About the Talk: I will detail a nonparametric model of time series causality, arguing that it is essential to make a “faithfulness” assumption to have any hope of drawing causal conclusions.  The framework will be related to existing methods.  About the speaker: Neil Shephard’s broad research interests are in econometrics, finance and statistics, with a particular focus on financial econometrics.   He has made significant advances in developing simulation based inference methods for online learning and has contributed methods to…