Search Results for author: Niklas Pfister

Found 17 papers, 9 papers with code

Invariant Subspace Decomposition

no code implementations15 Apr 2024 Margherita Lazzaretto, Jonas Peters, Niklas Pfister

We consider the task of predicting a response Y from a set of covariates X in settings where the conditional distribution of Y given X changes over time.

Extrapolation-Aware Nonparametric Statistical Inference

1 code implementation15 Feb 2024 Niklas Pfister, Peter Bühlmann

In this work, we extend the nonparametric statistical model to explicitly allow for extrapolation and introduce a class of extrapolation assumptions that can be combined with existing inference techniques to draw extrapolation-aware conclusions.

Uncertainty Quantification

Perturbation-based Analysis of Compositional Data

1 code implementation30 Nov 2023 Anton Rask Lundborg, Niklas Pfister

Existing statistical methods for compositional data analysis are inadequate for many modern applications for two reasons.

Boosted Control Functions

no code implementations9 Oct 2023 Nicola Gnecco, Jonas Peters, Sebastian Engelke, Niklas Pfister

In particular, we establish a novel connection between the field of distribution generalization from machine learning, and simultaneous equation models and control function from econometrics.

Econometrics

Identifying Representations for Intervention Extrapolation

no code implementations6 Oct 2023 Sorawit Saengkyongam, Elan Rosenfeld, Pradeep Ravikumar, Niklas Pfister, Jonas Peters

In this paper, we consider the task of intervention extrapolation: predicting how interventions affect an outcome, even when those interventions are not observed at training time, and show that identifiable representations can provide an effective solution to this task even if the interventions affect the outcome non-linearly.

Representation Learning

Effect-Invariant Mechanisms for Policy Generalization

no code implementations19 Jun 2023 Sorawit Saengkyongam, Niklas Pfister, Predrag Klasnja, Susan Murphy, Jonas Peters

A major challenge in policy learning is how to adapt efficiently to unseen environments or tasks.

Supervised Learning and Model Analysis with Compositional Data

1 code implementation15 May 2022 Shimeng Huang, Elisabeth Ailer, Niki Kilbertus, Niklas Pfister

We propose KernelBiome, a kernel-based nonparametric regression and classification framework for compositional data.

regression

Identifiability of Sparse Causal Effects using Instrumental Variables

no code implementations17 Mar 2022 Niklas Pfister, Jonas Peters

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.

Exploiting Independent Instruments: Identification and Distribution Generalization

1 code implementation3 Feb 2022 Sorawit Saengkyongam, Leonard Henckel, Niklas Pfister, Jonas Peters

Most of the existing estimators assume that the error term in the response $Y$ and the hidden confounders are uncorrelated with the instruments $Z$.

Econometrics

Invariant Policy Learning: A Causal Perspective

1 code implementation1 Jun 2021 Sorawit Saengkyongam, Nikolaj Thams, Jonas Peters, Niklas Pfister

We adopt the concept of invariance from the causality literature and introduce the notion of policy invariance.

Multi-Armed Bandits Recommendation Systems

A causal framework for distribution generalization

1 code implementation12 Jun 2020 Rune Christiansen, Niklas Pfister, Martin Emil Jakobsen, Nicola Gnecco, Jonas Peters

We introduce the formal framework of distribution generalization that allows us to analyze the above problem in partially observed nonlinear models for both direct interventions on $X$ and interventions that occur indirectly via exogenous variables $A$.

Methodology Primary 62Gxx, secondary 62G35, 62G08, 62D20

Causal models for dynamical systems

no code implementations17 Jan 2020 Jonas Peters, Stefan Bauer, Niklas Pfister

In this chapter, we provide a natural and straight-forward extension of this concept to dynamical systems, focusing on continuous time models.

Methodology Dynamical Systems

Stabilizing Variable Selection and Regression

1 code implementation5 Nov 2019 Niklas Pfister, Evan G. Williams, Jonas Peters, Ruedi Aebersold, Peter Bühlmann

In particular, it is useful to distinguish between stable and unstable predictors, i. e., predictors which have a fixed or a changing functional dependence on the response, respectively.

Methodology Applications

Learning stable and predictive structures in kinetic systems: Benefits of a causal approach

no code implementations28 Oct 2018 Niklas Pfister, Stefan Bauer, Jonas Peters

Results on both simulated and real-world examples suggest that learning the structure of kinetic systems benefits from a causal perspective.

Causal Inference Model Selection

Robustifying Independent Component Analysis by Adjusting for Group-Wise Stationary Noise

3 code implementations4 Jun 2018 Niklas Pfister, Sebastian Weichwald, Peter Bühlmann, Bernhard Schölkopf

We introduce coroICA, confounding-robust independent component analysis, a novel ICA algorithm which decomposes linearly mixed multivariate observations into independent components that are corrupted (and rendered dependent) by hidden group-wise stationary confounding.

Causal Inference EEG

Kernel-based Tests for Joint Independence

no code implementations1 Mar 2016 Niklas Pfister, Peter Bühlmann, Bernhard Schölkopf, Jonas Peters

Based on an empirical estimate of dHSIC, we define three different non-parametric hypothesis tests: a permutation test, a bootstrap test and a test based on a Gamma approximation.

Causal Discovery

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