2 citations · 2 across the 5 of their papers we have counts for
4 papers · 1 filter
Extremes of structural causal models
Sebastian Engelke, Nicola Gnecco, Frank Röttger
The behavior of extreme observations is well-understood for time series or spatial data, but little is known if the data generating process is a structural causal model (SCM). We s…
Extremal Random Forests
Nicola Gnecco, Edossa Merga Terefe, Sebastian Engelke
Classical methods for quantile regression fail in cases where the quantile of interest is extreme and only few or no training data points exceed it. Asymptotic results from extreme…
A causal framework for distribution generalization
Rune Christiansen, Niklas Pfister, Martin Emil Jakobsen +2
We consider the problem of predicting a response from a set of covariates when test and training distributions differ. Since such differences may have causal explanations,…
Causal discovery in heavy-tailed models
Nicola Gnecco, Nicolai Meinshausen, Jonas Peters +1
Causal questions are omnipresent in many scientific problems. While much progress has been made in the analysis of causal relationships between random variables, these methods are…