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Bayesian Counterfactual Impact Evaluation×Kausale Auswirkungsanalyse×
FachgebietKausale InferenzKausale Inferenz
FamilieRegression modelRegression model
Entstehungsjahr2015 (canonical implementation); Rubin potential outcomes: 1974-20052015
UrheberBrodersen, Gallusser, Koehler, Remy & Scott; Rubin potential outcomes frameworkKay H. Brodersen, Fabian Gallusser, Jim Koehler, Nicolas Remy, Steven L. Scott (Google)
TypBayesian causal inference / counterfactual estimationBayesian causal inference / counterfactual forecasting
Wegweisende QuelleBrodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗Brodersen, K. H., Gallusser, F., Koehler, J., Remy, N., & Scott, S. L. (2015). Inferring causal impact using Bayesian structural time-series models. Annals of Applied Statistics, 9(1), 247-274. DOI ↗
AliasnamenBayesian CIE, Bayesian causal impact, Bayesian structural time-series causal inference, BSTS counterfactual evaluationCausalImpact, BSTS causal inference, Bayesian causal impact, counterfactual time-series analysis
Verwandt55
ZusammenfassungBayesian Counterfactual Impact Evaluation estimates the causal effect of an intervention by constructing a Bayesian posterior distribution over the counterfactual outcome — what would have happened without treatment. The method, popularized by Brodersen et al. (2015) through the CausalImpact framework, uses Bayesian structural time-series models fitted on the pre-intervention period to predict the counterfactual trajectory, then compares observed post-intervention outcomes to that prediction.Causal Impact Analysis, introduced by Brodersen et al. (2015) at Google, uses Bayesian structural time-series models to estimate what would have happened to an outcome had an intervention never occurred. By constructing a probabilistic counterfactual from pre-treatment data and control covariates, it quantifies point-in-time and cumulative treatment effects with full posterior uncertainty intervals.
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ScholarGateMethoden vergleichen: Bayesian Counterfactual Impact Evaluation · Causal Impact Analysis. Abgerufen am 2026-06-18 von https://scholargate.app/de/compare