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math.ST2023
Optimal worst-risk minimization in structural equation models with random coefficients
Philip Kennerberg, Ernst Wit
The insight that causal parameters are particularly suitable for out-of-sample prediction has sparked a lot development of causal-like predictors. However, the connection with stri…
math.ST2023
Worst-risk minimization in generalized structural equation models
Philip Kennerberg, Ernst C. Wit
We consider rather general structural equation models (SEMs) between a target and its covariates in several shifted environments. Given shifts we consider the set…