Talks
Fall 2018

Invariance, Causality and Novel Robustness

Tuesday, October 30th, 2018 9:30 am10:10 am

Add to Calendar

Speaker: 

Peter Bühlmann (ETH Zürich)

Heterogeneity across different sub-populations or "homogeneous blocks" can be beneficially exploited for causal inference and novel robustness, with wide-ranging prospects for various applications. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk minimization problem with a corresponding notion of robustness. The novel methodology has connections to instrumental variable regression and robust optimization.