High Dimensional Causal
High-dimensional causal inference tackles the challenge of estimating causal effects when dealing with datasets containing numerous variables, such as images or complex time series. Current research focuses on adapting existing causal inference techniques, like backdoor adjustment and methods based on Granger causality, to these high-dimensional settings, often leveraging deep learning architectures such as generative models (e.g., normalizing flows) and graph neural networks to handle the complexity and high dimensionality. These advancements are crucial for addressing real-world problems in diverse fields, including medicine and economics, where high-dimensional data is prevalent and understanding causal relationships is essential for informed decision-making. The development of robust and scalable methods with finite-sample guarantees is a key area of ongoing investigation.