Rothenhäusler et al., 2021 - Google Patents

Anchor regression: Heterogeneous data meet causality

Rothenhäusler et al., 2021

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Document ID
16847548163377530668
Author
Rothenhäusler D
Meinshausen N
Bühlmann P
Peters J
Publication year
Publication venue
Journal of the Royal Statistical Society Series B: Statistical Methodology

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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 in terms of predictive accuracy if in the new distribution either many variables are affected by …
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