According to a related question and answer Sandkings is one of the stories by George R. R. Martin that is set in The Thousand Worlds universe. Taking this along with this related Q/A we can see that A Song of Ice and Fire is not set in that universe.
Asimov and Heinlein, late in life, both seemed to feel the urge to merge all of their books and stories into one huge continuity.
So far I do not feel the urge. No, Westeros is not one of the Thousand Worlds.
Not A Blog, Last Year (Writing, Editing, Producing)
As such there is no canon connection between the works. If, however, you mean to ask if there is a conceptual connection between the stories and that in his mind the characters are the ants with some higher power tormenting them then I'd likely say no. I haven't seen an interview with him talking about this subject so we can't know for sure but nothing seems to point that way.
The only connection to a higher power tormenting these characters could be the Gods and the magic in the world but that seems like a bit of a stretch. In fact when George first started writing the series he didn't even have an idea for where the story was going to go or even what it was so it seems unlikely there is any conscious connection.
Tad: I can see the bumper-sticker -- Authors don’t kill characters – Characters kill characters. You’ve been living with some of these characters for quite a long stretch now. How much of the idea of the story did you have when you started?
GRRM: Nothing. I had nothing, I was writing another novel that I’d started in ‘91, but I had a few months off before pitch season started so I began Avalon, an SF novel, and it was going reasonably well, 30 to 40 pages. Suddenly a first chapter came to me so vividly and it could not possibly be part of Avalon. It was so vivid I had to write it. I started and 50, 60 pages were there suddenly, then I drew a map, then I put it aside for 3 years because I sold a pilot and did some screenplays. But the characters were in my head, and when I returned to it in ‘94 it was like, 3 days had passed. Which was unusual for me, it hadn’t been like that, I have trouble switching from 1 character to another and if I’m away from something for too long, it pulled away from me. I have a famous unfinished novel, Black and White and Red All Over, but these characters wouldn’t leave me alone. And they’re insisting I still have a long way to go.
So Spake Martin, Redwood City Signing
He reiterates the same sentiment in another interview and goes into a bit more detail about his process in building the world. From this it seems clear to me that there is no higher power watching over these people to torment them and that this is just a separate universe with it's own cruelties and ideals.
I wanted to ask about your process in creating the series, through a specific example from A Dance with Dragons. To dance around it a bit, lets say that we learn more about the story of the three-eyed crow, a figure first glimpsed in a very early Bran chapter. Were these details something you knew all along? Or was it a situation where you knew you'd need more information to go with this mystical figure, but figured you'd just come across those details organically later on in the series?
I wouldn't say I knew right from the start, but I've certainly known the details for a long, long time. From the very start, I didn't even really know what this story was. As I've said before, when the first chapter came to me, I was in the midst of writing a science fiction novel, Avalon, when I started writing this story about wolf pups being found in the snow. So, you know, some point very early on, before A Game of Thrones was published, I had started filling in these details. We're talking 1994 or 1995.
There was a point early on, relatively early in the writing of the series, where I stopped writing and did a spate of world building. I didn't do it before I started, like Tolkien, but I was writing the book and I was getting in and starting to refer to history. So I stopped and started to formalize it, drawing the maps, working out the genealogies, the list of the Targaryen rulers and the dates of their reigns, and so on. But of course, as you know -- because you're one of the ones that pointed it out back then -- it didn't all necessarily jive with what I wrote in "The Hedge Knight". But in any case, I was starting to think about all of these things as I did it, and I had little hints about their stories through the nicknames I gave the kings. So Maegor the Cruel, Jaehaerys the Conciliator, and the Young Dragon, and so on. So the seeds of a lot of the history were planted when I drew up that list.
So Spake Martin, Westeros.org Interview