Seminars & Colloquia
Massachusetts Institute of Technology
"Multi-Dimensional Robust Synthetic Control: Exploring Counterfactuals and Predicting Cricket Scores"
Monday April 15, 2019 04:00 PM
Location: 3211, EB2 NCSU Centennial Campus
(Visitor parking instructions)
This talk is part of the Triangle Computer Science Distinguished Lecturer Series
To address this challenge in a data-driven manner, the method of synthetic control was proposed by Abadie et al (2003) where synthetic or virtual counterfactuals are formed using historical data: impose Gun Control in Massachusetts to observe the crime rate under Gun Control and estimate the crime rate of Massachusetts without Gun Control as a combination of the crime rate of other states (without Gun Control). Despite tremendous success of this method, it suffers from two limitations: it is not robust to noisy, missing observations and it is not able to incorporate auxiliary information such as High School Dropout rate for estimating counterfactuals with respect to Crime Rate. In this talk, we will describe a method to address these limitations building on recent advances in Matrix and Tensor estimation, and present a novel application as a forecasting method for time series trajectories exemplified through the game of Cricket.
This is based on a collection of works in collaboration with Anish Agarwal, Muhammad J Amjad, Dennis Shen, Dogyoon Song (all at MIT) and Vishal Misra (Columbia).
Host: Kamesh Munagala, Duke