvetica,Arial,sans-serif;font-size:14px;letter-spacing:normal">Title</b><span style="font-family:Roboto,Helvetica,Arial,sans-serif;font-size:14px;letter-spacing:normal">:          A New Perspective on High-Dimensional Causal Inference</span><br></span></p><p style="color:rgb(60,64,67);font-family:Roboto,Helvetica,Arial,sans-serif;font-size:14px"><span style="background-color:rgb(255,255,255)"><u></u></span></p><p style="color:rgb(60,64,67);font-family:Roboto,Helvetica,Arial,sans-serif;font-size:14px"><span style="background-color:rgb(255,255,255)"><b>Abstract:</b> Causal inference from high-dimensional observational studies poses intriguing challenges. In this context, the augmented inverse probability weighting estimator is widely used for average treatment effect estimation. This estimator exhibits fascinating properties, such as double robustness. However, existing statistical guarantees rely on some form of sparsity in the underlying model, and may fail to apply in practical settings when these assumptions are  violated. In this talk, we present a new central limit theorem for this estimator, that applies in high dimensions, without sparsity-type assumptions on underlying signals. Specifically, we work in the proportional asymptotics regime, where the number of features and samples are both large and comparable. Our work uncovers novel  high-dimensional phenomena that are strikingly different from their classical counterparts. To conclude, we discuss opportunities that arise in our framework, when modern machine-learning-based estimators are used for learning the  high-dimensional nuisance parameters.  On the technical front, our work utilizes a novel interplay between three distinct tools---the theory of deterministic equivalents, approximate message passing theory, and the leave-one-out approach (alternately known as the cavity method in statistical physics). This is based on joint work with Kuanhao Jiang, Rajarshi Mukherjee, and Subhabrata Sen (Harvard).</span></p><p style="color:rgb(60,64,67);letter-spacing:0.2px;white-space:pre-wrap"><b style="letter-spacing:normal;color:rgb(34,34,34);font-family:arial,sans-serif"><font color="#000000">Host:</font></b><b style="letter-spacing:normal;color:rgb(80,0,80);font-family:arial,sans-serif"> </b><b style="letter-spacing:normal;color:rgb(34,34,34);font-family:arial,sans-serif"><font color="#0000ff"><a href="mailto:nati@ttic.edu" target="_blank">Nathan Srebro</a></font></b>
</p></div></div><div><div dir="ltr"><div dir="ltr" style="color:rgb(80,0,80)">***********************************************************************************</div></div></div></div><div class="gmail_default"><span style="font-family:arial,sans-serif"><br></span></div><div class="gmail_default"><span style="font-family:arial,sans-serif">For more information on the </span><span style="font-family:arial,sans-serif"><span>colloquium</span></span><span style="font-family:arial,sans-serif"> series or to subscribe to the mailing list, please see </span><a href="http://www.ttic.edu/colloquium.php" style="font-family:arial,sans-serif" target="_blank">http://www.ttic.edu/colloquium.php</a><span style="font-family:arial,sans-serif"> </span><br></div><br></div><div class="gmail_default"><br></div><div class="gmail_default"><br></div></div><div><div dir="ltr" data-smartmail="gmail_signature"><div dir="ltr"><div><span style="font-family:arial,helvetica,sans-serif;font-size:x-small">Mary C. Marre</span><br></div><div><div><font face="arial, helvetica, sans-serif" size="1">Faculty Administrative Support</font></div><div><i><font face="arial, helvetica, sans-serif" color="#3d85c6" size="1"><b>Toyota Technological Institute</b></font></i></div><div><i><font face="arial, helvetica, sans-serif" color="#3d85c6" size="1">6045 S. Kenwood Avenue</font></i></div><div><font size="1"><i><font face="arial, helvetica, sans-serif" color="#3d85c6">Chicago, IL  60637</font></i><br></font></div><div><b><i><a href="mailto:mmarre@ttic.edu" target="_blank"><font face="arial, helvetica, sans-serif" size="1">mmarre@ttic.edu</font></a></i></b></div></div></div></div></div></div>