Switching Regression Models and Causal Inference in the Presence of Discrete Latent Variables

zbMath1499.62063arXiv1808.05541MaRDI QIDQ4969082

Jonas Peters, Rune Christiansen

Publication date: 5 October 2020

Full work available at URL: https://arxiv.org/abs/1808.05541

zbMATH Keywords

invariancehidden Markov modelslatent variablescausal discoveryswitching regression models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Causal inference from observational studies (62D20)

Related Items

Reconstructing regime-dependent causal relationships from observational time series

Uses Software

• JCI
• CausalKinetiX

Cites Work

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