351 citations · 1.8k across the 37 of their papers we have counts for
3 papers · 1 filter
Foundations of Structural Causal Models with Cycles and Latent Variables
Stephan Bongers, Patrick Forré, Jonas Peters +1
Structural causal models (SCMs), also known as (nonparametric) structural equation models (SEMs), are widely used for causal modeling purposes. In particular, acyclic SCMs, also kn…
The Arrow of Time in Multivariate Time Series
Stefan Bauer, Bernhard Schölkopf, Jonas Peters
We prove that a time series satisfying a (linear) multivariate autoregressive moving average (VARMA) model satisfies the same model assumption in the reversed time direction, too,…
Kernel-based Tests for Joint Independence
Niklas Pfister, Peter Bühlmann, Bernhard Schölkopf +1
We investigate the problem of testing whether random variables, which may or may not be continuous, are jointly (or mutually) independent. Our method builds on ideas of the two…