Jonas Peters
Professor of Statistics
Department of Mathematical Sciences, University of Copenhagen
Universitetsparken 5, 2100 Copenhagen O, Denmark
eMail: firstname.lastname@math.ku.dk

News

 

 

Research

Keywords: causality, computational statistics, machine learning, robustness, independence testing.

My work focuses mainly on causal inference: we try to learn causal structures either from purely observational data or from a combination of observational and interventional data. We therefore develop both theory and methodology. Our work relates to areas like high-dimensional statistics, computational statistics or graphical models. It's an exciting research area with lots of open questions!

I am co-leader of the 'Causality and Explainability' Collaboratory, Pioneer Centre for AI (P1), 2021--

Most of the publications are also on Google Scholar.

 

 

Open Positions

Open positions are announced on https://www.math.ku.dk/english/about/jobs/. All details can be discussed during the application process. My apologies that I cannot answer to all individual emails before the deadline.

 

 

Current PhD Students and Postdocs

 

 

Book on Mathematical Games

We have written a book on mathematical games that will appear at MIT Press.

Jonas Peters, Nicolai Meinshausen: The Raven's Hat: Fallen Pictures, Rising Sequences, and Other Mathematical Games

Link to MIT Press

 

 

Book on Causality

We have written a book on causality that has appeared as open access at MIT Press. In July 2018, it was awarded the ASA causality in statistics education award.

Jonas Peters, Dominik Janzing, Bernhard Schölkopf: Elements of Causal Inference: Foundations and Learning Algorithms

Link to bibtex

Link to MIT Press

 

The pdf can be downloaded for free from the MIT Press website (look for "This is an open access title" on the left-hand side).

 

 

Jupyter Notebooks

We have created a few notebooks for getting to know causality. They are available here.

 

 

Causality Script

I have written a script on causality. Almost all of it made it into our book. It is a bit shorter but less polished. It can be downloaded here.

 

 

Outreach and Popular Science

 

 

Scholarships and Awards

Silver Medal of the Royal Danish Academy of Sciences and Letters (2021), COPSS Leadership Academy (2021), Guy Medal in Bronze, awarded by the Royal Statistical Society (2019), ASA Causality in Statistics Education Award (2018; with D. Janzing and B. Schölkopf), Teacher of the year at the faculty of SCIENCE, University of Copenhagen (2018), Member of the Junge Akademie (since 2016; board member since 2017), Marie Curie fellowship (2013--2015), ETH medal for an outstanding PhD thesis (2013), scholarship of the Studienstiftung des deutschen Volkes (2004--2008), UNWIN prize and election to scholar (Downing College, Cambridge) (2007), European Excellence Programme (DAAD), Kurt-Hahn-Trust, Hölderlin Programme (Allianz) (2006--2007), Deutsche SchülerAkademie (2001)

 

 

CV

Jonas is professor in statistics at the Department of Mathematical Sciences at the University of Copenhagen. Previously, he has been a group leader at the Max-Planck-Institute for Intelligent Systems in Tuebingen and a Marie Curie fellow at the Seminar for Statistics, ETH Zurich. He studied Mathematics at the University of Heidelberg and the University of Cambridge and obtained his PhD jointly from MPI and ETH. He is interested in inferring causal relationships from different types of data and in building statistical methods that are robust with respect to distributional shifts. In his research, Jonas seeks to combine theory, methodology, and applications. His work relates to areas such as computational statistics, causal inference, graphical models, independence testing or high-dimensional statistics.

His full CV is available here (version: November 2021).

 

 

Alumni (and current positions if in academia)

 

 

Memberships

Bernoulli Society, Danish Society for Theoretical Statistics, IMS, ISI (elected), Royal Statistical Society

 

 

Causality in 4 Steps

  1. Consider the following problem: we are given data from gene A (or B) and a phenotype. Clearly, both variables are correlated. What is the best prediction for the phenotype given we are deleting gene A (or B), such that its activity becomes zero?
      

     

  2. Causality matters: Intuitively, the optimal prediction should depend on the underlying causal structure:
      
    But then, if we do not accept any form of causal notion, we cannot distinguish between these two cases and our best prediction must be: "I do not know."!

     

  3. Causal Model: If we want to be able to describe the above situation properly, we need a so-called causal model that (1) models observational data and (2) interventional data (e.g., the distribution that arises after the gene deletion) and that (3) outputs a graph. Functional Causal Models (also called Structural Equation Models) are one class of such models, see the figure on the right. If you are interested in more details, see the script below, for example.

     

  4. Examples of questions that are studied in this field: How can one compute intervention distributions from the graph and the observational distribution efficiently? What if some of the variables are unobserved? What are nice graphical representations? Under which assumptions can we reconstruct the causal model from the observational distribution ("causal discovery")? What if we are also given data from some of the intervention distributions? Does causal knowledge help in more "classical" tasks in machine learning and statistics?

 

 

Other

Kammermusikkreis Unterwachingen

Plenum

Concerts in Copenhagen

Deutsche SchülerAkademie