2 papers
stat.ME2024
Multivariate Bayesian dynamic modeling for causal prediction
Graham Tierney, Christoph Hellmayr, Greg Barkimer +2
Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated un…
stat.ME2024
Compositional dynamic modelling for causal prediction in multivariate time series
Kevin Li, Graham Tierney, Christoph Hellmayr +1
Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models…