2 papers
stat.ME2025
Causal Regularization: On the trade-off between in-sample risk and out-of-sample risk guarantees
Lucas Kania, Ernst Wit
Invariant prediction uses the prediction stability of causal relationships across different environments to identify causal variables. Conversely, using causal variables gives pred…
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…