Teaching

Causal Inference

Andreas Gerhardus is teaching a course on “Causal Inference” at FSU Jena in the summer term 2022.

Content

In this course you will learn about the modern statistical framework of “causal inference”. This framework formalizes the notions of cause and effect in mathematical terms, delineates the distinction between mere statistical relationships on the one hand and causal relationships on the other hand, and provides methods that allow to learn and reason about causal relationships in a data-driven way.

Causal inference has in recent years grown to an important line of research in the machine learning community because models informed by causal knowledge are expected to show better out-of-distribution generalization. Its methods are also applied in various other scientific fields to reason about causal relationships in cases where controlled experimentation is not feasible.

The focus of this course in on conveying the framework’s conceptual basics and central concepts. It will also cover a selection of concrete algorithms and applications. A particular emphasis lies on the application of causal inference to time series data, which is ubiquitous in many applied fields.

Literature

  • Pearl, J. Causality: Models, reasoning, and inference. Cambridge University Press, 2009
  • J. Peters, D. Janzing, and B. Schoelkopf Elements of Causal Inference: Foundations and Learning Algorithms, The MIT Press, Cambridge, Massachusetts, London, England
  • Pearl, J., Glymour, M., Jewell, N. P., Causal Inference in Statistics: A Primer. Wiley, 2016.
  • Spirtes, P., Glymour, C., and Scheines, R., Causation, Prediction, and Search (MIT Press, Boston, 2000)
  • Runge et al. Perspective article: https://www.nature.com/articles/s41467-019-10105-3

Schedule

The course takes places on Thursday at 4pm – 6pm, starting on April 14th (you can still join after the first week of lectures). According to the university’s request the lecture will be online during the first few weeks, the link to the video conference room will be communicated via Moodle and via email. In coordination with the participants we will then switch to an in-person or hybrid format presumably in mid May. The lecture will be held in English.

Contact

In case of any questions please do hesitate to contact Andreas at andreas.gerhardus[at]uni-jena.de.