Philip Kennerberg

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20242026

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5 papers · 1 filter

math.ST2025

Functional worst risk minimization

Philip Kennerberg, Ernst C. Wit

The aim of this paper is to extend worst risk minimization, also called worst average loss minimization, to the functional realm. This means finding a functional regression represe…

math.ST2025

Functional structural equation models with out-of-sample guarantees

Philip Kennerberg, Ernst C. Wit

Statistical learning methods typically assume that the training and test data originate from the same distribution, enabling effective risk minimization. However, real-world applic…

math.ST2024

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 $k \in N$ shifts we consider the set…

math.ST2024

Constructive and consistent estimation of quadratic minimax

Philip Kennerberg, Ernst C. Wit

We consider $k$ square integrable random variables $Y_{1}, ..., Y_{k}$ and $k$ random (row) vectors of length $p$ , $X_{1}, ..., X_{k}$ such that $X_{i} (l)$ is square integrable for $1 \leq i \leq k$ …

math.ST2024

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…