1 code implementation • 31 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.
1 code implementation • 11 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.
1 code implementation • 2 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.
1 code implementation • 25 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.
1 code implementation • 1 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.
1 code implementation • 3 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.
1 code implementation • 21 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).