Causal forecasting: generalization bounds for autoregressive models

Leena Chennuru Vankadara, Philipp Michael Faller, Michaela Hardt, Lenon Minorics, Debarghya Ghoshdastidar, Dominik Janzing. Causal forecasting: generalization bounds for autoregressive models. In James Cussens, Kun Zhang 0001, editors, Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands. Volume 180 of Proceedings of Machine Learning Research, pages 2002-2012, PMLR, 2022. [doi]

Abstract

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