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SUMMARY:Instruments\, Images\, and Anchors - Nicolai Meinshausen (ETH Zür
 ich)
DTSTART:20180115T145500Z
DTEND:20180115T154000Z
UID:TALK97576@talks.cam.ac.uk
CONTACT:INI IT
DESCRIPTION:Co-authors: Dominik Rothenh&auml\;usler\, Peter B&uuml\;hlmann
 \, Christina Heinze (ETH Zurich)\, and Jonas Peters (Univ of Copenhagen)  
 I will present some ongoing work on two related projects. Firstly\, some j
 oint work with Jonas Peters\, Dominik Rothenhaeulser and Peter Buhlmann on
  anchor regression\, which is putting both standard regression and causal 
 regression into a common framework and allows to interpolate between both 
 in a continuous fashion. The anchor regression can be seen as a least-squa
 res term with a causal\, instrumental-variable-type\, penalty. The chosen 
 penalty is shown to correspond to the expected future magnitude of interve
 ntions and some risk bounds can be derived for the high-dimensional settin
 g. Second\, in joint work with Christina Heinze\, I will show an applicati
 on of related ideas to a (non-causal) setting in image classification.
LOCATION:Seminar Room 1\, Newton Institute
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