Causal Forecasting:Generalization Bounds for Autoregressive Models

1 code implementation • 18 Nov 2021 • Leena Chennuru Vankadara, Philipp Michael Faller, Michaela Hardt, Lenon Minorics, Debarghya Ghoshdastidar, Dominik Janzing

Under causal sufficiency, the problem of causal generalization amounts to learning under covariate shifts, albeit with additional structure (restriction to interventional distributions under the VAR model).

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