Instrumental Variables in Sparse and Dynamical Settings
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Published on ● Video Link: https://www.youtube.com/watch?v=rznm1-dC9EI
Jonas Peters (University of Copenhagen)
https://simons.berkeley.edu/talks/instrumental-variables-sparse-and-dynamical-settings
Quantum Physics and Statistical Causal Models
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. In this talk, we discuss this idea in a setting in which the causal effect from covariates on the response is sparse and in a setting, where the variables follow a time dependence structure. If time allows, we also briefly discuss what can be done when identifiability conditions are not satisfied.
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Simons Institute
theoretical computer science
UC Berkeley
Computer Science
Theory of Computation
Theory of Computing
Quantum Physics and Statistical Causal Models
Jonas Peters