Loading Events
  • This event has passed.

Jonas PETERS (University of Copenhagen) – "The Impossibility of Conditional Independence Testing and Causality in Dynamical Systems"

June 24, 2019 @ 2:00 pm - 3:15 pm
The Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 24th of June 2019
Place: Room 3001.
Jonas PETERS (University of Copenhagen) – “The Impossibility of Conditional Independence Testing and Causality in Dynamical Systems

Abstract: In this talk, we (1) discuss in which sense conditional independence testing for continuous random variables is an unsolvable statistical problem. (2) We also introduce CausalKinetiX, a framework that aims at learning the underlying structure in dynamical systems by trading off invariance and predictability. The talk contains joint work with Rajen Shah, Niklas Pfister, and Stefan Bauer. No prior knowledge about causality is required.

Organizers:
Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM
Sponsors:
CREST-CMAP