Search Results for author: Jonas Peters

Found 44 papers, 22 papers with code

The Causal Chambers: Real Physical Systems as a Testbed for AI Methodology

2 code implementations17 Apr 2024 Juan L. Gamella, Jonas Peters, Peter Bühlmann

The devices, which we call causal chambers, are computer-controlled laboratories that allow us to manipulate and measure an array of variables from these physical systems, providing a rich testbed for algorithms from a variety of fields.

Causal Discovery Causal Inference +3

Invariant Subspace Decomposition

no code implementations15 Apr 2024 Margherita Lazzaretto, Jonas Peters, Niklas Pfister

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time.

Boosted Control Functions

no code implementations9 Oct 2023 Nicola Gnecco, Jonas Peters, Sebastian Engelke, Niklas Pfister

In particular, we establish a novel connection between the field of distribution generalization from machine learning, and simultaneous equation models and control function from econometrics.

Econometrics

Identifying Representations for Intervention Extrapolation

no code implementations6 Oct 2023 Sorawit Saengkyongam, Elan Rosenfeld, Pradeep Ravikumar, Niklas Pfister, Jonas Peters

In this paper, we consider the task of intervention extrapolation: predicting how interventions affect an outcome, even when those interventions are not observed at training time, and show that identifiable representations can provide an effective solution to this task even if the interventions affect the outcome non-linearly.

Representation Learning

Effect-Invariant Mechanisms for Policy Generalization

no code implementations19 Jun 2023 Sorawit Saengkyongam, Niklas Pfister, Predrag Klasnja, Susan Murphy, Jonas Peters

A major challenge in policy learning is how to adapt efficiently to unseen environments or tasks.

Identifiability of Sparse Causal Effects using Instrumental Variables

no code implementations17 Mar 2022 Niklas Pfister, Jonas Peters

Exogenous heterogeneity, for example, in the form of instrumental variables can help us learn a system's underlying causal structure and predict the outcome of unseen intervention experiments.

Identifying Causal Effects using Instrumental Time Series: Nuisance IV and Correcting for the Past

1 code implementation11 Mar 2022 Nikolaj Thams, Rikke Søndergaard, Sebastian Weichwald, Jonas Peters

In this paper, we outline the difficulties that arise due to time structure and propose methodology for constructing identifying equations that can be used for consistent parametric estimation of causal effects in time series data.

regression Time Series +1

Exploiting Independent Instruments: Identification and Distribution Generalization

1 code implementation3 Feb 2022 Sorawit Saengkyongam, Leonard Henckel, Niklas Pfister, Jonas Peters

Most of the existing estimators assume that the error term in the response $Y$ and the hidden confounders are uncorrelated with the instruments $Z$.

Econometrics

Invariant Ancestry Search

1 code implementation2 Feb 2022 Phillip B. Mogensen, Nikolaj Thams, Jonas Peters

Recently, methods have been proposed that exploit the invariance of prediction models with respect to changing environments to infer subsets of the causal parents of a response variable.

Structure Learning for Directed Trees

1 code implementation19 Aug 2021 Martin Emil Jakobsen, Rajen D. Shah, Peter Bühlmann, Jonas Peters

Furthermore, we study the identifiability gap, which quantifies how much better the true causal model fits the observational distribution, and prove that it is lower bounded by local properties of the causal model.

valid

Invariant Policy Learning: A Causal Perspective

1 code implementation1 Jun 2021 Sorawit Saengkyongam, Nikolaj Thams, Jonas Peters, Niklas Pfister

We adopt the concept of invariance from the causality literature and introduce the notion of policy invariance.

Multi-Armed Bandits Recommendation Systems

Regularizing towards Causal Invariance: Linear Models with Proxies

1 code implementation3 Mar 2021 Michael Oberst, Nikolaj Thams, Jonas Peters, David Sontag

In the case of two proxy variables, we propose a modified estimator that is prediction optimal under interventions up to a known strength.

Conditional Independence Testing in Hilbert Spaces with Applications to Functional Data Analysis

no code implementations18 Jan 2021 Anton Rask Lundborg, Rajen D. Shah, Jonas Peters

We study the problem of testing the null hypothesis that X and Y are conditionally independent given Z, where each of X, Y and Z may be functional random variables.

Statistics Theory Statistics Theory

A causal framework for distribution generalization

1 code implementation12 Jun 2020 Rune Christiansen, Niklas Pfister, Martin Emil Jakobsen, Nicola Gnecco, Jonas Peters

We introduce the formal framework of distribution generalization that allows us to analyze the above problem in partially observed nonlinear models for both direct interventions on $X$ and interventions that occur indirectly via exogenous variables $A$.

Methodology Primary 62Gxx, secondary 62G35, 62G08, 62D20

Distributional robustness of K-class estimators and the PULSE

1 code implementation7 May 2020 Martin Emil Jakobsen, Jonas Peters

While causal models are robust in that they are prediction optimal under arbitrarily strong interventions, they may not be optimal when the interventions are bounded.

Causal Discovery valid

Causal models for dynamical systems

no code implementations17 Jan 2020 Jonas Peters, Stefan Bauer, Niklas Pfister

In this chapter, we provide a natural and straight-forward extension of this concept to dynamical systems, focusing on continuous time models.

