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| ポリシー評価因果影響分析× | ベイジアン因果影響分析 (Bayesian Causal Impact Analysis)× | |
|---|---|---|
| 分野 | 因果推論 | 因果推論 |
| 系統 | Regression model | Regression model |
| 提唱年 | 2015 | 2015 |
| 提唱者≠ | Brodersen, Gallusser, Koehler, Remy & Scott (2015); adapted for policy evaluation contexts | Brodersen, Gallusser, Koehler, Remy & Scott (Google) |
| 種類≠ | Bayesian counterfactual / time-series | Bayesian causal inference / time series |
| 原典 | 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 ↗ | 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 ↗ |
| 別名 | policy causal impact, BSTS policy evaluation, Bayesian policy impact assessment, CIA policy evaluation | CausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis |
| 関連≠ | 6 | 4 |
| 概要≠ | Policy Evaluation Causal Impact Analysis applies the Bayesian structural time-series (BSTS) framework of Brodersen et al. (2015) to estimate the causal effect of a policy intervention on aggregate outcomes. By constructing a synthetic counterfactual from pre-policy data and control covariates, it asks: what would have happened had the policy not been enacted? The difference between observed and predicted post-policy outcomes is the estimated policy effect. | Bayesian Causal Impact Analysis uses a Bayesian structural time series (BSTS) model to estimate the causal effect of an intervention on a time series outcome. Developed by Brodersen and colleagues at Google in 2015, it builds a probabilistic counterfactual — what the series would have looked like without the intervention — from pre-intervention data and optional control covariates, then compares it with the observed post-intervention values to produce a fully Bayesian posterior over the causal effect. |
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