Learning Causal Structure from Undersampled Time Series

author: David Danks, Department of Philosophy, Carnegie Mellon University
published: Oct. 6, 2014,   recorded: December 2013,   views: 21
Categories

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.
  Delicious Bibliography

Description

Even if one can experiment on relevant factors, learning the causal structure of a dynamical system can be quite difficult if the relevant measurement processes occur at a much slower sampling rate than the “true” underlying dynamics. This problem is exacerbated if the degree of mismatch is unknown. This paper gives a formal characterization of this learning problem, and then provides two sets of results. First, we prove a set of theorems characterizing how causal structures change under undersampling. Second, we develop an algorithm for inferring aspects of the causal structure at the “true” timescale from the causal structure learned from the undersampled data.

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: