Program
Causality and Graphic Models
Aad van der Vaart
Tutorials: Francesco Gilli, Francesco Di Giuseppe
(Technical University Delft)
PROGRAM
The purpose of the course is to give an introduction to methods for causal inference from observational data. Under what conditions and by which methods can we go beyond correlations?
The subject of causal inference is at the intersection of statistics, econometrics, social science and computer science, and is currently a popular research topic in these fields. This course will be given from a (mathematical) statistical point of view. We introduce statistical notation and formulate mathematically precise aims, leading to novel statistical inference problems. For at least some of them we develop the estimation theory, which is often of asymptotic type and includes some semiparametric and some high-dimensional methods.
We assume excellent knowledge of probability and statistics, but develop the idea of causality from the start up. We start with a definition of causal quantities in terms of potential outcomes, and discuss some of the statistical theory for estimating an average causal effect. Next, after a very quick introduction to probabilistic graphical models, we define potential outcomes through causal graphs. We spend some time on instrumental variables and the related proximal inference. We end the course with methods of causal discovery, i.e. constructing a causal graphical model from data.
Lectures:
The school starts on Wednesday July 8th , and end on Friday July 17th.
Format
Morning: 3-4 hours/day lectures
Afternoon: 2-3 hours/day supervised tutorials as well as individual and team work.
Moreover, there will be a poster session, where participants, upon previous request, may present their research. A welcome cocktail will be offered during the poster session. More detailed info to follow.
Room and board
The school is residential. Accommodation is included in the registration fees — please see more detailed info at https://bss2026.lakecomoschool.org/accommodation/
The organizing committee will take care of the reservation.
Working days’ lunches are included in the registration fees.
Attendance and final certificate
2026 Edition: Causality and Graphical Models
.