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Robuuste Causale Impact Analyse×Bayesiaanse Causale Impact Analyse×
VakgebiedCausale inferentieCausale inferentie
FamilieRegression modelRegression model
Jaar van ontstaan20152015
GrondleggerBrodersen, Gallusser, Koehler, Remy & Scott (foundational CausalImpact framework)Brodersen, Gallusser, Koehler, Remy & Scott (Google)
TypeBayesian causal inference with robustness validationBayesian causal inference / time series
Oorspronkelijke bronBrodersen, 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 ↗
Aliassenrobust CausalImpact, sensitivity-augmented causal impact, causal impact with robustness checks, robust BSTS causal inferenceCausalImpact, Bayesian structural time series causal inference, BSTS causal impact, Bayesian intervention analysis
Verwant54
SamenvattingRobust Causal Impact Analysis extends the Bayesian structural time-series CausalImpact framework (Brodersen et al., 2015) by embedding systematic robustness checks — in-time placebo tests, in-space placebo controls, covariate sensitivity analysis, and prior sensitivity assessments — to verify that a detected intervention effect is genuine and not an artifact of model choices or coincidental data patterns.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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  1. v1
  2. 2 Bronnen
  3. PUBLISHED

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ScholarGateMethoden vergelijken: Robust Causal Impact Analysis · Bayesian Causal Impact Analysis. Geraadpleegd op 2026-06-18 via https://scholargate.app/nl/compare