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math.ST2022★ 1 cited
Instrumental Processes Using Integrated Covariances
Søren Wengel Mogensen
Instrumental variable methods are often used for parameter estimation in the presence of confounding. They can also be applied in stochastic processes. Instrumental variable analys…
cs.LG2022
Learning by Doing: Controlling a Dynamical System using Causality, Control, and Reinforcement Learning
Sebastian Weichwald, Søren Wengel Mogensen, Tabitha Edith Lee +6
Questions in causality, control, and reinforcement learning go beyond the classical machine learning task of prediction under i.i.d. observations. Instead, these fields consider th…