2 papers
stat.ME2018
Anchor regression: heterogeneous data meets causality
Dominik Rothenhäusler, Nicolai Meinshausen, Peter Bühlmann +1
We consider the problem of predicting a response variable from a set of covariates on a data set that differs in distribution from the training data. Causal parameters are optimal…
stat.ME2015
Confidence Intervals for Maximin Effects in Inhomogeneous Large-Scale Data
Dominik Rothenhäusler, Nicolai Meinshausen, Peter Bühlmann
One challenge of large-scale data analysis is that the assumption of an identical distribution for all samples is often not realistic. An optimal linear regression might, for examp…