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]

@inproceedings{VankadaraFHMGJ22,
  title = {Causal forecasting: generalization bounds for autoregressive models},
  author = {Leena Chennuru Vankadara and Philipp Michael Faller and Michaela Hardt and Lenon Minorics and Debarghya Ghoshdastidar and Dominik Janzing},
  year = {2022},
  url = {https://proceedings.mlr.press/v180/vankadara22a.html},
  researchr = {https://researchr.org/publication/VankadaraFHMGJ22},
  cites = {0},
  citedby = {0},
  pages = {2002-2012},
  booktitle = {Uncertainty in Artificial Intelligence, Proceedings of the Thirty-Eighth Conference on Uncertainty in Artificial Intelligence, UAI 2022, 1-5 August 2022, Eindhoven, The Netherlands},
  editor = {James Cussens and Kun Zhang 0001},
  volume = {180},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}