This version of Talks.cam will be replaced by 1 July 2026, further information is available on the UIS Help Site
 

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Causal discovery through Pearson risk invariance

Causal discovery through Pearson risk invariance

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact nobody.

CIFW02 - Causal identification and discovery

Prediction invariance of causal models under heterogeneous settings has been exploited by a number of recent methods for causal discovery, typically focussing on recovering the causal parents of a target variable of interest. Existing methods require observational data from a number of sufficiently different environments, which is rarely available. In this work, we consider a structural equation model where the target variable is described by a generalized linear model conditional on its parents. Under this setting, we characterize the causal model via Pearson risk invariance, leading to a computational strategy for searching the causal model among all possible models. Crucially, for generalized linear models with a known dispersion parameter, such as Poisson and logistic regression, the causal model can be identified from a single data environment. Applications range from classical Poisson/logistic regression association studies, now seen through a causal lens, to relational event models for dynamic network data. The method is implemented in the R package causalreg.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2026 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity