Search Results for author: Nikolaj Thams

Found 7 papers, 7 papers with code

Evaluating Robustness to Dataset Shift via Parametric Robustness Sets

1 code implementation31 May 2022 Nikolaj Thams, Michael Oberst, David Sontag

We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance.

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

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.

Local Independence Testing for Point Processes

1 code implementation25 Oct 2021 Nikolaj Thams, Niels Richard Hansen

Existing tests require strong model assumptions, e. g. that the true data generating model is a Hawkes process with no latent confounders.

Point Processes

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.

Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values

1 code implementation21 Feb 2020 Sebastian Weichwald, Martin E Jakobsen, Phillip B Mogensen, Lasse Petersen, Nikolaj Thams, Gherardo Varando

In this article, we describe the algorithms for causal structure learning from time series data that won the Causality 4 Climate competition at the Conference on Neural Information Processing Systems 2019 (NeurIPS).

Time Series Time Series Analysis

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