Math for Causal Inference

Syllabus

A 100-day bootcamp that builds every piece of mathematics behind modern causal inference, from probability axioms to double machine learning.

Course design
  • 100 sessions of about 2 hours, grouped into six phases that build on each other.
  • Every session: a theory block, then 15 exercises with full solutions: warm-up (1–5), proofs (6–10) and applied economics and public-health problems (11–15).
  • Every session also has a Python check (downloadable as a Colab notebook) and an interactive simulator in the Simulation Lab.
  • Prerequisites: high-school algebra. Calculus is used from Day 3 (integrals) and taught properly in Phase 2.
  • Phase 1 stays on probability and inference. Matrices start on Day 16, DAGs on Day 46, and information theory (KL divergence) and Markov chains appear where they are used (Days 83 and 96).
PHASE 1

Probability & Statistical Inference

Days 1–15

Axioms, conditional probability, expectations, distributions, the CEF, LLN/CLT, estimators, intervals, tests, MLE, the delta method, Bayes and missing data.

Day 1Probability Axioms & Set Theory Published
Day 2Conditional Probability, Independence & Bayes Published
Day 3Random Variables, Expectation & Variance Published
Day 4Common Distributions & the Data-Generating Process Published
Day 5Joint Distributions, Covariance & Correlation Published
Day 6Conditional Expectation, the LIE & Total Variance Published
Day 7The Law of Large Numbers & Central Limit Theorem Published
Day 8Estimators: Bias, Variance, MSE & Consistency Published
Day 9Confidence Intervals & the Bootstrap Published
Day 10Hypothesis Testing, p-Values & Power Published
Day 11Maximum Likelihood Estimation Published
Day 12The Delta Method Published
Day 13Bayesian Inference Published
Day 14Missing Data & Inverse Probability Weighting Published
Day 15Phase 1 Capstone: Simpson's Paradox, Conditional Independence & Selection Bias Published
PHASE 2

Linear Algebra & Optimization

Days 16–30

Vectors and matrices, rank, projections, eigenvalues, calculus and optimisation, and OLS derived in matrix form.

Day 16Vectors, Matrices & the Dot Product Published
Day 17Matrix Multiplication, Transpose & the Design Matrix Published
Day 18Linear Independence, Span & Rank Published
Day 19Inverses, Determinants & Systems of Equations Published
Day 20Projections, Orthogonality & the Geometry of Least Squares Published
Day 21Eigenvalues, Eigenvectors & Quadratic Forms Published
Day 22Positive-Definite Matrices & Variance–Covariance Matrices Published
Day 23Derivatives, Partial Derivatives & Taylor Series Published
Day 24Matrix Calculus & Gradients Published
Day 25Unconstrained Optimisation & Convexity Published
Day 26Constrained Optimisation & Lagrange Multipliers Published
Day 27OLS in Matrix Form Published
Day 28Frisch–Waugh–Lovell & Partialling Out Published
Day 29OLS Asymptotics & Robust (Sandwich) Variance Published
Day 30Phase 2 Capstone: GMM & Numerical Optimisation Published
PHASE 3

The Potential Outcomes Framework

Days 31–45

The Rubin causal model, SUTVA, estimands, randomisation inference, unconfoundedness, propensity scores and doubly robust estimation.

Day 31The Rubin Causal Model & Potential Outcomes Published
Day 32SUTVA & Interference Published
Day 33Estimands: ATE, ATT, ATC & CATE Published
Day 34The Fundamental Problem & Selection Bias Published
Day 35Randomisation & Identification Published
Day 36Neyman's Repeated-Sampling Variance Published
Day 37Fisher's Exact Test & Randomisation Inference Published
Day 38Stratified & Blocked Experiments Published
Day 39Regression Adjustment in Experiments (Lin's Estimator) Published
Day 40Cluster Randomisation & Design Effects Published
Day 41Non-Compliance & Intention-to-Treat Published
Day 42Unconfoundedness & Overlap Published
Day 43The Propensity Score Theorem Published
Day 44IPW & Hájek Estimators of the ATE Published
Day 45Phase 3 Capstone: Doubly Robust (AIPW) Estimation Published
PHASE 4

Graphical Models (DAGs)

Days 46–60

DAGs, d-separation, structural causal models, the back-door and front-door criteria, do-calculus and mediation.