Methodology Dynamical Systems

Stabilizing Variable Selection and Regression

1 code implementation5 Nov 2019 Niklas Pfister, Evan G. Williams, Jonas Peters, Ruedi Aebersold, Peter Bühlmann

In particular, it is useful to distinguish between stable and unstable predictors, i. e., predictors which have a fixed or a changing functional dependence on the response, respectively.

Methodology Applications

Causal discovery in heavy-tailed models

2 code implementations14 Aug 2019 Nicola Gnecco, Nicolai Meinshausen, Jonas Peters, Sebastian Engelke

Causal questions are omnipresent in many scientific problems.

Methodology

Learning stable and predictive structures in kinetic systems: Benefits of a causal approach

no code implementations28 Oct 2018 Niklas Pfister, Stefan Bauer, Jonas Peters

Results on both simulated and real-world examples suggest that learning the structure of kinetic systems benefits from a causal perspective.

Causal Inference Model Selection

Anchor regression: heterogeneous data meets causality

2 code implementations18 Jan 2018 Dominik Rothenhäusler, Nicolai Meinshausen, Peter Bühlmann, Jonas Peters

If anchor regression and least squares provide the same answer (anchor stability), we establish that OLS parameters are invariant under certain distributional changes.

Methodology

Invariant Causal Prediction for Nonlinear Models

1 code implementation26 Jun 2017 Christina Heinze-Deml, Jonas Peters, Nicolai Meinshausen

In this work, we present and evaluate an array of methods for nonlinear and nonparametric versions of ICP for learning the causal parents of given target variables.

Methodology

Foundations of Structural Causal Models with Cycles and Latent Variables

no code implementations18 Nov 2016 Stephan Bongers, Patrick Forré, Jonas Peters, Joris M. Mooij

In this paper, we investigate SCMs in a more general setting, allowing for the presence of both latent confounders and cycles.

counterfactual

Kernel-based Tests for Joint Independence

no code implementations1 Mar 2016 Niklas Pfister, Peter Bühlmann, Bernhard Schölkopf, Jonas Peters

Based on an empirical estimate of dHSIC, we define three different non-parametric hypothesis tests: a permutation test, a bootstrap test and a test based on a Gamma approximation.

Causal Discovery

Invariant Models for Causal Transfer Learning

1 code implementation19 Jul 2015 Mateo Rojas-Carulla, Bernhard Schölkopf, Richard Turner, Jonas Peters

We focus on the problem of Domain Generalization, in which no examples from the test task are observed.

Domain Generalization Transfer Learning

Causal inference using invariant prediction: identification and confidence intervals

no code implementations6 Jan 2015 Jonas Peters, Peter Bühlmann, Nicolai Meinshausen

In contrast, predictions from a non-causal model can potentially be very wrong if we actively intervene on variables.

Methodology

Distinguishing cause from effect using observational data: methods and benchmarks

no code implementations11 Dec 2014 Joris M. Mooij, Jonas Peters, Dominik Janzing, Jakob Zscheischler, Bernhard Schölkopf

We evaluate the performance of several bivariate causal discovery methods on these real-world benchmark data and in addition on artificially simulated data.

Causal Discovery Causal Inference +1

Causal Inference on Time Series using Restricted Structural Equation Models

no code implementations NeurIPS 2013 Jonas Peters, Dominik Janzing, Bernhard Schölkopf

We study a class of restricted Structural Equation Models for time series that we call Time Series Models with Independent Noise (TiMINo).

Causal Inference Time Series +1

Causal Discovery with Continuous Additive Noise Models

no code implementations26 Sep 2013 Jonas Peters, Joris Mooij, Dominik Janzing, Bernhard Schölkopf

We consider the problem of learning causal directed acyclic graphs from an observational joint distribution.

Causal Discovery regression

Structural Intervention Distance (SID) for Evaluating Causal Graphs

4 code implementations5 Jun 2013 Jonas Peters, Peter Bühlmann

To quantify such differences, we propose a (pre-) distance between DAGs, the structural intervention distance (SID).

Causal Inference

Counterfactual Reasoning and Learning Systems

no code implementations11 Sep 2012 Léon Bottou, Jonas Peters, Joaquin Quiñonero-Candela, Denis X. Charles, D. Max Chickering, Elon Portugaly, Dipankar Ray, Patrice Simard, Ed Snelson

This work shows how to leverage causal inference to understand the behavior of complex learning systems interacting with their environment and predict the consequences of changes to the system.

Causal Inference counterfactual +1

On Causal and Anticausal Learning

1 code implementation27 Jun 2012 Bernhard Schoelkopf, Dominik Janzing, Jonas Peters, Eleni Sgouritsa, Kun Zhang, Joris Mooij

We consider the problem of function estimation in the case where an underlying causal model can be inferred.

Transfer Learning

Identifiability of Gaussian structural equation models with equal error variances

no code implementations11 May 2012 Jonas Peters, Peter Bühlmann

In this work, we prove full identifiability if all noise variables have the same variances: the directed acyclic graph can be recovered from the joint Gaussian distribution.

Causal Inference

Kernel-based Conditional Independence Test and Application in Causal Discovery

2 code implementations14 Feb 2012 Kun Zhang, Jonas Peters, Dominik Janzing, Bernhard Schoelkopf

Conditional independence testing is an important problem, especially in Bayesian network learning and causal discovery.

Causal Discovery

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