Institute of Mathematical Statistics and Actuarial Science

Swiss Statistics Seminar

Friday, March 28, 2025

Lecture room B6
Institute for Exact Sciences
Sidlerstr. 5
CH-3012 Bern

 

16:50-17:40 h

Testing Temporal Causality

Niels R. HANSEN (University of Copenhagen)

The starting point of the talk is a causal model with an explicit temporal structure. That is, a model capable of describing how a dynamic system evolves over time in an observational as well as in interventional scenarios. Examples include models of chemical reactions, industrial processes, economic and financial systems, infectious disease spreading and survival and event processes. In the first part of the talk I will review a range of different sampling schemes of data from a dynamic system, which oftentimes leave aspects of the system unobserved. An overarching goal is nevertheless to characterize all testable constraints on the observed data that are entailed by the causal model, which is ambitious and very difficult in general. In the second part of the talk I will focus on two specific schemes: time series data with unobserved coordinates and steady-state cross-sectional data. In both cases I will present our main results in terms of deriving testable constraints and developing tests of these constraints.