Day 46Graph Basics & Directed Acyclic GraphsComing soon
Day 47Factorisation & the Markov PropertyComing soon
Day 48Chains, Forks & CollidersComing soon
Day 49d-SeparationComing soon
Day 50Structural Causal ModelsComing soon
Day 51Interventions & the do-OperatorComing soon
Day 52The Back-Door CriterionComing soon
Day 53Adjustment Sets & Bad ControlsComing soon
Day 54The Front-Door CriterionComing soon
Day 55The Rules of do-CalculusComing soon
Day 56Identification Algorithms & Non-Identifiable QueriesComing soon
Day 57Selection Bias in DAGsComing soon
Day 58Mediation: Direct & Indirect EffectsComing soon
Day 59Counterfactuals & the Ladder of CausationComing soon
Day 60Phase 4 Capstone: DAGs Meet Potential Outcomes (SWIGs)Coming soon
PHASE 5

Core Econometric Strategies

Days 61–80

Instrumental variables and LATE, difference-in-differences with staggered adoption, regression discontinuity and bounds.

Day 61Endogeneity & the Instrumental-Variables IdeaComing soon
Day 62The Wald EstimatorComing soon
Day 63LATE & Compliers (Imbens–Angrist)Coming soon
Day 642SLS in Matrix FormComing soon
Day 65Weak Instruments & Robust InferenceComing soon
Day 66Over-Identification & Instrument ValidityComing soon
Day 67Difference-in-Differences: the 2×2 CaseComing soon
Day 68Parallel Trends & Event StudiesComing soon
Day 69Two-Way Fixed Effects & Panel AlgebraComing soon
Day 70Staggered Adoption: the Goodman-Bacon DecompositionComing soon
Day 71Heterogeneity-Robust DiD (Callaway–Sant'Anna, Sun–Abraham)Coming soon
Day 72Triple Differences & Changes-in-ChangesComing soon
Day 73Sharp Regression DiscontinuityComing soon
Day 74Local Polynomial Regression & KernelsComing soon
Day 75Bandwidth Selection & Bias CorrectionComing soon
Day 76Fuzzy RD as Local IVComing soon
Day 77RD Validity: Density Tests & Covariate BalanceComing soon
Day 78Regression Kink & RD ExtensionsComing soon
Day 79Bounds & Partial Identification (Manski, Lee)Coming soon
Day 80Phase 5 Capstone: Choosing a DesignComing soon
PHASE 6

Advanced & Algorithmic Causal Inference

Days 81–100

Matching and balancing, synthetic control, influence functions, double/debiased ML, heterogeneous effects and policy learning.

Day 81Matching Estimators & Their BiasComing soon
Day 82Propensity-Score Matching & Weighting: ProofsComing soon
Day 83Covariate Balance, Entropy & KL DivergenceComing soon
Day 84Entropy Balancing & Calibration WeightsComing soon
Day 85Synthetic Control: the Weight ProblemComing soon
Day 86Synthetic Control Inference & Synthetic DiDComing soon
Day 87Influence FunctionsComing soon
Day 88Semiparametric Efficiency BoundsComing soon
Day 89Neyman OrthogonalityComing soon
Day 90Double/Debiased Machine Learning & Cross-FittingComing soon
Day 91DML for Partially Linear & Interactive ModelsComing soon
Day 92CATE & Meta-Learners (S, T, X, R, DR)Coming soon
Day 93Causal Trees & ForestsComing soon
Day 94Policy Learning & Optimal Treatment RulesComing soon
Day 95Sensitivity Analysis (Rosenbaum, Cinelli–Hazlett)Coming soon
Day 96Dynamic Treatments & Markov ProcessesComing soon
Day 97Interference & SpilloversComing soon
Day 98Causal Discovery BasicsComing soon
Day 99Many Estimates: Multiple Testing & ShrinkageComing soon
Day 100Final Capstone: From Data to a Defensible Causal EstimateComing soon