Related papers: Dynamical systems theory for causal inference with…
This technical report describes the rationale and technical details for the dynamic causal modelling of mitigated epidemiological outcomes based upon a variety of timeseries data. It details the structure of the underlying convolution or…
Synthetic Control methods have recently gained considerable attention in applications with only one treated unit. Their popularity is partly based on the key insight that we can predict good synthetic counterfactuals for our treated unit.…
This paper focuses on drawing inference on the causal impact of an intervention at a specific time point, as manifested in an outcome variable over time. We operate on the interrupted time series framework and expand on approaches such as…
Active inference has emerged as an alternative approach to control problems given its intuitive (probabilistic) formalism. However, despite its theoretical utility, computational implementations have largely been restricted to…
Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of nonparametric time series, causal inference defined through…
This paper explores the theoretical limits of using discrete abstractions for nonlinear control synthesis. More specifically, we consider the problem of deciding continuous-time control with temporal logic specifications. We prove that…
Regulators and academics are increasingly interested in the causal effect that algorithmic actions of a digital platform have on consumption. We introduce a general causal inference problem we call the steerability of consumption that…
This paper discusses the fundamental principles of causal inference - the area of statistics that estimates the effect of specific occurrences, treatments, interventions, and exposures on a given outcome from experimental and observational…
Causal inference is a fundamental research topic for discovering the cause-effect relationships in many disciplines. However, not all algorithms are equally well-suited for a given dataset. For instance, some approaches may only be able to…
Predicting the response of nonlinear dynamical systems subject to random, broadband excitation is important across a range of scientific disciplines, such as structural dynamics and neuroscience. Building data-driven models requires…
The SINDy algorithm has been successfully used to identify the governing equations of dynamical systems from time series data. In this paper, we argue that this makes SINDy a potentially useful tool for causal discovery and that existing…
The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the…
In this paper, we present a model-based periodic event-triggered control mechanism for nonlinear continuous-time Networked Control Systems. A sampled-data prediction of the system behavior is used at the actuator to reduce the amount of…
Causal inference uses observations to infer the causal structure of the data generating system. We study a class of functional models that we call Time Series Models with Independent Noise (TiMINo). These models require independent residual…
We provide new results for nonparametric identification, estimation, and inference of causal effects using `proxy controls': observables that are noisy but informative proxies for unobserved confounding factors. Our analysis applies to…
This paper is concerned with the design of control policies from example datasets. The case considered is when just a black box description of the system to be controlled is available and the system is affected by actuation constraints.…
The synthetic control method estimates the causal effect by comparing the treated unit's outcomes to a weighted average of control units that closely match its pre-treatment outcomes, assuming the relationship between treated and control…
In this paper, we focus on estimating the causal effect of an intervention over time on a dynamical system. To that end, we formally define causal interventions and their effects over time on discrete-time stochastic processes (DSPs). Then,…
Identifying the underlying reason for a failing dynamic process or otherwise anomalous observation is a fundamental challenge, yet has numerous industrial applications. Identifying the failure-causing sub-system using causal inference, one…
Many macroeconomic policy questions may be assessed in a case study framework, where the time series of a treated unit is compared to a counterfactual constructed from a large pool of control units. I provide a general framework for this…