[Statlist] Reminder: ETH/UZH Research Seminar on Statistics by Lars Lorch, Institute for Machine Learning, ETH Zürich, 10.10.2024

[Maurer Letizia]

We are glad to announce the following talk in the ETH/UZH Research Seminar on Statistics:

"Causal Modeling with Stationary Diffusions"   
by Lars Lorch, Institute for Machine Learning

Time: Thursday, 10.10.2024 at 15.15 h
Place: ETH Zurich, HG G 19.1

Abstract: In this talk, we develop a novel approach to causal modeling and inference. Rather than structural equations over a causal graph, we show how to learn stochastic differential equations (SDEs) whose stationary densities model a system's behavior under interventions. These stationary diffusion models do not require the formalism of causal graphs, let alone the common assumption of acyclicity, and often generalize to unseen interventions on their variables. Our inference method is based on a new theoretical result that expresses a stationarity condition on the diffusion's generator in a reproducing kernel Hilbert space. The resulting kernel deviation from stationarity (KDS) is an objective function of independent interest.
Seminar website: https://math.ethz.ch/sfs/news-and-events/research-seminar.html

Research Seminar – Seminar for Statistics | ETH Zurich
math.ethz.ch